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In this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on financial models like Black-Derman-Toy and Derman-Kani, and his collaboration with Fisher Black. Derman also gives insight into the integration of science and finance, and shares a sneak peek of his memoir, "Brief Hours and Weeks: My Life as a Capetonian".
Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by speakers may not be those of the Fitch Learning. Fitch Learning is not providing advice or recommendations. Fitch Learning, its directors, officers, or employees do not accept any liability for any loss arising from the use of information. -
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills shared by high-stakes finance professionals and poker players, and how an understanding of probability and risk is essential in both fields. Brown also shares his career journey, the evolution of both industries, and the significance of community and knowledge-sharing for success.
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In this episode of the QuantSpeak podcast, Dan Tudball is joined by CQF Program Founder, Dr. Paul Wilmott, for a 2023 round-up. Delve into the latest AI advancements, quantum computing thoughts, and Dr. Wilmott's new mission to make quant finance accessible to teens. Plus, discover which quant Dr. Wilmott would pick as a desert island companion.
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In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Araceli Venegas-Gomez. Araceli discusses the ways in which quantum computing could affect the future of the finance industry, how different industries are starting to adopt quantum methods, and her own career path from aeronautical engineering into quant finance.
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In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Matthias Arnsdorf. Matthias discusses capital valuation adjustments and the challenges they face in the current economic climate, the importance of communication skills as a quant, and more.
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In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.
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QuantSpeak podcast host, Dan Tudball is joined by Dr. Grant Fuller, CEO and Founder of Irithmics. Dr. Fuller discusses the latest advancements in vicarious risk and if the finance industry is fully sold on AI.
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In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will be participating in a panel discussion at the conference.
Renee discusses the issues of explainable machine learning within portfolio management, the takeaways we can expect from the conference's panel discussion, the rise of machine learning, and Renee's own career path through quant finance. -
In this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Aaron Yoon of the Kellogg School of Management, Northwestern University. Aaron discusses how he first became interested in the ESG space, his philosophy on stock price and shareholder value, and why he decided to choose a career in academia.
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In the first QuantSpeak episode of 2023, Dan Tudball is joined by Tony Guida, Co-Head of Systematic Macro at RAM AI.
Tony discusses the role of research in quantitative investment, the current debates in the quant community including p-hacking and the importance of peer-reviewing, and where his excitement for quant finance first came from. -
QuantSpeak podcast host, Dan Tudball is joined by Jean-Paul Jaegers, Head of Asset Allocation at Barclays. Jean-Paul discusses diversification measures, dimensions, the considerations to make when building portfolio allocations, and what led him to a career in quant finance.
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QuantSpeak host, Dan Tudball, is joined by Diana Ouamar, Managing Director of Rima Consulting Limited, to discuss if traditional risk management approaches are still relevant for managing climate risk, the emergence of new sustainability finance products and the major challenges with sustainability linked bonds.
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QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, 'Smiling in Action', and the exciting advancements happening in machine learning.
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QuantSpeak host, Dan Tudball, is joined by Dr. John Guerard to discuss his early career beginnings, his work with Harry Markowitz and his advice for future quant finance professionals.
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QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.
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QuantSpeak host, Dan Tudball, is joined by Sonam Srivastava, Founder of Wright Research, to discuss the application of reinforcement learning within asset allocation, the results of her recent research, and her career journey as a quant.
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QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what researchers should prioritize when using artificial intelligence and machine learning in building automated trading strategies, his career path in quantitative finance and machine learning, and where his research will take him next.
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QuantSpeak host, Dan Tudball, is joined by Elie Ayache, CEO and Co-Founder of ITO 33, to discuss the place of philosophical thinking in the context of quantitative finance, his early career beginnings and his first encounter with Quantum Mechanics.
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QuantSpeak host, Dan Tudball, is joined by Dr. Hari P. Krishnan, Head of Volatility Strategies at SCT Capital Management, to discuss why he came to the conclusion that the financial markets were 'zombified', agent-based risks, the moments in his career that had the most impact, and his advice to professionals starting their career in quant finance.
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Ahead of the Quant Insights Conference on 27th & 28th October 2021, QuantSpeak host, Dan Tudball is joined by Grant Fuller, CEO of Irithmics, to discuss the exciting lineup for the event, the conference talk topics, Grant's admiration for conference speaker, Robert Litterman, and Grant's own career path through quant finance.
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