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Το περιεχόμενο παρέχεται από το Quantcast – a Risk.net Cutting Edge podcast. Όλο το περιεχόμενο podcast, συμπεριλαμβανομένων των επεισοδίων, των γραφικών και των περιγραφών podcast, μεταφορτώνεται και παρέχεται απευθείας από τον Quantcast – a Risk.net Cutting Edge podcast ή τον συνεργάτη της πλατφόρμας podcast. Εάν πιστεύετε ότι κάποιος χρησιμοποιεί το έργο σας που προστατεύεται από πνευματικά δικαιώματα χωρίς την άδειά σας, μπορείτε να ακολουθήσετε τη διαδικασία που περιγράφεται εδώ https://el.player.fm/legal.
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Amanda was the former head of brand for The Knot – the global leader in weddings. Previously, Goetz served as a startup founder building availability software for the wedding industry after spending years analyzing companies for Ernst & Young’s Entrepreneur Of The Year program. She also worked for celebrity wedding planner David Tutera as Head of Marketing developing the go-to market strategy for his brands, licensing deals and client partners. She has built an audience of over 150,000 in the startup and business community, learning to live a life of ambition and success without subscribing to today’s hustle culture. She launched a newsletter called 🧩 Life’s a Game with Amanda Goetz to help high performers learn actionable tips for living a life of intention. ABOUT MIGHTY NETWORKS Mighty Networks is the ONLY community platform that introduces your members to each other—for extraordinary engagement, longer retention, and word-of-mouth growth. You can run memberships, courses, challenges, and events on a Mighty Network—all under your own brand on mobile and web.…
Gordon Ritter – 24/06/22
Manage episode 332845390 series 2085840
Το περιεχόμενο παρέχεται από το Quantcast – a Risk.net Cutting Edge podcast. Όλο το περιεχόμενο podcast, συμπεριλαμβανομένων των επεισοδίων, των γραφικών και των περιγραφών podcast, μεταφορτώνεται και παρέχεται απευθείας από τον Quantcast – a Risk.net Cutting Edge podcast ή τον συνεργάτη της πλατφόρμας podcast. Εάν πιστεύετε ότι κάποιος χρησιμοποιεί το έργο σας που προστατεύεται από πνευματικά δικαιώματα χωρίς την άδειά σας, μπορείτε να ακολουθήσετε τη διαδικασία που περιγράφεται εδώ https://el.player.fm/legal.
Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcast
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61 επεισόδια
Manage episode 332845390 series 2085840
Το περιεχόμενο παρέχεται από το Quantcast – a Risk.net Cutting Edge podcast. Όλο το περιεχόμενο podcast, συμπεριλαμβανομένων των επεισοδίων, των γραφικών και των περιγραφών podcast, μεταφορτώνεται και παρέχεται απευθείας από τον Quantcast – a Risk.net Cutting Edge podcast ή τον συνεργάτη της πλατφόρμας podcast. Εάν πιστεύετε ότι κάποιος χρησιμοποιεί το έργο σας που προστατεύεται από πνευματικά δικαιώματα χωρίς την άδειά σας, μπορείτε να ακολουθήσετε τη διαδικασία που περιγράφεται εδώ https://el.player.fm/legal.
Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcast
…
continue reading
61 επεισόδια
Όλα τα επεισόδια
×Alexei Kondratyev on quantum computing
Q
Quantcast – a Risk.net Cutting Edge podcast
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
Q
Quantcast – a Risk.net Cutting Edge podcast
Quant says high volatility requires pricing and risk management models to be revisited
Q
Quantcast – a Risk.net Cutting Edge podcast
1 Julien Guyon – 01/08/23 1:00:07
1:00:07
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1:00:07Academic 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
Q
Quantcast – a Risk.net Cutting Edge podcast
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 Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical Sciences
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 end
Darwin’s theory of natural section could help quants detect flawed models and strategies, says Claudio Albanese, founder and head of development at Global Valuation
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 derivatives transactions.
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 would reduce the charge by an order of magnitude.
CFM’s Bouchaud on agent-based models and ESG investing
Q
Quantcast – a Risk.net Cutting Edge podcast
1 Dario Villani - 28/07/20 1:00:17
1:00:17
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1:00:17Dario 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
Q
Quantcast – a Risk.net Cutting Edge podcast
Market generator models may aid areas of finance where data is limited or sensitive, by generating new data with the same statistical properties, say Alexei Kondratyev and Christian Schwarz
Trades’ size limits, membership rules and more transparency are key to avoid another CCPs’ default, says BofA quant Andrew Dickinson
Q
Quantcast – a Risk.net Cutting Edge podcast
Mats Kjaer discusses a balance-sheet based model in which he derives breakeven price and valuation adjustments of a new trade for the firm and the shareholders
Model validation for ES-based risk models is not only possible but far more informative than traditional model acceptance on the basis of VAR exceedance counting, says head of valuation and quantitative solutions at Banque Pictet in Geneva
Numerix's Andrew McClelland talks to Mauro Cesa in relation to an upcoming Risk.net paper – MVA: future IM for client trades and dynamic hedges
Quants talk about new technique that can model wrong-way risk better
Quant says a new machine learning technique could change the way banks hedge derivatives
How quantum theory could aid portfolio construction
Credit Suisse quant talks about new paper on valuing quanto options
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