Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast•www.risk.net

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Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

Last refreshed: July 9th, 2025 at 9:21 PM ⓘ

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Episodes

Alexei Kondratyev – 23/05/18

Alexei Kondratyev talks about his latest article, which seeks to understand natural curve shapes with the help of artificial neural networks.

May 29, 2018•30 min

Thomas Roos - 25/04/18

Thomas Roos, a London-based consultant specialising in derivatives, talks about models that produce arbitrageable swaptions prices and the crude methods firms currently use to fix them.

May 02, 2018•16 min

Christian Fries – 06/04/18

Research on adjoint algorithmic differentiation is not complete until it becomes easier to implement, says quant

Apr 12, 2018•28 min

Fabio Mercurio – 26/02/18

Post-Libor environment and financial crime detection to drive future research, says top quant

Mar 02, 2018•36 min

Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18

Giorgia Callegaro, Lucio Fiorin and Martino Grasselli, authors of 'American quantized calibration in stochastic volatility', introduce a pricing model for European and American-style options with stochastic volatility.

Feb 09, 2018•17 min

Damiano Brigo – 22/01/18

Damiano Brigo, chair of mathematical finance at Imperial College London, shares his thoughts on the lost causes, the present role and the future prospects of quantitative finance.

Jan 25, 2018•35 min

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