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Podcast: Olivier Daviaud on P&L attribution for options

JP Morgan quant discusses his alternative to Greeks decomposition ....

Societe Generale , Olivier Daviaud , Abhishek Mukhopadhyay , Jp Morgan , Cross Gamma , Delta Hedging , Implied Volatility , Option Pricing , P Ampl Attribution Test , Performance Attribution , Profit Amp Lossp Ampl , Realised Volatility , Cutting Edge ,

Podcast: Artur Sepp on rates volatility and decentralised finance

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

Abu Dhabi , Abuz Aby , United Arab Emirates , Julius Baer , Artur Sepp , Parviz Rakhmonov , Alex Lipton , Merrill Lynch , Abu Dhabi Investment Authority , International Settlement Project Mariana , Clearstar Labs , Google Podcasts , Heyette Model , Interest Rates , Stochastic Volatility , Decentralised Finance Defi , Asset Allocation , Portfolio Construction , Cutting Edge ,

inmobi: InMobi buys consent management company Quantcast

The acquisition comes on the heels of India enacting its first privacy legislation, the Digital Personal Data Protection (DPDP) Act. InMobi maintains a large presence in Bengaluru, and has operations in Delhi and Mumbai. This acquisition helps the company s mobile app and web publishers to navigate the privacy landscape. ....

Quantcast Choice , Privacy Regulations , Consent Management , Quantcast Choice ,

InMobi snaps up consent management firm Quantcast

Advertising technology platform InMobi on Wednesday said it has acquired consent management platform Quantcast Choice for an undisclosed sum.

With this buyout, InMobi plans to integrate .. ....

Peter Day , Kunal Nagpal , Interactive Advertising Bureau , Quantcast Choice , San Francisco Based , Advertising Bureau , Glance Roposo , Subscribe Now , K Amoghavarsha , M Amp A ,

Podcast: Julien Guyon on volatility modelling and World Cup draws

Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias ....

New York , United States , Ponts Paristech , Julien Guyon , Mehdi El Amrani , New York Times , Des Ponts , World Cup , Google Podcasts , Black Scholes , Brownian Motion , Implied Volatility , Quantitative Analysis , S Ampp 500 , Term Structure , Volatility Skew , Volatility Smile , Rough Volatility , Cutting Edge ,