Sorry, you need to enable JavaScript to visit this website.
Skip directly to content
Listing Thumbnail

Machine Learning in Quant Finance Conference

Watch the recordings from the September 2023 Machine Learning in Quant Finance Conference.

Listing Thumbnail

Capital Valuation Adjustments

In this video, Matthias Arnsdorf attempts to clarify the role of the capital valuation adjustment (KVA).

Matthias Arnsdorf
54 mins
Listing Thumbnail

How to Build a Standout Quant Resume: Best Practices

In this video, Patrick Flanagan provides useful hints and tips into building an impactful resume. 

Patrick Flanagan
48 mins
Listing Thumbnail

Black-Scholes 50th Anniversary Conference

Watch the recordings from the June 2023 Black-Scholes 50th Anniversary Conference. Enjoy talks from Professor Myron Scholes, Dr. Paul Wilmott, Dr. Laura Ballotta, and more.

Listing Thumbnail

The SABR Short-Maturity Expansion is Asymptotic

In this video, Dan Pirjol shares recent results on the convergence properties of the short maturity expansion for the log-normal (beta=1) SABR model.

Dan Pirjol
1 hour and 3 mins
Listing Thumbnail

Machine Learning in Systematic Futures Allocation: A Model Comparison using Price-Based Features

In this video, Tony Guida explores systematic trend following strategies and compares generic and machine learning based approaches. 

Tony Guida
58 mins
Listing Thumbnail

Vicarious Risk – Estimating the Risk Identified by Others

In this video, Grant Fuller explains the rational behind vicarious risk, how AI enables it to be measured and how it is being used to mitigate risk.

Dr. Grant Fuller
39 mins
Listing Thumbnail

Simply Quant Investing

In this video, Dr. Pim van Vliet explores evidence-based investing and how sticking to three simple rules can generate high long-term returns with lower downside risk.

Dr. Pim van Vliet
52 mins
Listing Thumbnail

Portfolio Management in Quant Finance Conference

Watch the recordings from the March 2023 Portfolio Management in Quant Finance Conference. Enjoy talks from Dr. Alexandre Antonov, Dr. Natalie Packham, and many more.

Listing Thumbnail

ESG and Shareholder Value

In this video, Professor Aaron Yoon discusses the state of ESG investing, the ESG initiatives that are likely to see a financial payoff, and what it will take for the sector to continue to thrive.

Professor Aaron Yoon
56 mins