Quantcast – a Risk.net Cutting Edge podcast By cover art

Quantcast – a Risk.net Cutting Edge podcast

By: Quantcast – a Risk.net Cutting Edge podcast
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  • Summary

  • Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
    All rights reserved
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Episodes
  • Olivier Daviaud 29/04/24

    Olivier Daviaud 29/04/24
    May 3 2024
    JP Morgan quant discusses his alternative to Greeks decomposition
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    20 mins
  • Giorgios Skoufis 11/03/24

    Giorgios Skoufis 11/03/24
    Mar 15 2024
    Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
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    43 mins
  • Artur Sepp – 17/08/23

    Artur Sepp – 17/08/23
    Aug 18 2023
    Quant says high volatility requires pricing and risk management models to be revisited
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    46 mins
Economics
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