Beste Quantcast – A Risk.net Cutting Edge Podcast Podcasts (2025)

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulaeVon Quantcast – a Risk.net Cutting Edge podcast

1
Sokol, Lyashenko, Mercurio 25/03/25 1:02:22

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7M ago1:02:22

1:02:22

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curvesVon Quantcast – a Risk.net Cutting Edge podcast

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Lyudmil Zyapkov, 27/02/25 28:54

7M ago28:54

28:54

Lyudmil Zyapkov on modelling forward variance skewVon Quantcast – a Risk.net Cutting Edge podcast

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Alexandre Antonov 04/02/2025 30:03

8M ago30:03

30:03

Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolioVon Quantcast – a Risk.net Cutting Edge podcast

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

10M ago50:05

50:05

Alexei Kondratyev on quantum computingVon Quantcast – a Risk.net Cutting Edge podcast

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

12M ago28:41

28:41

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

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Alvaro Cartea, 19/07/2024 44:29

1y ago44:29

44:29

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

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Lorenzo Ravagli, 09/07/2024 44:45

1y ago44:45

44:45

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

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Olivier Daviaud 29/04/24 20:12

1+ y ago20:12

20:12

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

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Giorgios Skoufis 11/03/24 43:26

1+ y ago43:26

43:26

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

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Artur Sepp – 17/08/23 45:43

2y ago45:43

45:43

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

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Julien Guyon – 01/08/23 1:00:07

2y ago1:00:07

1:00:07

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

1
Jan Rosenzweig – 16/05/23 20:39

2+ y ago20:39

20:39

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

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

2+ y ago45:40

45:40

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

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Valer Zetocha – 16/01/23 38:34

2+ y ago38:34

38:34

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

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Igor Halperin – 08/12/22 39:38

3y ago39:38

39:38

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

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

3y ago33:10

33:10

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

1
Chris Kenyon – 16/09/22 17:27

3y ago17:27

17:27

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

1
Marc Henrard – 02/08/22 31:05

3y ago31:05

31:05

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

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Gordon Ritter – 24/06/22 42:10

3+ y ago42:10

42:10

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

1
Alex Lipton – 12/05/22 38:56

3+ y ago38:56

38:56

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

1
Hans Buehler – 01/03/22 16:37

3+ y ago16:37

16:37

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

1
John Fennell – 25/10/18 40:31

3+ y ago40:31

40:31

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

Podcasts, die es wert sind, gehört zu werden

Quantcast – A Risk.net Cutting Edge Podcast

Podcasts, die es wert sind, gehört zu werden

1
Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

1
Johannes Muhle-Karbe – 24/07/25 42:23

1
Dario Villani and Kharen Musaelian, 19/06/2025 1:11:45

1
Fabrizio Anfuso podcast 20/05/25 36:42

1
Sokol, Lyashenko, Mercurio 25/03/25 1:02:22

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

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