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Statistics of financial markets

https://www.statslife.org.uk/events/eventdetail/794/12/statistics-of-financial-markets

Organizer: Royal Statistical Society

Venue: The Royal Statistical Society

City: London

Country: United Kingdom

Postcode: EC1Y 8LX

Description:

Presented by Steve Bell

Level - Foundation

CPD - 12 hours

This course looks at real financial market data and shows how it differs from the idealised models based on Gaussian statistics. The implications of this for standard market risk measures such as VaR will be explored. Alternative risk measures such as AVaR and stressed VaR will be introduced.

By the end of the course participants will gain an overall understanding of the concepts of risk management in a quantitative framework. 

Event type:
  • Workshops and courses
Statistics of financial markets https://tess.elixir-europe.org/events/statistics-of-financial-markets Presented by Steve Bell Level - Foundation CPD - 12 hours This course looks at real financial market data and shows how it differs from the idealised models based on Gaussian statistics. The implications of this for standard market risk measures such as VaR will be explored. Alternative risk measures such as AVaR and stressed VaR will be introduced. By the end of the course participants will gain an overall understanding of the concepts of risk management in a quantitative framework.  Royal Statistical Society The Royal Statistical Society, London, United Kingdom The Royal Statistical Society London United Kingdom EC1Y 8LX [] [] [] workshops_and_courses [] []