Degree of influence 2023: Quants thrive on volatility
Climate, crypto and market impact also featured among the top research topics in 2023
A quiet revolution in volatility modelling has been unfolding across Risk.net’s Cutting Edge section over the past three years. Nearly a third of the papers published over the past 12 months covered this topic – roughly the same proportion as in 2022.
Several factors – such as increased data availability and computational capacity and front-office demand for more accurate pricing models – have prompted quants to revisit the subject and propose enhancements to approaches that have been used for
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