- CQF Program
- Events
- Resources »
- Membership
- Careers Insights
- About Us »
Capital Valuation Adjustments
In this video, Matthias Arnsdorf attempts to clarify the role of the capital valuation adjustment (KVA).
In this video, Matthias Arnsdorf attempts to clarify the role of the capital valuation adjustment (KVA).
How to Build a Standout Quant Resume: Best Practices
In this video, Patrick Flanagan provides useful hints and tips into building an impactful resume.
In this video, Patrick Flanagan provides useful hints and tips into building an impactful resume.
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.
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.
Various
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.
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.
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.
In this video, Tony Guida explores systematic trend following strategies and compares generic and machine learning based approaches.
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.
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.
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.
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.
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.
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.
Quantitative Finance: Skills of the Future
In this video, an expert panel of CQF alumni explore what professionals need to succeed in quantitative finance now, and what skills and knowledge they might need in the future.
In this video, an expert panel of CQF alumni explore what professionals need to succeed in quantitative finance now, and what skills and knowledge they might need in the future.
James Jarvis, Katherina Duong-Bernet, Natalia Hencsey, Fabien De Keyn, Dr. Randeep Gug
1 hour and 0 mins