Demystifying models for statistical risk measurement of market, credit and operational risk and their practical implementation
BACK BY POPULAR DEMAND! 29 – 30 May, 2008 - New York (Jersey City)
Attend this event and receive CPE credits
Featuring detailed and interactive sessions led by key industry experts, including:
- Michael Pykhtin, Bank of America
- Jason Zubkus & Miguel Nathwani, QRM
- Andrew Kaplin & Perry Mehta, Moody’s KMV
- Nikolay Hovhannisyan, Algorithmics Inc
Book by Friday 25th April and save up to US$400
Who should attend this event?
Derivatives Modeller/Researcher • Income Research • Derivatives Research/Trading • FX Trading • Volatility Trading • Commodity Derivatives/Research • Equity Derivatives Research • Trader (equity, fixed income, credit, commodities) • Any other professional with a quantification or statistical background
This is an intensive and interactive basic-intermediary level training course with practical, in-depth sessions to explore in detail the areas of quantitative market, credit and operational risk, VaR and ERM.
Please click here for further details: http://www.garp.com/events/qrm2008/program.html |
