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Quantcast – a Risk.net Cutting Edge podcast
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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Business
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Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
Show more...
Business
Episodes (20/67)
Quantcast – a Risk.net Cutting Edge podcast
Johannes Muhle-Karbe – 24/07/25
Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
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3 months ago
42 minutes 23 seconds

Quantcast – a Risk.net Cutting Edge podcast
Dario Villani and Kharen Musaelian, 19/06/2025
Quant finance
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4 months ago
1 hour 11 minutes 45 seconds

Quantcast – a Risk.net Cutting Edge podcast
Fabrizio Anfuso podcast 20/05/25
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
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5 months ago
36 minutes 42 seconds

Quantcast – a Risk.net Cutting Edge podcast
Sokol, Lyashenko, Mercurio 25/03/25
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
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7 months ago
1 hour 2 minutes 22 seconds

Quantcast – a Risk.net Cutting Edge podcast
Lyudmil Zyapkov, 27/02/25
Lyudmil Zyapkov on modelling forward variance skew
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8 months ago
28 minutes 54 seconds

Quantcast – a Risk.net Cutting Edge podcast
Alexandre Antonov 04/02/2025
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
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8 months ago
30 minutes 3 seconds

Quantcast – a Risk.net Cutting Edge podcast
11/12/24 Risk Podcast - Alexei Kondratyev
Alexei Kondratyev on quantum computing
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10 months ago
50 minutes 5 seconds

Quantcast – a Risk.net Cutting Edge podcast
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
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1 year ago
28 minutes 41 seconds

Quantcast – a Risk.net Cutting Edge podcast
Alvaro Cartea, 19/07/2024
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
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1 year ago
44 minutes 29 seconds

Quantcast – a Risk.net Cutting Edge podcast
Lorenzo Ravagli, 09/07/2024
JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
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1 year ago
44 minutes 45 seconds

Quantcast – a Risk.net Cutting Edge podcast
Olivier Daviaud 29/04/24
JP Morgan quant discusses his alternative to Greeks decomposition
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1 year ago
20 minutes 12 seconds

Quantcast – a Risk.net Cutting Edge podcast
Giorgios Skoufis 11/03/24
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
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1 year ago
43 minutes 26 seconds

Quantcast – a Risk.net Cutting Edge podcast
Artur Sepp – 17/08/23
Quant says high volatility requires pricing and risk management models to be revisited
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2 years ago
45 minutes 43 seconds

Quantcast – a Risk.net Cutting Edge podcast
Julien Guyon – 01/08/23
​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
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2 years ago
1 hour 7 seconds

Quantcast – a Risk.net Cutting Edge podcast
Jan Rosenzweig – 16/05/23
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
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2 years ago
20 minutes 39 seconds

Quantcast – a Risk.net Cutting Edge podcast
Barzykin and Guéant – 28/03/23
Industry quant teams up with academics to build better risk tools for FX markets
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2 years ago
45 minutes 40 seconds

Quantcast – a Risk.net Cutting Edge podcast
Valer Zetocha – 16/01/23
Julius Baer equity quant revels in solving problems for the trading desk.
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2 years ago
38 minutes 34 seconds

Quantcast – a Risk.net Cutting Edge podcast
Igor Halperin – 08/12/22
Igor Halperin talks with Mauro Cesa
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2 years ago
39 minutes 38 seconds

Quantcast – a Risk.net Cutting Edge podcast
Antonov and Piterbarg – 22/11/22
A discussion around alternatives designed to overcome the pitfalls of neural networks.
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2 years ago
33 minutes 10 seconds

Quantcast – a Risk.net Cutting Edge podcast
Chris Kenyon – 16/09/22
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA
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3 years ago
17 minutes 27 seconds

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