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Computation Meets Data Science

This video seeks to promote how an "analytics-driven" decision-making culture can result in better, more insightful answers.

Jon McLoone & Mark Braithwaite
1 hour and 35 mins
Available for 6 days
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How Jim Simons and a Group of Unlikely Mathematicians Solved the Market and Launched a Quantitative Revolution

In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.

Gregory Zuckerman
1 hour and 4 mins
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Principal Component Analysis for Financial Time Series

This video covers; Principal component analysis (PCA) with illustrations using Python.

Dr. Artur Sepp
1 hour and 16 mins
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Managing Risk in AI (6/6)

As the importance of knowing the internal details of machine learning algorithms diminishes, the importance of understanding how to apply machine learning appropriately rises. This series of videos explores the issues that you need to consider when making data driven decisions, such as: when machine learning is appropriate, sources of bias, validations, and explains ability of models and decision-making criteria.

Jon McLoone
56 mins
Available for 3 weeks 4 days
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Applications of Risk Modelling in Asset Management (10/10)

In this video series, Dan DiBartolomeo will examine multiple aspects of the application of risk management concepts and modelling techniques to the asset management industry. 

Dan DiBartolomeo
Available for 3 weeks 4 days
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AI Impact on ESG Investing

In this video, Dr. Grant Fuller discusses sustainable, responsible, and impact investing (SRI) as an investment discipline which incorporates ESG criteria to enhance long-term risk management, competitive financial returns and positive societal impact.

Dr Grant Fuller
1 hour and 9 mins
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LIBOR - Don't Fallback, Step Forward

In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.

Marc Henrard
1 hour and 55 mins
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Asset Liability Models that are Useful in Practice

This talk is a tutorial on asset liability models for pension funds, insurance companies.

Professor William T. Ziemba
1 hour and 58 mins
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The Different Truths of IR Volatility Modeling: About Normality and Black’s Immortality

The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.

Dr. Stefan Fink
30 mins
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Volatility Inputs for Convertible Bond Pricing with Jump to Default

In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.

Pedro Ferreira
43 mins