FINANCIAL SUMMER WORKSHOP AT COURANT INSTITUTE, June 26-28, 2008

[pkolm]

Advanced Risk and Portfolio Management, June 26-28, 2008
Courant Institute, Room 109, 251 Mercer Street, New York, NY 10012​

By Dr Attilio Meucci, CFA​

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


AUDIENCE

Buy-side practitioners (portfolio managers and risk managers with solid quantitative background) will deepen and broaden their understanding of the recipes they implement everyday and 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 to them familiar


REGISTRATION

Register at www.cims.nyu.edu/~arpm2008
For questions or inquiries, please email arpm2008@cims.nyu.edu or call 1-(212) 998 3194

 

[dstefan]

As with the book by Dr. Meucci, a good part of the proceeds from the workshop will go toward charity:

1 US dollar from participants and sponsors > 50 cents donation to
Coalition For The Homeless - New York..................................33%
Doctors Without Borders........................................................33%
Care of China's Orphaned and Abandoned................................33%

 

[charlesdwright]

Though I will not attend the lectures, I've started looking at the portion of the presenter's book that is posted at the link, particularly "The Quest for Invariance," and it's very interesting and readable material.

 

[Dmytro]

i remember getting something form IAFE about this, i think it was either free or at a significant discount for members. can anyone confirm/disprove?
also, do you guys know whether you get a certificate of some sort (the program is eligible for 22 CE credits from CFA). sounds like a decent deal.