Dear Allstat members,
Advances in Value at Risk (VaR) and its Applications, workshops, 30-31 March 2004, London
I am pleased to advise you of an offer for Allstat members to attend the above event at the special highly reduced rate of 125 pounds per day (the standard price is 595 per day).
There are four places available at this rate.
If you would like to receive a .pdf brochure containing detailed information about the workshop content, please email [log in to unmask] information is also available at www.unicom.co.uk/var
DAY ONE is a general introductory workshop and DAY TWO focuses specifically on Extreme Value Theory, GARCH, CvaR and other practical applications (this is an updated programme). You can choose to attend either or both days of the workshop.
DAY TWO also has guest presentations from eminent practitioners and academics like
1. Patrick Burns, Burns Statistics
2. Paul Styger, Centre for Business Mathematics and Informatics at Northwest University South Africa
3. John James, Senior Consultant, Insightful
KEY BENEFITS OF ATTENDING:
* Get up to speed with the foundations of risk measurement - understand why the risks associated with several assets do not simply sum, but can offset one another.
* Understand the pros and cons of the various Value at Risk techniques in practice.
* Learn how to implement simple but powerful methods of improving your VaR measurement.
PRESENTER:
Gary van Vuuren of Standard Bank presents both workshops. Gary has extensive in-depth knowledge of VaR and is a practicing Quantitative Analyst in the Market Risk division of Standard Bank. He also publishes articles in leading financial journals on improving the accuracy of Market VaR and aspects of Portfolio Risk Measurement.
Please do not hesitate to contact me if I you would like to discuss the wokrshops or if I can be of further help. My telephone number is 01895 819 475; email [log in to unmask]
Kind regards,
Alec
Alec McCutcheon
UNICOM
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