Quantitative Financial Risk Management
Quantitative Financial Risk Management
Fundamentals, Models and Techniques
18 seminar style audio visual talks presented by leading world experts
Purchase Information
Target Audience
For Risk Managers at banks and other financial institutions, Heads of Graduate Training and Continuing Professional Development at banks and financial institutions, Central Bankers and Financial Regulators, Risk Management Consultants, University Departments of Finance and Banking.
Series Editor
Dr. Stephen E. Satchell - Trinity College, University of Cambridge, UK.
Participating Speakers
Mr. Daryl Roxburgh, Prof. John Knight, Dr. Norvald Instefjord, Dr. George A. Christodoulakis, Mr. David Martin, Mr. Jason MacQueen, Prof. Kevin Dowd, Dr. Simon Hubbert, Dr. Theo Darsinos, Prof. Markus A. Leippold, Prof. Paul Embrechts, Dr. Joanna Neslehova, Dr. Dirk Tasche, Mr. Brian Dvorak.
Topics Covered
Role of Modern Risk Management at Financial Institutions - Statistical Models for Risk Management - Utility Theory and Mean Variance - Definitions of Risk - Volatility - Derivative Assets in Portfolios - Portfolio Risk - Risk Models Architecture - Risk Decomposition/Budgeting - Market Risk - Value at Risk - Nonlinear VaR Models - Applications to Credit Risk and Market Risk - Structural and Reduced Form Models - Credit Risk Management - Extreme Value Theory and Copulae - Risk Model Validation and Using Validation Techniques - Required Economic Capital.
The Format
Each of the seminars is specially commissioned from a leading world expert in a user friendly format of animated slides with synchronized narration. The talks preserve each speaker’s personality and approach allowing you to experience world class seminars at your own pace, wherever you want and as often as you want.
"In view of the burgeoning study and research into, and use of, risk management models, this series of talks - by some of the world's most distinguished and up-and-coming experts - is both excellent and timely. It provides an invaluable resource for all those who need to study and keep pace with latest thinking in the field including risk managers, graduate investment bankers and university lecturers."
Dr Stephen E. Satchell, Trinity College, University of Cambridge
Supporting Partners
Henry Stewart Talks would like to thank the following journals/societies for their support in this series. Please click on the logo of interest below for further information about the journal/society and for a link to their homepage.
If you are interested in working with Henry Stewart Talks to promote your organization please contact us either by e-mail: sales@hstalks.com or Tel: +44 (0)207 404 304