Statistical Models in Finance with S-PLUS
25th- 26th February 2008
Venue : Insightful Swiss Basel Office, Steinentorstrasse 30
4051 Basel, Switzerland
Hour: 9:00 AM - 5 PM
We are pleased to be taking registrations for the next scheduled "Statistical Models in Finance with S-PLUS"
course being held in Basel 25th- 26th February 2008. If
you are unfamiliar with S-PLUS, Finmetrics Module for analysing Financial Time Series or, this is the course for you.
This two-day course provides to the participants with the practical tools in S-PLUS and in S-PLUS FinMetrics necessary to make statistical analysis of financial data. Examples will cover:
* Time Series Analysis,
* Volatility Modelling and Forecasting,
* factor Models (Modelling Asset Returns)
* Extreme Value Theory and Copulas (Applications in Risk Management VaR, ES)
* Backtesting Value-at-Risk Models.
This course is comprised of seven modules. The first day will focus on time series analysis, the second on applications in finance.
Day 1: Introduction and Time Series Analysis
* Introduction to Time Series in S-Plus.
* Modelling Methodology.
* ARMA Process.
* GARCH Modelling.
Day 2: Applications in Finance
* Factor Models for Asset Returns
* Modelling Extreme Values
* Backtesting Value-at-Risk Models
Each module is comprised of two parts: presentation and exercises.
Full Course Details and Agenda
The course consists of both lecture and hands-on instruction. Desktop PC's
will be provided to all students during the length of the instruction.
CHF 2'500 / Euro 1'600 excl. VAT
CHF 900 / Euro 600 excl. VAT
Registration Page :
Do you have any questions about the event? Contact us by phone or email,
we'd be happy to answer any questions you have.
Please respond directly to:
Sales & Marketing Assistant
Phone: +41 61 717 93 40
Fax: +41 61 717 93 41
mailto:[log in to unmask]
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