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Stan Uryasev's Quantitative Finance Journey

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Manage episode 433927753 series 2936468
Content provided by Dimitri Bianco. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Dimitri Bianco or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

I had a great time talking with Stan Uryasev and learning about his journey to quantitative finance. Stan is one of the authors of the original paper on Conditional Value at Risk (CVaR). CVaR is taught in almost every finance program and has had a large impact on the finance community. Stan is also a professor and endowed chair of Stony Brook's Quantitative Finance program which includes a Masters program and a PhD program. We will also discuss some mathematical art from his wife Oxana Uryasev about the Gabriel Horn.
Stan's Website:
http://uryasev.ams.stonybrook.edu/

Real Talk About Marketing
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Listen on: Apple Podcasts Spotify

Digital Disruption with Geoff Nielson
Discover how technology is reshaping our lives and livelihoods.
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Chapters

1. Stan Uryasev's Quantitative Finance Journey (00:00:00)

2. [Ad] Real Talk About Marketing (00:18:29)

3. (Cont.) Stan Uryasev's Quantitative Finance Journey (00:19:17)

4. [Ad] Digital Disruption with Geoff Nielson (00:31:45)

5. (Cont.) Stan Uryasev's Quantitative Finance Journey (00:32:25)

118 episodes

Artwork
iconShare
 
Manage episode 433927753 series 2936468
Content provided by Dimitri Bianco. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Dimitri Bianco or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

I had a great time talking with Stan Uryasev and learning about his journey to quantitative finance. Stan is one of the authors of the original paper on Conditional Value at Risk (CVaR). CVaR is taught in almost every finance program and has had a large impact on the finance community. Stan is also a professor and endowed chair of Stony Brook's Quantitative Finance program which includes a Masters program and a PhD program. We will also discuss some mathematical art from his wife Oxana Uryasev about the Gabriel Horn.
Stan's Website:
http://uryasev.ams.stonybrook.edu/

Real Talk About Marketing
An Acxiom podcast where we discuss marketing made better, bringing you real...

Listen on: Apple Podcasts Spotify

Digital Disruption with Geoff Nielson
Discover how technology is reshaping our lives and livelihoods.
Listen on: Apple Podcasts Spotify

Support the show

  continue reading

Chapters

1. Stan Uryasev's Quantitative Finance Journey (00:00:00)

2. [Ad] Real Talk About Marketing (00:18:29)

3. (Cont.) Stan Uryasev's Quantitative Finance Journey (00:19:17)

4. [Ad] Digital Disruption with Geoff Nielson (00:31:45)

5. (Cont.) Stan Uryasev's Quantitative Finance Journey (00:32:25)

118 episodes

All episodes

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