Quant of the year: Artur Sepp
Risk Awards 2024: ‘Robust’ stochastic volatility model came along just when it was needed
Source: risk.net
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Risk Awards 2024: ‘Robust’ stochastic volatility model came along just when it was needed
JP Morgan wins derivatives house, lifetime award for El Karoui, Barclays wins rates
Asset allocation methods assign positive weights to cryptos in diversified portfolios
Quant says high volatility requires pricing and risk management models to be revisited
According to a study commissioned by Wise, the Estonian-founded, London-based money transfer firm, close to half of Estonian teens want to become entrepreneurs, evidenced by the company’s 20 Under 20 competition.