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