Alexander Barzykin 25/08/26
Alexander Barzykin 25/08/26 by Quantcast – a Risk.net Cutting Edge podcast
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Quantcast – a Risk.net Cutting Edge podcast
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
Episodes
20 of 79 episodes
12/08/2026: Burnett and Piau
Burnett and Piau on their comprehensive framework for valuation adjustments
Lipton and Lopez de Prado 15/06/26
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
Shaun Li and Eduardo Abi Jaber 22/05/26 by Quantcast – a Risk.net Cutting Edge podcast
Gordon Lee 19/02/2026 Risk Quantcast
Gordon Lee 19/02/2026 Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
Pietro Rossi Risk Quantcast
Podcast: Pietro Rossi on credit transition matrices and volatility models
Walter Farkas Risk Quantcast MS
Walter Farkas Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast
Jack Jacquier 14/10/25 Risk Quantcast MS
Jack Jacquier 14/10/25 Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast
Kihun Nam, Risk Quantcast
Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast
Petter Kolm 27/11/25 Risk Quantcast_MS
Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcast
Laura Ballotta Risk Master’s Series
Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcast
Risk Quantcast Stefano Iabichino 06/11/25
Risk Quantcast Stefano Iabichino 06/11/25 by 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
Dario Villani and Kharen Musaelian, 19/06/2025
Quant finance
Fabrizio Anfuso podcast 20/05/25
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
Sokol, Lyashenko, Mercurio 25/03/25
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Lyudmil Zyapkov, 27/02/25
Lyudmil Zyapkov on modelling forward variance skew
Alexandre Antonov 04/02/2025
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
11/12/24 Risk Podcast - Alexei Kondratyev
Alexei Kondratyev on quantum computing
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...