Insightful have organised a Financial Modelling Course to be run by Greg
Ciresi.
This course is aimed at:
* Traders of equity, foreign exchange, fixed income, and options markets
* Portfolio managers, Risk managers, Quantitative analysts
Please read below for details about this course and how to attend.
"Financial Modelling with S-PLUS"
by Greg Ciresi
24-25 July 2001
Museum of London, London
This course, developed by Kempthorne Analytics, introduces financial
models
created in today's most sophisticated financial modelling environment,
S-PLUS.
It will teach you how to build state-of-the-art models for distribution
modelling,
volatility modelling, derivatives pricing, portfolio selection, risk
management,
and factor modelling. This hands-on course emphasizes how S-PLUS is used
to implement
the models presented. Computers will be available to all students if
they wish to
follow along with the instructor or to work on exercises during breaks.
Greg Ciresi is a consultant for Insightful Corporation. With a degree in
physics,
Greg has developed and taught a wide spectrum of S-PLUS training classes
throughout
North America since 1994, including JumpStart, Data Analysis, S-PLUS
Fundamentals
and Financial Models. With Kempthorne Analytics, Greg has assisted in
the preparation
of financial modelling courses delivered in New York, Chicago, Oxford,
and London.
He has also taught short courses with the American Statistical
Association and Elder
Research Labs, a data mining group where he also worked on
classification and
prediction problems. He has worked as a quantitative analyst fir a hedge
find in
New York doing fixed income analysis.
Prerequisites:
* Understanding of common probability distributions, correlation and
covariance
* Hypothesis testing and linear regression
* Familiarity with options terminology
* Working knowledge of S-PLUS: command line syntax, data importing and
structuring,
basic command line graphics, and script and function writing.
Suggested references to develop a working knowledge of S-PLUS are:
* Spector "Introduction to S"
* Krause & Olsen "Basics of S and S-PLUS" 2nd edition
* Venables & Ripley "Modern Applied Statistics w/ S & S-PLUS" Chapters
1-4
* Insightful on-line or instructor-led S-PLUS Fundamentals course
Full details can be found at:
http://www.uk.insightful.com/SPLUSMain/training/ where you can register
on-line,
alternatively you can contact Carol Wedekind for further information or
to register by e-mail.
Best Regards
Carol Wedekind
Account Manager
Insightful [log in to unmask]
Telephone: +44 (0) 1276 450 122
Fax: +44 (0) 1276 451 224
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