Subject: The fundamental representation of pricing adjustments

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TOP STORY
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
Views
Podcast: Lipton and Lopez de Prado on a quant approach to private equity
The pair introduce analytical methods to valuing and allocating private asset investments
22 Jun 2026   |  Opinion
Views
Why do prices jump?
After years of investigation, we still aren’t sure, says Jean-Philippe Bouchaud
17 Jun 2026   |  Opinion

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