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

June 23, 2025 71 mins
Quant finance
Mark as Played
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
Mark as Played
March 26, 2025 62 mins
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Mark as Played
March 4, 2025 28 mins
Lyudmil Zyapkov on modelling forward variance skew
Mark as Played
February 6, 2025 30 mins
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
Mark as Played
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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August 17, 2023 45 mins
Quant says high volatility requires pricing and risk management models to be revisited
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August 3, 2023 60 mins
​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
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May 19, 2023 20 mins
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
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March 28, 2023 45 mins
Industry quant teams up with academics to build better risk tools for FX markets
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January 23, 2023 38 mins
Julius Baer equity quant revels in solving problems for the trading desk.
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December 12, 2022 39 mins
Igor Halperin talks with Mauro Cesa
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November 23, 2022 33 mins
A discussion around alternatives designed to overcome the pitfalls of neural networks.
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September 28, 2022 17 mins
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA
Mark as Played
August 7, 2022 31 mins
Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcast
Mark as Played

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