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Quant Insights Conference May 2021

Watch the recordings from the 7th annual Quant Insights Conference. Enjoy talks from Dr. Paul Wilmott, Professor John Hull, Dr. Alexei Kondratyev, and many more to discover the latest innovations in volatility, agent-based modeling, portfolio optimization, and more.

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Quant Insights Conference - Closing Remarks

 

CQF Institute Managing Director, Dr.

Tue 8 Jun 2021
Dr Randeep Gug
3 mins
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Valuing Exotic Options and Estimating Model Risk

A common approach to valuing exotic options involves choosing a model and then

Tue 8 Jun 2021
Dr John Hull
35 mins
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Risk Sharing Pension Plans

Traditional final average salary defined benefit (DB) plans are declining,

Tue 8 Jun 2021
Dr Mary Hardy
36 mins
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Panel Discussion: Will A New Paradigm in Financial Modelling Rise out of East Asian Capital Markets?

The golden age of quant finance research was fuelled by open market structures

Tue 8 Jun 2021
Dan Tudball, Dr Thomas Ho, Professor Sang Bin Lee & David Liu
1 hour and 0 mins
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Loan Pricing: Arbitrage-Free Models with Credit and Neural Network

Loan Pricing must combine interest rate and credit risks in a consistent and

Tue 8 Jun 2021
Dr Thomas Ho & Professor Sang Bin Lee
40 mins
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How to Solve the ESG Data Challenge - Using NLP to Access Textual Content

Investors are increasingly relying on data-driven processes to achieve scale

Tue 8 Jun 2021
Peter Hafez
52 mins
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Quantum Machine Learning

The main focus of applied quantum computing research is an experimental

Tue 8 Jun 2021
Dr. Alexei Kondratyev
34 mins
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Model Risk Quantification in Banking: Challenges and Practical Solutions

Given the number of models now used in finance and their role in decision

Tue 8 Jun 2021
Dr. Tiziano Bellini
34 mins
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Mixed Local Volatility Models for FX Derivatives

The FX Derivatives market has widened long since, beyond currency hedging

Tue 8 Jun 2021
Professor Dr. Uwe Wystup
31 mins

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