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Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

By: Quantcast – a Risk.net Cutting Edge podcast
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 Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.All rights reserved Economics
Episodes
  • Dario Villani and Kharen Musaelian, 19/06/2025

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

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

    Sokol, Lyashenko, Mercurio 25/03/25
    Mar 27 2025
    Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
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    1 hr and 2 mins
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