Volatility and investment opportunities: How are quants changing the financial industry? - Volatility and investment opportunities: How are quants changing the financial industry? QuantMinds Q4 eMagazine

Volatility and investment opportunities: How are quants changing the financial industry?Insights from QuantMinds International 2022Insights from QuantMinds International on volatility, the future of quantitative investing, ESG investing and AI and much more.Contents

Table of contents

From all of us to all of you: Thank you!

Hedging valuation adjustment and model risk

The results are in!

What makes QuantMinds International special?

Path-dependent volatility

Insights from leading quants

Local volatility in interest rate model

Trading the FX volatility risk premium with machine learning and alternative data

On the implied volatility of Asian options under stochastic volatility models

Practical aspects of portfolio construction and risk management using machine learning

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