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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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