Insightful are now taking bookings for the Advanced Time
Series Modelling course to be held at Carlton Terrace in London SW1 on
20th September.
Advanced workshop
Extract for Financial Time Series Modelling : The Advanced Time Series Course focuses on the most up to date
theory and its application around the following topics (note that not all topics
will be covered during the workshop)
1.
The Econometrics of
transaction level data
o
Autoregressive
Conditional Duration Models
o
Measuring liquidity
and market pressure
o
Assessing
predictability in tick by tick data- market depth and liquidity
2.
Extracting the
Implied Probability Distributions from Option Prices
o
Can options help
predict the future spot market?
3.
The Use of State
Space models in Finance
o
Measure herding and
market sentiment
4.
Factor Models of
Asset Returns
o
Statistical and
Economic Factors
5.
GMM and EMM
Estimation methods in SPLUS
o
Continuous time
models in Finance
o
Estimating
Stochastic Volatility Models
6.
Copula Methods in
Finance
o
Basic Copula
testing and estimation
o
Measuring joint
risks
o
Pricing Basket
options
Tutor: Mark Salmon, Professor of Finance, Warwick
University
Mark Salmon has many years' experience teaching and research
in Financial econometrics; behavioural finance; asset pricing; knightian
uncertainty; risk management and asset management. Formerly Deutsche Morgan
Grenfell Professor of Financial Markets, Cass Business School, London, Mark is
also an advisor to the Bank of England and has many links with City
Institutions.
For full course details please go to:
<http://www.insightful.com/services/training/timeseries_UK05.asp>
To Register:
<http://www.insightful.com/uk/services/register_uk.asp>
If you need any further information please do not hesitate to
contact me.
Regards
Kathy Kiely,
Kathy Kiely
Sales & Marketing Assistant
Insightful Limited
Network House, Basing View Basingstoke,
Hampshire, RG21 4HG
Tel : 01256 339822
Fax : 01256 339839
e mail : kkiely@insightful.com
=======================
Beyond Excel®:
Quantitative Data Analysis with Insightful
Date: Wednesday,
August 31st at 4:00 PM BST
Speakers: Will
Alexander, Wachovia Securities & David Smith, Insightful
Corporation
http://www.insightful.com/news_events/webcasts/2005/08excel/default.asp