Subject: Optimal quoting under adverse selection and price reading

CUTTING EDGE ALERT
TOP STORY
Optimal quoting under adverse selection and price reading
A market-making model is introduced to account for significant real-world effects
  19 Aug 2026   |  Technical paper
Views
Burnett and Piau on their comprehensive framework for XVAs
Barclays quants explain the bank’s approach to a long-standing problem
14 Aug 2026   |  Opinion
Cutting Edge
The fundamental representation of pricing adjustments
A unified representation of derivative pricing adjustments is presented
22 Jul 2026   |  Technical paper
Cutting Edge
Tailoring tails within the mixture model framework
Introducing a data generator mixing Gaussian and Student-t distributions to capture fat tails
09 Jul 2026   |  Technical paper
Quantitative finance
Top quants on how AI will change some jobs and steal others
Coding skills will matter less and research skills more, say quants in Risk.net straw poll
24 Jun 2026   |  Feature
Quantitative finance
How quants are getting the most out of Claude
Agentic tools boost productivity by multiples, but using them takes skill
23 Jun 2026   |  Feature
Cutting Edge
Differential machine learning with a difference
A technique to improve approximations for pricing derivatives with discontinuous payoffs is introduced
23 Jun 2026   |  Technical paper
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