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Quant of the year: Artur Sepp

Published: December 1, 2023

Risk Awards 2024: ‘Robust’ stochastic volatility model came along just when it was needed

Source: risk.net

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Podcast: Artur Sepp on rates volatility and decentralised finance

Published: August 18, 2023

Quant says high volatility requires pricing and risk management models to be revisited

Source: risk.net

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Abu DhabiAbuz AbyUnited Arab EmiratesJulius BaerArtur SeppParviz RakhmonovAlex LiptonMerrill LynchAbu Dhabi Investment AuthorityInternational Settlement Project MarianaClearstar LabsGoogle PodcastsHeyette ModelInterest RatesStochastic VolatilityDecentralised Finance Defi Asset AllocationPortfolio ConstructionCutting Edge