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.
MUFG quant thinks outside the box on risk management
Rough vol models are calibrated and fitted to SPX and Vix smiles
New technique can improve use of adjoint algorithmic differentiation in calibration problems