Stan Uryasev's Quantitative Finance Journey

An episode of the Talking Tuesdays with Fancy Quant podcast, hosted by Dimitri Bianco, titled "Stan Uryasev's Quantitative Finance Journey" was published on August 13, 2024 and runs 58 minutes.

August 13, 2024 ·58m · Talking Tuesdays with Fancy Quant

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Summary

Send us Fan Mail 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 ...

Episode Description

Send us Fan Mail

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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