Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

Episodes

Johannes Muhle-Karbe – 24/07/25

July 31, 2025 • 42 mins
Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
Mark as Played

Dario Villani and Kharen Musaelian, 19/06/2025

June 23, 2025 • 71 mins
Quant finance
Mark as Played

Fabrizio Anfuso podcast 20/05/25

May 22, 2025 • 36 mins
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
Mark as Played

Sokol, Lyashenko, Mercurio 25/03/25

March 26, 2025 • 62 mins
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Mark as Played

Lyudmil Zyapkov, 27/02/25

March 4, 2025 • 28 mins
Lyudmil Zyapkov on modelling forward variance skew
Mark as Played

Alexandre Antonov 04/02/2025

February 6, 2025 • 30 mins
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
Mark as Played

11/12/24 Risk Podcast - Alexei Kondratyev

December 18, 2024 • 50 mins
Alexei Kondratyev on quantum computing
Mark as Played

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

October 24, 2024 • 28 mins
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
Mark as Played

Alvaro Cartea, 19/07/2024

July 24, 2024 • 44 mins
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
Mark as Played

Lorenzo Ravagli, 09/07/2024

July 11, 2024 • 44 mins
JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
Mark as Played

Olivier Daviaud 29/04/24

May 2, 2024 • 20 mins
JP Morgan quant discusses his alternative to Greeks decomposition
Mark as Played

Giorgios Skoufis 11/03/24

March 15, 2024 • 43 mins
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
Mark as Played

Artur Sepp – 17/08/23

August 17, 2023 • 45 mins
Quant says high volatility requires pricing and risk management models to be revisited
Mark as Played

Julien Guyon – 01/08/23

August 3, 2023 • 60 mins
​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
Mark as Played

Jan Rosenzweig – 16/05/23

May 19, 2023 • 20 mins
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
Mark as Played

Barzykin and Guéant – 28/03/23

March 28, 2023 • 45 mins
Industry quant teams up with academics to build better risk tools for FX markets
Mark as Played

Valer Zetocha – 16/01/23

January 23, 2023 • 38 mins
Julius Baer equity quant revels in solving problems for the trading desk.
Mark as Played

Igor Halperin – 08/12/22

December 12, 2022 • 39 mins
Igor Halperin talks with Mauro Cesa
Mark as Played

Antonov and Piterbarg – 22/11/22

November 23, 2022 • 33 mins
A discussion around alternatives designed to overcome the pitfalls of neural networks.
Mark as Played

Chris Kenyon – 16/09/22

September 28, 2022 • 17 mins
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA
Mark as Played

Popular Podcasts

    Stuff You Should Know

    Stuff You Should Know

    If you've ever wanted to know about champagne, satanism, the Stonewall Uprising, chaos theory, LSD, El Nino, true crime and Rosa Parks, then look no further. Josh and Chuck have you covered.

    The Joe Rogan Experience

    The Joe Rogan Experience

    The official podcast of comedian Joe Rogan.

    Dateline NBC

    Dateline NBC

    Current and classic episodes, featuring compelling true-crime mysteries, powerful documentaries and in-depth investigations. Special Summer Offer: Exclusively on Apple Podcasts, try our Dateline Premium subscription completely free for one month! With Dateline Premium, you get every episode ad-free plus exclusive bonus content.

    The Bobby Bones Show

    The Bobby Bones Show

    Listen to 'The Bobby Bones Show' by downloading the daily full replay.

    24/7 News: The Latest

    24/7 News: The Latest

    The latest news in 4 minutes updated every hour, every day.

Advertise With Us
Music, radio and podcasts, all free. Listen online or download the iHeart App.

Connect

Explore

iHeart

Live Radio

Podcasts

Artist Radio

Exclusives

News

Features

Events

Contests

Photos

Information

About

Advertise

Blog

Brand Guidelines

Contest Guidelines

Subscription Offers

Jobs

Get the App

Automotive

Home

Mobile

Wearables

© 2025 iHeartMedia, Inc.