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Breaking News updated 6.09.08
Please join us for an Intensive three-day workshop on Advanced Risk and Portfolio Management on June 26-28, 2008 at the Courant Institute, NYU in New York City.
The workshop, taught by SQA member Attilio Meucci and hosted by the Mathematics in Finance MS Program at the Courant Institute NYU, grants 22 CE credits for CFA Institute members. A special discounted price of $750 for three days, including course literature and software, is available for SQA members.
The workshop covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments:
- Multivariate statistics and stochastic processes
- Multivariate estimation in non-normal markets
- Market modeling
- Pricing
- Portfolio evaluation
- Generalized risk decomposition
- Advanced portfolio management techniques
- Liquidity and transaction costs
The most advanced statistical and optimization techniques are introduced and thoroughly discussed by means of live MATLAB simulations, intuitive geometrical representations, figures and numerous examples. The workshop is based on Dr. Meucci's bestseller Risk and Asset Allocation. Participants will receive a complimentary copy of the book and all the code used in the demos.
This course is geared toward buy-side practitioners (portfolio managers and risk managers with solid quantitative background) and will both deepen and broaden their understanding of the recipes they implement everyday and they will learn the most cutting-edge techniques. Academics and sell-side practitioners (traders, financial engineers, quantitative analysts, research teams) will understand the big-picture and the details of buy-side finance in a concise, quantitative language familiar to them
Register today or download a course brochure for content details.
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