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Financial Applications with Kernels

In this talk, Dr. Jean-Marc Mercier explores how kernel-based generative and predictive algorithms can enhance financial modeling and risk management.

Dr. Jean-Marc Mercier
59 mins
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SPX, VIX and Scale-Invariant LSV

In this talk, Adil Reghai explores the application and enhancement of Local Stochastic Volatility (LSV) models.

Adil Reghai
49 mins
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Portfolio Management in Quant Finance Conference 2024

Watch the recordings from the March 2024 Portfolio Management in Quant Finance Conference. Enjoy talks from Dr. Artur Sepp, Renee Yao, Dr. Jan Rosenzweig, and more.

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Master the Quant Finance Interview: Strategies for Success

In this video, Katherina Duong-Bernet shares invaluable insights and techniques for successful interviews in the competitive quant finance sector.

Katherina Duong-Bernet
50 mins
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The Development and Evolution of Mean-Variance Efficient Portfolios in the US and Japan

In this talk, Dr. John Guerard explores the history of efficient portfolios in the US and Japan.

Dr. John Guerard
56 mins
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Blockchain and Bitcoin: A Mathematical Introduction to Bitcoin

In this video, Dr. Julien Riposo explores the complex interconnections between blockchain and bitcoin, from a mathematical perspective.

Dr. Julien Riposo
58 mins
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A Day in the Life of a Quant Trader

In this video, Vitor Angrisani shares invaluable insights into his role as a Quantitative Equity Trader. 

Vitor Angrisani
1 hour and 4 mins
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How to Build a Standout Quant Resume: Best Practices

In this video, Patrick Flanagan provides useful hints and tips into building an impactful resume. 

Patrick Flanagan
48 mins
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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.

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A Day in the Life of a Quantitative Portfolio Manager

In this talk, Michael Althof describes his career journey as a Quantitative Portfolio Manager. 

Michael Althof
51 mins

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