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  • Petter Kolm 27/11/25 Risk Quantcast_MS

    Petter Kolm 27/11/25 Risk Quantcast_MS
    2025/11/28
    Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcast
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    45 分
  • Laura Ballotta Risk Master’s Series

    Laura Ballotta Risk Master’s Series
    2025/11/21
    Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcast
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    13 分
  • Risk Quantcast Stefano Iabichino 06/11/25

    Risk Quantcast Stefano Iabichino 06/11/25
    2025/11/18
    Risk Quantcast Stefano Iabichino 06/11/25 by Quantcast – a Risk.net Cutting Edge podcast
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    28 分
  • Johannes Muhle-Karbe – 24/07/25

    Johannes Muhle-Karbe – 24/07/25
    2025/08/01
    Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
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    42 分
  • Dario Villani and Kharen Musaelian, 19/06/2025

    Dario Villani and Kharen Musaelian, 19/06/2025
    2025/06/24
    Quant finance
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    1 時間 12 分
  • Fabrizio Anfuso podcast 20/05/25

    Fabrizio Anfuso podcast 20/05/25
    2025/05/23
    BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
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    37 分
  • Sokol, Lyashenko, Mercurio 25/03/25

    Sokol, Lyashenko, Mercurio 25/03/25
    2025/03/27
    Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
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    1 時間 2 分
  • Lyudmil Zyapkov, 27/02/25

    Lyudmil Zyapkov, 27/02/25
    2025/03/05
    Lyudmil Zyapkov on modelling forward variance skew
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    29 分