Statistics for financial markets

Date:

18/05/2017 - 19/05/2017

Organised by:

Royal Statistical Society

Presenter:

Steve Bell

Level:

Entry (no or almost no prior knowledge)

Contact:

Tessa Pearson, +44(0)20 7614 3947, training@rss.org.uk

Map:

View in Google Maps  (EC1Y 8LX)

Venue:

12 Errol Street, London

Description:

 

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. 

Cost:

562.50+VAT

Website and registration:

Region:

Greater London

Keywords:

Quantitative Data Handling and Data Analysis

Related publications and presentations:

Quantitative Data Handling and Data Analysis

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