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"Quantitative Financial Risk Management" by Dr. Alexander McNeil

To: s-news <s-news@wubios.wustl.edu>
Subject: "Quantitative Financial Risk Management" by Dr. Alexander McNeil
From: Dick Verkerk <verkerk@candiensten.nl>
Date: Wed, 12 Dec 2001 15:21:20 +0100
Dear S-PLUS User,

Would you like to visit Amsterdam AND extend your knowledge on risk 
management?  Well, this is your opportunity to enter a special course 
with a visit to one of the most beautiful cities of Europe. 

We are most pleased to present to you the special two-day course 
"Quantitative Financial Risk Management" by Dr. Alexander McNeil.

Dr. Alexander McNeil, of the ETH (Swiss Federal Technical University) 
in Zurich, is an internationally recognized authority in this field 
and author of the extreme value analysis software (EVIS) written in 
S-PLUS.

The course aims to provide risk managers with a better understanding 
of quantitative tools for modern financial risk management.  Whenever 
appropriate, theory will be illustrated by practical examples developed 
in the powerful S-PLUS environment, although prior familiarity with 
S-PLUS will not be assumed and the course may be followed by non-users 
of S-PLUS. 

The central technical issues are volatility, extremes, correlation, 
and the advanced statistical methods required to model these 
phenomena. Financial risk management confronts us with a real world 
of heavy-tailed risks, rapid changes and complex interdependencies 
which force us to go beyond standard statistical models and 
simplifying assumptions of normality to develop more sophisticated 
methodology.

More information on the content of the course can be found at:
http://www.candiensten.nl/english/cursussen/cursussendetail.asp?id=29

The course will take place in the atmospheric Park Hotel in the 
center of Amsterdam (15 min.'s of the Airport) on March 7-8, 2002. 
For hotel reservations we are most happy to assist you.

RETURN YOUR SUBSCRIPTION TODAY, as the number of participants is 
limited! Registration is possible via fax, phone, e-mail, or via our 
web site:
http://www.candiensten.nl/english/cursussen/inschrijving.asp?id=166

The costs of this exclusive two-day course are EURO 1.495 per 
participant. The Academic price is EURO 1.095. Prices are VAT excluded 
and include dinner and a "Canal Cruise Amsterdam Delight" on March 7. 

Please contact me if you have any questions.

Best Regards,
Dick Verkerk


P. S. 
Feel free to share this information amongst friends and colleagues 
who might be interested!


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Registration Form

Herewith I register for the course "Quantitative Financial Risk 
Management" by Dr. Alexander McNeil in Amsterdam, March 7-8, 2002


Name       :                          M/F
Function   :
Department :
Institute  :
Address    :
Zip        :
City       :
Phone      :
Fax        :
Email      :


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Special Events
-----------------------
December 13 An Advanced Course on the S Language
            drs. Longhow Lam

January  29-30  Visualization for the Computational Sciences
            dr. Anton Heijs (Visualization consultant) 
        
Courses
-----------------------
December
  11   General Introduction to S-PLUS 6
  12   Introduction to the S-Language
  13   An Advanced Course on the S Language
  19-20 Mathematica Intermediate Course

January
  8    General Introduction to S-PLUS 6
  9    Introduction to the S-Language
  29-30 Visualization for the Computational Sciences
  30   General Introduction to S-PLUS 6 (Louvain-la-Neuve UCL)

http://www.candiensten.nl/english/cursussen/home.asp


_________________________

Dick Verkerk, managing director
CANdiensten, Nieuwpoortkade 23-25, NL-1055 RX Amsterdam              
tel: +31 20 5608410 fax: +31 20 5608448 verkerk@candiensten.nl
_________________________
Your Partner in Mathematics and Statistics!

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