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Quant of the year: Artur Sepp

Risk Awards 2024: ‘Robust’ stochastic volatility model came along just when it was needed

New yorkUnited statesCity ofUnited kingdomAbu dhabiAbuz abyUnited arab emiratesFrance generalMonte carloPiotr karasinskiAlex liptonAndrei lyashenkoJulius baerAlexei kondratyevParviz rakhmonovYevgeny goncharov

Podcast: Artur Sepp on rates volatility and decentralised finance

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

Abu dhabiAbuz abyUnited arab emiratesJulius baerArtur seppParviz rakhmonovAlex liptonMerrill lynchAbu dhabi investment authorityInternational settlement project marianaClearstar labsGoogle podcastsHeyette modelInterest ratesStochastic volatilityDecentralised finance defi

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