Cutting Edge Neural networks unleashed: joint SPX/VIX calibration has never been faster SPX and VIX options can be jointly calibrated in real time with deep neural networks 04 Feb 2026   |  Technical paper

Cutting Edge Bridging credit transitions and spread dynamics A fast-to-calibrate model to simulate a credit rating transition matrix is presented 30 Jan 2026   |  Technical paper

Views What the Tokyo data cornucopia reveals about market impact New research confirms universality of one of the most non-intuitive concepts in quant finance 15 Jan 2026   |  Opinion

Quantitative finance Quant Finance Master’s Guide 2026 Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked 22 Dec 2025   |  Analysis

Quantitative finance Baruch, Princeton cement duopoly in 2026 Quant Master’s Guide Columbia jumps to third place, ETH-UZH tops European rivals 18 Dec 2025   |  News

Cutting Edge Floating exercise boundaries for American options in time-inhomogeneous models A pricing model is extended to account for negative interest rates or convenience yields 17 Dec 2025   |  Technical paper