Tag: Cutting Edge

June 23, 2026

Improving Derivative Pricing Approximations for Discontinuous Payoffs

June 23, 2026

Innovative Methods for Valuing and Allocating Private Asset Investments

May 18, 2026

Bouchaud Discounting Paradigms Must Adapt for Realism

April 17, 2026

Optimal Client Order Management for Internal Liquidity Pools

April 13, 2026

Jean-Philippe Bouchaud: Using Models to Prevent AI Overfitting and Navigate Regime Shifts

February 13, 2026

Credit Risk & Volatility Modeling: New Approaches & Faster Calibration

February 5, 2026

Neural Networks Speed Up SPX/VIX Calibration – Risk.net

December 21, 2025

Theater Beatings: Fans Spend Hundreds for Painful Experiences

December 13, 2025

Walter Farkas: Quantcast Mastery at ETH Zurich

December 10, 2025

Quantcast Master’s Series: Jack Jacquier, Imperial College London

December 6, 2025

Quantcast Master’s Series: Kihun Nam, Monash University

November 29, 2025

Petter Kolm: Quantcast Master’s Series – Courant Institute

November 23, 2025

Quantcast Master’s Series: Laura Ballotta, Bayes Business School

November 13, 2025

Tomorrow’s Quants: Next-Gen Modelling Skills

August 2, 2025

Podcast: Broker Selection Math – Muhle-Karbe Analysis

June 2, 2025

High-Yield Bonds: Supervised Similarity Analysis