O tym podcaście
Expert insights from quants for quants. Listen to QuantSpeak to hear from thought leaders in quant finance as they share their insights into the latest research and industry practice. QuantSpeak is created by the CQF Institute. Part of Fitch Learning, the CQF Institute is the awarding body for the Certificate in Quantitative Finance and provides a platform for educating and building the global quantitative finance community. Find out more at www.cqfinstitute.org
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Najnowsze 20 z 27 odcinków
- Bridging Theory and Practice: Carol Alexander's Quant Finance Journey · 41 min · Sezon 1 Odcinek 26Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both…
- Trading Particles for Portfolios: The Emanuel Derman Story · 46 min · Sezon 1 Odcinek 25Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on…
- Raising the Stakes: Aaron Brown on Probability in Finance and Poker · 1 godz. 1 min · Sezon 1 Odcinek 24Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills…
- 2023 in Focus with Dr. Paul Wilmott: AI & Beyond · 27 min · Sezon 1 Odcinek 23Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by CQF Program Founder, Dr. Paul Wilmott, for a 2023 round-up. Delve into the latest AI advancements…
- Quantum Solutions: Envisioning the Next Era of Finance · 34 min · Sezon 1 Odcinek 22Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Araceli Venegas-Gomez. Araceli discusses the ways in which quantum computing could affect the…
- Capital Valuation Adjustments · 24 min · Sezon 1 Odcinek 21Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Matthias Arnsdorf. Matthias discusses capital valuation adjustments and the challenges they…
- Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies · 1 godz. 3 min · Sezon 1 Odcinek 20Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes…
- Vicarious Risk and the AI Revolution · 1 godz. 8 min · Sezon 1 Odcinek 19Send a text QuantSpeak podcast host, Dan Tudball is joined by Dr. Grant Fuller, CEO and Founder of Irithmics. Dr. Fuller discusses the latest advancements in vicarious risk and…
- Developments and Applications in (explainable) ML in Portfolio Management · 33 min · Sezon 1 Odcinek 18Send a text In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will…
- ESG and Shareholder Value · 35 min · Sezon 1 Odcinek 17Send a text In this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Aaron Yoon of the Kellogg School of Management, Northwestern University. Aaron discusses…
- Machine Learning in Systematic Futures Allocation · 46 min · Sezon 1 Odcinek 16Send a text In the first QuantSpeak episode of 2023, Dan Tudball is joined by Tony Guida, Co-Head of Systematic Macro at RAM AI. Tony discusses the role of research in…
- Tell me, what exactly is diversification and how do we evaluate it? · 45 min · Sezon 1 Odcinek 15Send a text QuantSpeak podcast host, Dan Tudball is joined by Jean-Paul Jaegers, Head of Asset Allocation at Barclays. Jean-Paul discusses diversification measures, dimensions…
- ESG: "Emergence of the Sustainability Linked Bonds” - Friend or Foe to Sustainability? · 21 min · Sezon 1 Odcinek 14Send a text QuantSpeak host, Dan Tudball, is joined by Diana Ouamar, Managing Director of Rima Consulting Limited, to discuss if traditional risk management approaches are still…
- Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning · 35 min · Sezon 1 Odcinek 13Send a text QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel…
- Quantitative Finance: Corporate Finance and Investments, Then and Now · 47 min · Sezon 1 Odcinek 12Send a text QuantSpeak host, Dan Tudball, is joined by Dr. John Guerard to discuss his early career beginnings, his work with Harry Markowitz and his advice for future quant…
- Tails, Black Swans and Optimal Portfolios · 40 min · Sezon 1 Odcinek 11Send a text QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter…
- Deep Reinforcement Learning for Asset Allocation in US Equities · 26 min · Sezon 1 Odcinek 10Send a text QuantSpeak host, Dan Tudball, is joined by Sonam Srivastava, Founder of Wright Research, to discuss the application of reinforcement learning within asset allocation…
- Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies · 26 min · Sezon 1 Odcinek 9Send a text QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what…
- Philosophy in Quantitative Finance · 39 min · Sezon 1 Odcinek 8Send a text QuantSpeak host, Dan Tudball, is joined by Elie Ayache, CEO and Co-Founder of ITO 33, to discuss the place of philosophical thinking in the context of quantitative…
- Explosive Volatility: Hidden Risks and 'Zombified' Markets · 42 min · Sezon 1 Odcinek 7Send a text QuantSpeak host, Dan Tudball, is joined by Dr. Hari P. Krishnan, Head of Volatility Strategies at SCT Capital Management, to discuss why he came to the conclusion…
