Quantcast – a Risk.net Cutting Edge podcast

Lipton and Lopez de Prado 15/06/26 22.06.2026 42:41 ↓

Lipton and Lopez de Prado 15/06/26 by Quantcast – a Risk.net Cutting Edge podcast

Shaun Li and Eduardo Abi Jaber 22/05/26 29.05.2026 31:58 ↓

Shaun Li and Eduardo Abi Jaber 22/05/26 by Quantcast – a Risk.net Cutting Edge podcast

Gordon Lee 19/02/2026 Risk Quantcast 09.03.2026 31:04 ↓

Gordon Lee 19/02/2026 Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast

Pietro Rossi Risk Quantcast 13.02.2026 33:59 ↓

Podcast: Pietro Rossi on credit transition matrices and volatility models

Walter Farkas Risk Quantcast MS 12.12.2025 26:39 ↓

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

Jack Jacquier 14/10/25 Risk Quantcast MS 10.12.2025 32:59 ↓

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

Kihun Nam, Risk Quantcast 05.12.2025 17:32 ↓

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

Petter Kolm 27/11/25 Risk Quantcast_MS 28.11.2025 44:54 ↓

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

Laura Ballotta Risk Master’s Series 21.11.2025 12:58 ↓

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

Risk Quantcast Stefano Iabichino 06/11/25 18.11.2025 28:02 ↓

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

Johannes Muhle-Karbe – 24/07/25 01.08.2025 42:23 ↓

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

Dario Villani and Kharen Musaelian, 19/06/2025 24.06.2025 1:11:45 ↓

Quant finance

Fabrizio Anfuso podcast 20/05/25 23.05.2025 36:42 ↓

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae

Sokol, Lyashenko, Mercurio 25/03/25 27.03.2025 1:02:22 ↓

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

Lyudmil Zyapkov, 27/02/25 05.03.2025 28:54 ↓

Lyudmil Zyapkov on modelling forward variance skew

Alexandre Antonov 04/02/2025 07.02.2025 30:03 ↓

Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio

11/12/24 Risk Podcast - Alexei Kondratyev 19.12.2024 50:05 ↓

Alexei Kondratyev on quantum computing

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 25.10.2024 28:41 ↓

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.

Alvaro Cartea, 19/07/2024 24.07.2024 44:29 ↓

Oxford-Man Institute director worries ML-based trading could have anti-competitive effects

Lorenzo Ravagli, 09/07/2024 12.07.2024 44:45 ↓

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium

Olivier Daviaud 29/04/24 03.05.2024 20:12 ↓

JP Morgan quant discusses his alternative to Greeks decomposition

Giorgios Skoufis 11/03/24 15.03.2024 43:26 ↓

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps

Artur Sepp – 17/08/23 18.08.2023 45:43 ↓

Quant says high volatility requires pricing and risk management models to be revisited

Julien Guyon – 01/08/23 04.08.2023 1:00:07 ↓

​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias

Jan Rosenzweig – 16/05/23 19.05.2023 20:39 ↓

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