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
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:
https://events.rss.org.uk/rss/74/home
Region:
Greater London
Keywords:
Quantitative Data Handling and Data Analysis
Related publications and presentations:
Quantitative Data Handling and Data Analysis