Cutting Edge is the quantitative finance section of Risk.net. It publishes exclusive peer-reviewed papers selected for their originality, relevance and applicability to financial markets. It also publishes podcasts with leading quants on the most topical issues, and comments from practitioners and our editorial team.
A framework to incorporate climate change risk into derivative prices is presented
A discretisation approach for both backward- and forward-looking interest rate derivatives is proposed
Darwin’s theory of natural selection could help quants detect flawed models and strategies
The technology behind Google’s AlphaGo has been strangely overlooked by quants
An ex ante methodology is proposed to analyse the model risk pattern for a broad class of structures