University of Technology, Sydney

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Dynamic Copula and other Risk Management Methods

This workshop will provide a unique opportunity to learn cutting edge methods for capturing market and risk factor co-movements in the pricing of financial products and the measurement of risk. Most of the course will be based on original material from the presenter's book Dynamic Copula Methods in Finance, John Wiley Finance Series. Matlab Code used in the book will be provided to participants. The course is intended to be self contained. It will review the basic tools used to measure dependence in financial markets and will then go on to address frontier topics.

Date:
13 December 2010
Location:
Off Campus
Audience:
Conference Delegates
Contact:
QFRC

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