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Wilmott and Taleb seminar 12-13 March London

Join Paul and Nassim for their infamous two-day seminar. Always at the cutting edge of financial thought.

QUANTITATIVE RISK MANAGEMENT – IN THEORY AND IN PRACTICE

12-13 March 2015, London

 

  • What is Risk?
  • What are Fat Tails?
  • The idea of fragility and how to measure it
  • Size and scaling
  • The law of large numbers in the real world
  • What is complexity?
  • How to price options using different distributions
  • How to simulate fat tails
  • How to measure model risk
  • How not to measure model risk
  • Sometimes it’s wrong to use probabilities
  • The concept of delta-alpha
  • The commonest quant mistakes
  • The greeks that give you false hope
  • Why calibration does not work
  • The dangers of correlation
  • The importance of nonlinearity
  • Volatility nonsense
  • What commonsense tells you about volatility, and turning that into a model
  • Why simple models are often the best and why too much math can be dangerous
  • A summary of what to do and where the real world is different


Price: £1999 + VAT

The URL for online payment is http://www.wilmott.com/seminar_wt.cfm

via Wilmott Forums – Wilmott and Taleb seminar 12-13 March London.

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