Quant says high volatility requires pricing and risk management models to be revisited
Aug 18, 2023
45 min
Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
Aug 4, 2023
1 hr
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
May 19, 2023
20 min
Industry quant teams up with academics to build better risk tools for FX markets
Mar 28, 2023
45 min
Julius Baer equity quant revels in solving problems for the trading desk.
Jan 24, 2023
38 min
A discussion around alternatives designed to overcome the pitfalls of neural networks.
Nov 24, 2022
33 min
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA
Sep 29, 2022
17 min
Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcast
Aug 8, 2022
31 min
Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcast
Jun 28, 2022
42 min
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