Лучшие подкасты про Quantcast – A Risk.net Cutting Edge Podcast (2024)

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

2M ago28:41

28:41

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

1
Alvaro Cartea, 19/07/2024 44:29

5M ago44:29

44:29

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

1
Lorenzo Ravagli, 09/07/2024 44:45

5M ago44:45

44:45

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

1
Olivier Daviaud 29/04/24 20:12

8M ago20:12

20:12

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

1
Giorgios Skoufis 11/03/24 43:26

9M ago43:26

43:26

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

1
Artur Sepp – 17/08/23 45:43

1+ y ago45:43

45:43

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

1
Julien Guyon – 01/08/23 1:00:07

1+ y ago1:00:07

1:00:07

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

1
Jan Rosenzweig – 16/05/23 20:39

1+ y ago20:39

20:39

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

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

1+ y ago45:40

45:40

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

1
Valer Zetocha – 16/01/23 38:34

2y ago38:34

38:34

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

1
Igor Halperin – 08/12/22 39:38

2y ago39:38

39:38

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

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

2y ago33:10

33:10

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

1
Chris Kenyon – 16/09/22 17:27

2y ago17:27

17:27

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

1
Marc Henrard – 02/08/22 31:05

2+ y ago31:05

31:05

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

1
Gordon Ritter – 24/06/22 42:10

2+ y ago42:10

42:10

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

1
Alex Lipton – 12/05/22 38:56

2+ y ago38:56

38:56

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

1
Hans Buehler – 01/03/22 16:37

3y ago16:37

16:37

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

1
John Fennell – 25/10/18 40:31

3y ago40:31

40:31

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

1
Gordon Lee – 11/02/22 34:22

3y ago34:22

34:22

Gordon Lee – 11/02/22 by Quantcast – a Risk.net Cutting Edge podcastQuantcast – a Risk.net Cutting Edge podcast

1
Matthew Dixon – 16/12/21 34:35

3y ago34:35

34:35

Applied maths professor talks about how to calculate the contributions to value-at-riskQuantcast – a Risk.net Cutting Edge podcast

1
Stefan Zohren – 26/11/21 31:43

3y ago31:43

31:43

Oxford-Man Institute quant, Stefan Zohren, shows how to use deep learning for forecastingQuantcast – a Risk.net Cutting Edge podcast

1
Alexandre Antonov – 21/10/21 24:30

3y ago24:30

24:30

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivativesQuantcast – a Risk.net Cutting Edge podcast

1
Antoine Savine and Brian Huge – 22/09/21 35:51

3y ago35:51

35:51

Quants achieve more speed by reducing number of dimensions in price calculationsQuantcast – a Risk.net Cutting Edge podcast

1
Petter Kolm – 23/08/21 32:11

3+ y ago32:11

32:11

TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical SciencesQuantcast – a Risk.net Cutting Edge podcast

1
Colin Turfus – 05/08/21 17:12

3+ y ago17:12

17:12

Colin Turfus, senior quant analyst at Deutsche Bank and author of ‘Risky caplet pricing with backward-looking rates’, on short-rate models and Libor’s endQuantcast – a Risk.net Cutting Edge podcast

Подкасты, которые стоит послушать

Quantcast – A Risk.net Cutting Edge Podcast

Подкасты, которые стоит послушать

1
Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

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

1
Gordon Lee – 11/02/22 34:22

1
Matthew Dixon – 16/12/21 34:35

1
Stefan Zohren – 26/11/21 31:43

1
Alexandre Antonov – 21/10/21 24:30

1
Antoine Savine and Brian Huge – 22/09/21 35:51

1
Petter Kolm – 23/08/21 32:11

1
Colin Turfus – 05/08/21 17:12

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