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 use neural networks to upgrade classic options pricing model
Credit Suisse has stalled on call to expand XVA remit; others think it would have helped, but disagree on how
The P&L distribution of a complex derivatives portfolio is computed via deep learning