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.
Quants are using the theory of rough paths to distil the essence of financial datasets
Signatures can provide the synthetic data to train deep hedging strategies
How the Libor transition inspired NatWest quant’s latest paper on exotic derivatives valuation