QuantSpeak

Hosted by CQF Institute

Business Education

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Episodes

Latest episode

Dec 2024

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EN-US

About the show

Expert insights from quants for quants. Listen to QuantSpeak to hear from thought leaders in quant finance as they share their insights into the latest research and industry practice. QuantSpeak is created by the CQF Institute. Part of Fitch Learning, the CQF Institute is the awarding body for the Certificate in Quantitative Finance and provides a platform for educating and building the global quantitative finance community. Find out more at www.cqfinstitute.org

Listen to episodes

27 recent

December 4, 2024Episode 2640 min

Bridging Theory and Practice: Carol Alexander's Quant Finance Journey

Send a textIn this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Carol Alexander. They delve into Professor Alexander's extensive experience in both academia and industry, and her fascinating journey in the field of quantitative finance. The conversation also touches on her interest in cryptocurrencies, her ongoing work at the Exponential Science Foundation, and more. 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.

June 24, 2024Episode 2546 min

Trading Particles for Portfolios: The Emanuel Derman Story

Send a textIn 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.

April 12, 2024Episode 241 hr 1 min

Raising the Stakes: Aaron Brown on Probability in Finance and Poker

Send a textIn 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.

January 9, 2024Episode 2326 min

2023 in Focus with Dr. Paul Wilmott: AI & Beyond

Send a textIn 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.

November 6, 2023Episode 2233 min

Quantum Solutions: Envisioning the Next Era of Finance

Send a textIn 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.

October 2, 2023Episode 2123 min

Capital Valuation Adjustments

Send a textIn 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.

June 12, 2023Episode 201 hr 3 min

Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies

Send a textIn 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.

May 25, 2023Episode 191 hr 8 min

Vicarious Risk and the AI Revolution

Send a textQuantSpeak 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.

March 16, 2023Episode 1832 min

Developments and Applications in (explainable) ML in Portfolio Management

Send a textIn 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.

March 2, 2023Episode 1735 min

ESG and Shareholder Value

Send a textIn 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.