Podcast
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
The impact of rising interest rates on risk models and balance sheet management
In this podcast, ALM and treasury experts discuss how global rate hikes are triggering changes to balance sheet management, behavioural modelling and hedging
NIT protocol expanded among plans to electronify the full bond lifecycle
Sponsored podcast
Podcast: Ritter on optimal execution and reinforcement learning
Hedge fund quant describes a simple rule of thumb for portfolio turnover
Podcast: UBS’s Gordon Lee on conditional expectations and XVAs
Top quant explains why XVA desks need a neighbour and a reverend
Podcast: Matthew Dixon on decomposition of portfolio risk
New approach calculates contributions to value-at-risk for nonlinear portfolios
Podcast: Man Group’s Zohren on forecasting prices with DeepLOB
Deep learning model can project prices around 100 ticks into the future
Podcast: the difficulties of decarbonisation
What are energy firms doing to measure and mitigate transition risk?
