Cutting Edge is the quantitative finance section of Risk.net.
It publishes exclusive peer-reviewed papers selected for their originality, relevance and applicability to financial markets.
It also publishes podcasts with leading quants on the most topical issues, and comments from practitioners and our editorial team.
New paper introduces quantitative framework for optimal FX hedging
Citi quants and structurers present a term-structure model for callable bonds' work
Alexandre Antonov, Adil Reghai and Andrey Itkin join unit at world’s third-largest wealth fund
An optimal liquidity model for pricing and hedging decisions is presented
Rates quant says swaptions fallbacks turn cash-settled vanilla products into exotics