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Kandungan disediakan oleh Quantcast – a Risk.net Cutting Edge podcast. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh Quantcast – a Risk.net Cutting Edge podcast atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.player.fm/legal.
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Quantcast – a Risk.net Cutting Edge podcast
Tandakan semua sebagai (belum) dimainkan
Manage series 2085840
Kandungan disediakan oleh Quantcast – a Risk.net Cutting Edge podcast. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh Quantcast – a Risk.net Cutting Edge podcast atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.player.fm/legal.
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
…
continue reading
62 episod
Tandakan semua sebagai (belum) dimainkan
Manage series 2085840
Kandungan disediakan oleh Quantcast – a Risk.net Cutting Edge podcast. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh Quantcast – a Risk.net Cutting Edge podcast atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.player.fm/legal.
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
…
continue reading
62 episod
Όλα τα επεισόδια
×Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
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1 11/12/24 Risk Podcast - Alexei Kondratyev 50:05
50:05
Main Kemudian
Main Kemudian
Senarai
Suka
Disukai50:05
Alexei Kondratyev on quantum computing
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1 Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 28:41
28:41
Main Kemudian
Main Kemudian
Senarai
Suka
Disukai28:41
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
Quant says high volatility requires pricing and risk management models to be revisited
Academic 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
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