Subject: Capturing smile dynamics with the quintic volatility model: SPX, SSR and VIX

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Capturing smile dynamics with the quintic volatility model: SPX, SSR and VIX
A new model captures the term structure of SPX & VIX implied volatilities, ATM skew, and the skew-stickiness ratio
  06 May 2026   |  Technical paper
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Beyond epicycles: models must describe markets, not just fit them
Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud
18 Mar 2026   |  Opinion
Cutting Edge
FX market-making with internal liquidity
A model to optimally manage clients’ orders to internal liquidity pools is presented
17 Apr 2026   |  Technical paper
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In the age of GenAI, why do we still need good models?
Jean-Philippe Bouchaud says models can guide artificial intelligence through regime shifts and away from overfitting
13 Apr 2026   |  Opinion
Cutting Edge
Valuing private equity analytically
A framework that includes liquidity and market completeness for PE valuation
02 Apr 2026   |  Technical paper
Views
Podcast: Gordon Lee on how junior quants can go from newbie to MVP
Prioritising tasks and setting boundaries are key to career progression, says BNY’s head quant
09 Mar 2026   |  Opinion
Quantitative finance
Quant Finance Master’s Guide 2026
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
22 Dec 2025   |  Analysis

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