Discontinuities and Dualities in Quant Finance

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Discontinuities and Dualities in Quant Finance

Discover the challenges and major cross-pollination opportunities in uniting financial and insurance risk in post-pandemic markets.

Thursday 28 October 2021

0:00 / 0:00

Podcast Description

QuantSpeak host, Dan Tudball is joined by Dr. Laura Ballotta to discuss the initial challenges of trying to bring financial risk and insurance risk together and the massive opportunities for cross-pollination between both fields in the post-pandemic markets.

Topics & Timestamps

[00:00 - 01:06] Guest Introduction & Background

[01:06 - 02:10] Focus of the Talk: Finance-Insurance Duality & Variable Annuities

[02:10 - 03:47] Challenges of Integrating Finance and Insurance Risks

[03:47 - 06:53] Fourier Transforms and Modeling Approaches

[06:53 - 08:17] Intuition, Insights, and Sensitivity Analysis

[08:17 - 11:14] Cultural Divide and Convergence: Finance vs. Insurance

[11:14 - 13:15] Cross-Pollination and Lessons from Recent Crises

[13:15 - 14:45] Personal Path: From Economics to Quantitative Finance

[14:45 - 16:06] Motivation, Curiosity, and Interdisciplinary Exploration

[16:06 - 18:11] Research, Teaching, and Academic Environment

[18:11 - 19:12] Mathematics as a Universal Foundation

[19:13 - 20:22] Views on Industry and Career Choices

[20:22 - 21:04] Teaching, Students, and Career Directions

[21:04 - 24:25] Change in Education, Research, and Market Structure

[24:26 - 25:32] Future Research Directions: Stochastic Volatility and Climate Finance

[25:32 - 28:23] Climate Risk: Industry Engagement and Societal Impact

[28:23 - 29:50] Farewell and Podcast Outro.

Disclaimer

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.