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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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Market Maker Positioning and the Recent Market Meltdown

In this video, Hari P. Krishnan discusses the internal market factors that increased the violence of the equity market meltdown in February and March 2020, focussing specifically on the role options market makers (or "dealers") played in the crisis.

Hari P. Krishnan
1 hour and 28 mins
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Neural Parametric Models: Novel Modelling Methods in Finance

In this talk, Thijs van den Berg presents a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data.

Thijs van den Berg
1 hour and 2 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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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
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Some Things I Have Learned About Volatility Over the Years

In this keynote presentation from the Quant Insights conference in 2017 Paul discusses volatility, why it matters and how you can make money from it.

Dr. Paul Wilmott
41 mins
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Zero to AI (7/7)

In this video series Jon McLoone introduces the main concepts of machine learning in approximately 60 minutes.

Jon McLoone

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