最高の Quantcast – A Risk.net Cutting Edge Podcast ポッドキャスト (2024)

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivativesQuantcast – a Risk.net Cutting Edge podcast による

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Antoine Savine and Brian Huge – 22/09/21 35:51

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2+ y ago35:51

35:51

Quants achieve more speed by reducing number of dimensions in price calculationsQuantcast – a Risk.net Cutting Edge podcast による

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Petter Kolm – 23/08/21 32:11

2+ y ago32:11

32:11

TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical SciencesQuantcast – a Risk.net Cutting Edge podcast による

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Colin Turfus – 05/08/21 17:12

2+ y ago17:12

17:12

Colin Turfus, senior quant analyst at Deutsche Bank and author of ‘Risky caplet pricing with backward-looking rates’, on short-rate models and Libor’s endQuantcast – a Risk.net Cutting Edge podcast による

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Claudio Albanese – 21/06/21 28:40

3y ago28:40

28:40

Darwin’s theory of natural section could help quants detect flawed models and strategies, says Claudio Albanese, founder and head of development at Global ValuationQuantcast – a Risk.net Cutting Edge podcast による

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Vladimir Piterbarg – 28/05/21 30:09

3y ago30:09

30:09

How the Libor transition inspired NatWest quant Vladimir Piterbarg’s latest paper on exotic derivatives valuationQuantcast – a Risk.net Cutting Edge podcast による

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Patrick Hagan – 06/05/2021 32:46

3y ago32:46

32:46

Ex-JP Morgan quant Patrick Hagan discusses his latest work and the risk failures that cost the bank $6 billion in 2012.Quantcast – a Risk.net Cutting Edge podcast による

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Ben Burnett – 21/03/21 27:05

3y ago27:05

27:05

Ben Burnett, a director of the XVA quant team at Barclays, discusses the development and application of a hedging valuation adjustment to derivatives transactions.Quantcast – a Risk.net Cutting Edge podcast による

聞く価値のあるポッドキャスト

Quantcast – A Risk.net Cutting Edge Podcast

聞く価値のあるポッドキャスト

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Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

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Giorgios Skoufis 11/03/24 43:26

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Artur Sepp – 17/08/23 45:43

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Julien Guyon – 01/08/23 1:00:07

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Jan Rosenzweig – 16/05/23 20:39

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Barzykin and Guéant – 28/03/23 45:40

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Valer Zetocha – 16/01/23 38:34

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Igor Halperin – 08/12/22 39:38

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Antonov and Piterbarg – 22/11/22 33:10

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Chris Kenyon – 16/09/22 17:27

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Marc Henrard – 02/08/22 31:05

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Gordon Ritter – 24/06/22 42:10

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Alex Lipton – 12/05/22 38:56

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Hans Buehler – 01/03/22 16:37

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John Fennell – 25/10/18 40:31

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Gordon Lee – 11/02/22 34:22

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Matthew Dixon – 16/12/21 34:35

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Stefan Zohren – 26/11/21 31:43

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Alexandre Antonov – 21/10/21 24:30

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Antoine Savine and Brian Huge – 22/09/21 35:51

1
Petter Kolm – 23/08/21 32:11

1
Colin Turfus – 05/08/21 17:12

1
Claudio Albanese – 21/06/21 28:40

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Vladimir Piterbarg – 28/05/21 30:09

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Patrick Hagan – 06/05/2021 32:46

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Ben Burnett – 21/03/21 27:05

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