Podcast
Yield curve chronicles: mastering fixed income in volatile markets
A series of four podcasts that examines fixed income investment strategies against a backdrop of economic uncertainty, potential rate cuts and market volatility
Podcast: UBS’s Gordon Lee on conditional expectations and XVAs
Top quant explains why XVA desks need a neighbour and a reverend
Podcast: Matthew Dixon on decomposition of portfolio risk
New approach calculates contributions to value-at-risk for nonlinear portfolios
Podcast: Man Group’s Zohren on forecasting prices with DeepLOB
Deep learning model can project prices around 100 ticks into the future
Podcast: the difficulties of decarbonisation
What are energy firms doing to measure and mitigate transition risk?
