Courses and Events
Statistics for financial markets
18/05/2017 - 19/05/2017
12 Errol Street, London
View in Goolge Maps (EC1Y 8LX)
This course looks at real financial market data and shows how it differs from the idealised models based on Gaussian statistics. The implications of this for standard market risk measures such as VaR will be explored. Alternative risk measures such as AVaR and stressed VaR will be introduced.
By the end of the course participants will gain an overall understanding of the concepts of risk management in a quantitative framework.
Royal Statistical Society
Entry (no or almost no prior knowledge)
Website and registration
Tessa Pearson, +44(0)20 7614 3947, firstname.lastname@example.org
Related publications and presentations