• Stan Uryasev's Quantitative Finance Journey

  • Aug 13 2024
  • Durée: 59 min
  • Podcast

Stan Uryasev's Quantitative Finance Journey

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  • Résumé

  • 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/

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