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Calendar |
| December Events |
|---|
| Monte Carlo Methods in Finance: Basic Methods and Recent Advances, 7 December 2011 London Participants receive a swift introduction to standard Monte Carlo methods; learn the latest Monte Carlo technology to speed up simulations; gain a better understanding of the principles of variance reduction and weak extrapolation. |
| News Analytics Applied to Trading, Fund Management and Risk Control, 7 - 8 December 2011 London Topics covered include: Incorporating News Analytics into Quantitative Investment and Trading Strategies; The Role of News in Financial Markets; Equity Portfolio risk Estimation Using Market Information and Sentiment; Short Term Risk from Long Term Models; Practical Use of News in Equity Trading Strategies; Exploiting News-flow Signals. |
| Interest Rate Modelling and Applications in Practice, 8 - 9 December 2011 London This workshop will enable participants to enhance their knowledge of interest rate modelling and pricing; experience the design of a generic pricing framework; learn how to deal with a wide range of pricing problems for interest rate products |
| TBA |
| Finance with R Workshop, London The workshop provides insight into the statistical models and concepts in R, which are useful for various problems arising in Finance. The attendees will be able to import datasets into R, analyse them statistically and apply concepts from time series modelling. An example on how to optimise a portfolio in R will show various concepts in financial mathematics and statistics, which are provided in R. In practical sessions, the attendees will learn and practice how to use R. |
| Application of Hidden Markov Models and Filters to Financial Time Series Data, February 2012 London This in-depth two-day workshop gives participants a comprehensive overview of the most important concepts in this field, and introduces and explores the theoretical aspects. It presents the applications of state space modelling, Kalman filtering and nonlinear filtering; explains the practical applications of linear/non-linear filtering in financial risk management and provides an overview on the future development of the application of filtering in finance. |