Dr Attilio Meucci, CFA

Advanced Risk and Portfolio Management

the only heavily quantitative, omni-comprehensive, intensive buy-side bootcamp

4-6 June 2008, 8:30 a.m. - 6:00 p.m.
Frankfurt, Germany

Course Highlight

The course covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments.

The most advanced statistical and optimization techniques are introduced and thoroughly discussed by means of live MATLAB simulations, intuitive geometrical representations, figures and plenty of examples.

The course is based on Dr. Meucci's bestseller Risk and Asset Allocation - Springer. Delegates will be given a complimentary copy of the book, as well as all the codes used in the live demos.

Audience

Prerequisites

The prerequisites for the course are multivariate calculus and linear algebra. The pace of the course is very high. In order to make it more effective, and since we will be using throughout principal component analysis and representations in terms of ellipsoids, we strongly recommend that you become familiar with Section A.5 (pp 475-480) here: http://www.symmys.com/AttilioMeucci/Book/Downloads/AMeucciRiskAndAssetAllocationSample.pdf

For a detailed course program click here.

Course Fees

All prices are net amounts. An extra 19% VAT will be added on the invoice.
Single Group (3 or more, 1 invoice)
Early-bird (for registration on or before 30 April 2008) EUR 1500 EUR 1350 per person
Regular (for registration from 1 May to 30 May 2008) EUR 1750 EUR 1500 per person
We have reserved 10 seats for students on a first-come, first-serve basis. Students pay a discounted net rate of EUR 500. Any excess number of registering students will be placed on a waiting list and will be informed of availability once the registration deadline is reached.

Booking

You can book online or send inquiries to [spam save email]
or call + 49 - 6087 - 919852

Registration deadline is 30 May 2008.

Venue

Frankfurt School of Finance & Management
Sonnemannstraße 9-11
60314 Frankfurt am Main
Room 2, Ground Floor

Charity Event

Each euro paid by delegates will turn into a 50-cent donation to Doctors without Borders and Gandhi Kinderhilfe provided minimum fixed costs are covered. Attilio Meucci will waive his fees for charity.

Produced by MathFinance AG - www.mathfinance.com

[email spam save]
Last modified: April 2008