Gordon Lee 19/02/2026 Risk Quantcast
Gordon Lee 19/02/2026 Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
Radio and PodcastLive Radio & PodcastsLoading page
Opening Radio and Podcast...
Radio and PodcastLive Radio & PodcastsRadio and PodcastLive Radio & PodcastsOpening Radio and Podcast...
Radio and PodcastLive Radio & PodcastsFetching podcast shows and categories...
Radio and PodcastLive Radio & PodcastsFetching podcast episodes...
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
Gordon Lee 19/02/2026 Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
Podcast: Pietro Rossi on credit transition matrices and volatility models
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
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
Industry quant teams up with academics to build better risk tools for FX markets
Julius Baer equity quant revels in solving problems for the trading desk.
Igor Halperin talks with Mauro Cesa
A discussion around alternatives designed to overcome the pitfalls of neural networks.
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA
Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcast
Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcast
Lipton on automated FX market-making and the perils of stablecoins
JP Morgan quant explains the importance of de-trending training datasets
Clearing house is “seriously considering” contributing to own default waterfall
Gordon Lee – 11/02/22 by Quantcast – a Risk.net Cutting Edge podcast
Applied maths professor talks about how to calculate the contributions to value-at-risk
Oxford-Man Institute quant, Stefan Zohren, shows how to use deep learning for forecasting
Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivatives
Quants achieve more speed by reducing number of dimensions in price calculations
TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathema...
Colin Turfus, senior quant analyst at Deutsche Bank and author of ‘Risky caplet pricing with backward-looking rates’, on short-rate models a...
Darwin’s theory of natural section could help quants detect flawed models and strategies, says Claudio Albanese, founder and head of develop...
How the Libor transition inspired NatWest quant Vladimir Piterbarg’s latest paper on exotic derivatives valuation
Ex-JP Morgan quant Patrick Hagan discusses his latest work and the risk failures that cost the bank $6 billion in 2012.
Ben Burnett, a director of the XVA quant team at Barclays, discusses the development and application of a hedging valuation adjustment to de...
Star quant proposes a new model for predicting changes in bond ratings
Matthias Arnsdorf talks about how to adjust the capital valuation adjustment. The JP Morgan quant proposes an alternative calculation that w...
CFM’s Bouchaud on agent-based models and ESG investing
Dario Villani - 28/07/20 by Quantcast – a Risk.net Cutting Edge podcast
Lipton and De Prado discuss trading strategies and Covid-19 modelling
Quants explain application latest techniques to produce synthetic data