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Quantcast – a Risk.net Cutting Edge podcast

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Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

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4d ago4d ago

Monthly

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

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Walter Farkas Risk Quantcast MS 26:39

4d ago26:39

26:39

Walter Farkas Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Jack Jacquier 14/10/25 Risk Quantcast MS 32:59

6d ago32:59

32:59

Jack Jacquier 14/10/25 Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Kihun Nam, Risk Quantcast 17:32

11d ago17:32

17:32

Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Petter Kolm 27/11/25 Risk Quantcast_MS 44:54

18d ago44:54

44:54

Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Laura Ballotta Risk Master’s Series 12:58

25d ago12:58

12:58

Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Risk Quantcast Stefano Iabichino 06/11/25 28:02

28d ago28:02

28:02

Risk Quantcast Stefano Iabichino 06/11/25 by Quantcast – a Risk.net Cutting Edge podcastBy Quantcast – a Risk.net Cutting Edge podcast

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Johannes Muhle-Karbe – 24/07/25 42:23

5M ago42:23

42:23

Imperial College’s mathematical finance head introduces new tool to measure slippage and trade qualityBy Quantcast – a Risk.net Cutting Edge podcast

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

6M ago1:11:45

1:11:45

Quant financeBy Quantcast – a Risk.net Cutting Edge podcast

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Fabrizio Anfuso podcast 20/05/25 36:42

7M ago36:42

36:42

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

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

9M ago1:02:22

1:02:22

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

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Lyudmil Zyapkov, 27/02/25 28:54

10M ago28:54

28:54

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

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Alexandre Antonov 04/02/2025 30:03

10M ago30:03

30:03

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

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

12M ago50:05

50:05

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

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1
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 28:41

1y ago28:41

28:41

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

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Alvaro Cartea, 19/07/2024 44:29

1+ y ago44:29

44:29

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

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Lorenzo Ravagli, 09/07/2024 44:45

1+ y ago44:45

44:45

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

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Giorgios Skoufis 11/03/24 43:26

2y ago43:26

43:26

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

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Artur Sepp – 17/08/23 45:43

2+ y ago45:43

45:43

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

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Julien Guyon – 01/08/23 1:00:07

2+ y ago1:00:07

1:00:07

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

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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 portfoliosBy Quantcast – a Risk.net Cutting Edge podcast

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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 marketsBy Quantcast – a Risk.net Cutting Edge podcast

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Valer Zetocha – 16/01/23 38:34

3y ago38:34

38:34

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

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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.By Quantcast – a Risk.net Cutting Edge podcast

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