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Events Archive
Event: Advanced Risk and Portfolio Management
Date: June 26-28, 2008
Location:
Courant Institute
Room 109, 251 Mercer Street
New York
The International Association of Financial Engineers is pleased toendorse the 3-day workshop
Advanced Risk and Portfolio Management
June 26-28, 2008
Courant Institute
Room 109, 251 Mercer Street
New York
8:30am-6:00pm
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 plenty of examples. The workshop is based on Dr. Meucci’s bestseller Risk and Asset Allocation – Springer. Participants will receive a complimentary copy of the book and all the code used in the demos.
Speaker:
Dr. Attilio Meucci, CFA, Adjunct Professor, MSMF, Courant-NYU
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