Parhaat Quantcast – A Risk.net Cutting Edge Podcast Podcastit (2025)

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.Kirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Alvaro Cartea, 19/07/2024 44:29

Play Pause

8M ago44:29

44:29

Oxford-Man Institute director worries ML-based trading could have anti-competitive effectsKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Lorenzo Ravagli, 09/07/2024 44:45

8M ago44:45

44:45

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premiumKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Olivier Daviaud 29/04/24 20:12

10M ago20:12

20:12

JP Morgan quant discusses his alternative to Greeks decompositionKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Giorgios Skoufis 11/03/24 43:26

12M ago43:26

43:26

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swapsKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Artur Sepp – 17/08/23 45:43

1+ y ago45:43

45:43

Quant says high volatility requires pricing and risk management models to be revisitedKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Julien Guyon – 01/08/23 1:00:07

1+ y ago1:00:07

1:00:07

Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical biasKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Jan Rosenzweig – 16/05/23 20:39

2y ago20:39

20:39

Portfolio manager and academic researcher talks about how his technique applies to LDI portfoliosKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Barzykin and Guéant – 28/03/23 45:40

2y ago45:40

45:40

Industry quant teams up with academics to build better risk tools for FX marketsKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Valer Zetocha – 16/01/23 38:34

2y ago38:34

38:34

Julius Baer equity quant revels in solving problems for the trading desk.Kirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Igor Halperin – 08/12/22 39:38

2y ago39:38

39:38

Igor Halperin talks with Mauro CesaKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Antonov and Piterbarg – 22/11/22 33:10

2+ y ago33:10

33:10

A discussion around alternatives designed to overcome the pitfalls of neural networks.Kirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Chris Kenyon – 16/09/22 17:27

2+ y ago17:27

17:27

Chris Kenyon: the right way to wrong-way risk and climate risk in XVAKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Marc Henrard – 02/08/22 31:05

2+ y ago31:05

31:05

Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcastKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Gordon Ritter – 24/06/22 42:10

2+ y ago42:10

42:10

Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcastKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Alex Lipton – 12/05/22 38:56

3y ago38:56

38:56

Lipton on automated FX market-making and the perils of stablecoinsKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Hans Buehler – 01/03/22 16:37

3y ago16:37

16:37

JP Morgan quant explains the importance of de-trending training datasetsKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
John Fennell – 25/10/18 40:31

3y ago40:31

40:31

Clearing house is “seriously considering” contributing to own default waterfallKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Gordon Lee – 11/02/22 34:22

3y ago34:22

34:22

Gordon Lee – 11/02/22 by Quantcast – a Risk.net Cutting Edge podcastKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Matthew Dixon – 16/12/21 34:35

3y ago34:35

34:35

Applied maths professor talks about how to calculate the contributions to value-at-riskKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Stefan Zohren – 26/11/21 31:43

3y ago31:43

31:43

Oxford-Man Institute quant, Stefan Zohren, shows how to use deep learning for forecastingKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

1
Alexandre Antonov – 21/10/21 24:30

3+ y ago24:30

24:30

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivativesKirjoittanut Quantcast – a Risk.net Cutting Edge podcast

Kuuntelemisen arvoisia podcasteja

Quantcast – A Risk.net Cutting Edge Podcast

Kuuntelemisen arvoisia podcasteja

1
Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

1
Lyudmil Zyapkov, 27/02/25 28:54

1
Alexandre Antonov 04/02/2025 30:03

1
11/12/24 Risk Podcast - Alexei Kondratyev 50:05

1
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 28:41

1
Alvaro Cartea, 19/07/2024 44:29

1
Lorenzo Ravagli, 09/07/2024 44:45

1
Olivier Daviaud 29/04/24 20:12

1
Giorgios Skoufis 11/03/24 43:26

1
Artur Sepp – 17/08/23 45:43

1
Julien Guyon – 01/08/23 1:00:07

1
Jan Rosenzweig – 16/05/23 20:39

1
Barzykin and Guéant – 28/03/23 45:40

1
Valer Zetocha – 16/01/23 38:34

1
Igor Halperin – 08/12/22 39:38

1
Antonov and Piterbarg – 22/11/22 33:10

1
Chris Kenyon – 16/09/22 17:27

1
Marc Henrard – 02/08/22 31:05

1
Gordon Ritter – 24/06/22 42:10

1
Alex Lipton – 12/05/22 38:56

1
Hans Buehler – 01/03/22 16:37

1
John Fennell – 25/10/18 40:31

1
Gordon Lee – 11/02/22 34:22

1
Matthew Dixon – 16/12/21 34:35

1
Stefan Zohren – 26/11/21 31:43

1
Alexandre Antonov – 21/10/21 24:30

Pikakäyttöopas