Quantcast – a Risk.net Cutting Edge podcast

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.