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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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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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Quant Bites Series

Watch these bite-sized videos focusing on the impact quant finance is having in leading practitioners fields.

CQF Faculty
10 mins
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Key Ideas in Quant Finance Series 2

In these short videos Dr. Alonso Peña looks at an individual concept or “key idea” and its evolution. Together these key ideas form the foundation upon which the quant finance industry builds every day.

Alonso Peña
15 mins

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