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Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
73 Episodes
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Walter Farkas Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast
Jack Jacquier 14/10/25 Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast
Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcast
Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcast
Risk Quantcast Stefano Iabichino 06/11/25 by Quantcast – a Risk.net Cutting Edge podcast
Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
Quant finance
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Lyudmil Zyapkov on modelling forward variance skew
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
Alexei Kondratyev on quantum computing
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
JP Morgan quant discusses his alternative to Greeks decomposition
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
Quant says high volatility requires pricing and risk management models to be revisited
Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
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