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

March 9, 2026 31 mins
Gordon Lee 19/02/2026 Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
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Podcast: Pietro Rossi on credit transition matrices and volatility models
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December 11, 2025 26 mins
Walter Farkas Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast
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December 9, 2025 32 mins
Jack Jacquier 14/10/25 Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast
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December 4, 2025 17 mins
Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
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November 27, 2025 44 mins
Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcast
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November 20, 2025 12 mins
Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcast
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November 17, 2025 28 mins
Risk Quantcast Stefano Iabichino 06/11/25 by Quantcast – a Risk.net Cutting Edge podcast
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July 31, 2025 42 mins
Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
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Quant finance
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May 22, 2025 36 mins
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
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March 26, 2025 62 mins
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
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March 4, 2025 28 mins
Lyudmil Zyapkov on modelling forward variance skew
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February 6, 2025 30 mins
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
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December 18, 2024 50 mins
Alexei Kondratyev on quantum computing
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Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
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July 24, 2024 44 mins
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
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July 11, 2024 44 mins
JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
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May 2, 2024 20 mins
JP Morgan quant discusses his alternative to Greeks decomposition
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March 15, 2024 43 mins
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
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