Jan Rosenzweig – 16/05/23

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Quantcast – a Risk.net Cutting Edge podcast

67 episodes

3 months ago

Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

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Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

Business

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Jan Rosenzweig – 16/05/23

Quantcast – a Risk.net Cutting Edge podcast

20 minutes 39 seconds

2 years ago

Jan Rosenzweig – 16/05/23

Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios