Announcing: 2nd Zurich Workshop on Quantitative Risk Management
A course organized by www.mathrisk.com
Venue and time: ETH Zurich, October 8-10, 2003
Workshop Instructors: Prof. Alexander McNeil (ETH Zurich), Prof. Rüdiger Frey
(Leipzig)
Guest Lecturer: Prof. Philipp Schönbucher (ETH Zurich)
For full details of course and registration instructions go to course homepage:
http://www.mathrisk.com/zurich03.html
This is an official event in the continuing education programm (Weiterbildung)
of ETH Zurich.
Last year's Zurich Workshop was fully booked. Don't be disappointed this year -
register early.
Some reasons you might want to attend:
* Discover how advanced quantitative methodology may be applied in credit and
market risk management.
* Learn about state-of-the-art risk management methodology including copulas,
models for dependent extreme values and univariate and multivariate financial
time series models.
* Don't miss a special day on credit risk modelling including a guest lecture
by Philipp Schönbucher, author of Credit Derivatives Pricing Models: Model,
Pricing and Implementation.
* Deepen your understanding with examples using S-PLUS and S+FinMetrics , the
powerful data analysis products of Insightful. We will organize a hands-on
session each day for participants to try out new data analysis techniques.
* Enjoy a course in a beautiful location, including lunch with a view of lake
and Alps every day!
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