This webinar training will discuss the synergistic bundling of all components for quantifying financial risk. Attendees will learn how data, models, and concepts altogether are necessary in quantitative finance and importance and application of model creation and time series data. It will explain the origins of, and connections between, normal, log-normal, and mean reversion models.
Why Should You Attend:
In robust quantitative financial analyses, it is imperative and necessary to include data, models, and concepts. Yet each component individually can be ambiguous, misleading, and even wrong. Available data may be incomplete or irrelevant for hidden reasons. Models often have errors and always embody assumptions and judgments not apparent to the users.
Who Will Benefit:
Analysts, traders, and managers in front, middle, and back office of all banks and financial institutions
Auditors to financial firms
Rating agency analysts
Dr. Pimbley, Principal of Maxwell Consulting, LLC, is expert in financial risk management as well as modeling, risk, and valuation analysis for financial asset types including structured products, derivatives, currencies, and debt of corporate, financial, municipal, and sovereign entities.
Use coupon code NB5SQH8N and get 10% off on registration, Valid till Dec 31st 2015.