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Wilmott-Taleb Seminar Booking Page

Wilmott-Taleb
Seminar

Robust Risk Management With Wilmott And Taleb
AN EXCLUSIVE TWO-DAY WORKSHOP
PAUL WILMOTT & NASSIM NICHOLAS TALEB
20th/21st January 2010
LONDON

In this course they will point out exactly where people are still making fundamental errors.

Subjects covered:

  • We live in a complex system. What does it mean?
  • Interdependence and risk sharing
  • Robustness, redundance and degrees of complexity
  • Those who can blow up will blow up
  • Why complex systems cannot handle leverage
  • The fate of complex derivatives
  • Which eggs we’ll have to break to make the omelette: a glimpse at the only possible future
  • How to simulate fat tails
  • The concept of delta-alpha
  • The commonest quant mistakes

  • Why calibration does not work
  • The dangers of correlation
  • Importance of nonlinearity
  • Why simple models are often the best and why too much math can be dangerous
  • A summary of what to do

    Places for this course will go very quickly

Course
benefits:

  • Two days with the two most influential derivatives practitioners
  • Learn about blow ups and how to avoid them
  • A focus on the wrinkles of practice by those who have most influenced
    applied
    derivatives thinking
  • Restricted class size to maximize interaction and allow individual attention
  • Learn from the author of Paul Wilmott on Quantitative Finance
  • Meet Nassim Nicholas Taleb, author of Dynamic Hedging

Who
should attend this course:

  • Derivatives professionals who want an extra edge
  • Risk managers who need to figure out things not in books and equations
  • Experienced traders who want some perspective
  • Sell-side managers who want to see where their money is at risk
  • Buy-side managers who want to improve their risk/return profile

    Cost: £1999 + VAT

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