{"id":7574,"date":"2015-03-05T17:17:42","date_gmt":"2015-03-06T01:17:42","guid":{"rendered":"http:\/\/www.blackswanreport.com\/blog\/?p=7574"},"modified":"2015-03-05T17:17:42","modified_gmt":"2015-03-06T01:17:42","slug":"wilmott-and-taleb-seminar-12-13-march-london-2","status":"publish","type":"post","link":"https:\/\/www.blackswanreport.com\/blog\/2015\/03\/wilmott-and-taleb-seminar-12-13-march-london-2\/","title":{"rendered":"Wilmott and Taleb seminar 12-13 March London"},"content":{"rendered":"<blockquote><p><a name=\"top\"><\/a><span class=\"ftalternatingbartextlarge\"><b>Join Paul and Nassim for their infamous two-day seminar. Always at the cutting edge of financial thought.<\/p>\n<p>QUANTITATIVE RISK MANAGEMENT &#8211; IN THEORY AND IN PRACTICE<\/p>\n<p>12-13 March 2015, London<\/b><br \/>\n<\/span><\/p>\n<p>&nbsp;<\/p>\n<ul>\n<li>What is Risk?<\/li>\n<li>What are Fat Tails?<\/li>\n<li>The idea of fragility and how to measure it<\/li>\n<li>Size and scaling<\/li>\n<li>The law of large numbers in the real world<\/li>\n<li>What is complexity?<\/li>\n<li>How to price options using different distributions<\/li>\n<li>How to simulate fat tails<\/li>\n<li>How to measure model risk<\/li>\n<li>How not to measure model risk<\/li>\n<li>Sometimes it&#8217;s wrong to use probabilities<\/li>\n<li>The concept of delta-alpha<\/li>\n<li>The commonest quant mistakes<\/li>\n<li>The greeks that give you false hope<\/li>\n<li>Why calibration does not work<\/li>\n<li>The dangers of correlation<\/li>\n<li>The importance of nonlinearity<\/li>\n<li>Volatility nonsense<\/li>\n<li>What commonsense tells you about volatility, and turning that into a model<\/li>\n<li>Why simple models are often the best and why too much math can be dangerous<\/li>\n<li>A summary of what to do and where the real world is different<\/li>\n<\/ul>\n<p><a name=\"top\"><\/a><span class=\"ftalternatingbartextlarge\"><br \/>\n<\/span><span class=\"ftalternatingbartextlarge\"><a class=\"ftalternatingbarlinklarge\" href=\"http:\/\/www.wilmott.com\/seminar_wt.cfm\" target=\"new\">Price: \u00a31999 + VAT<\/a><\/p>\n<p>The URL for online payment is <a class=\"ftalternatingbarlinklarge\" href=\"http:\/\/www.wilmott.com\/seminar_wt.cfm\" target=\"new\">http:\/\/www.wilmott.com\/seminar_wt.cfm<\/a> <\/span><\/p><\/blockquote>\n<p>via <a href=\"http:\/\/www.wilmott.com\/messageview.cfm?catid=20&amp;threadid=97884\">Wilmott Forums &#8211; Wilmott and Taleb seminar 12-13 March London<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Join Paul and Nassim for their infamous two-day seminar. Always at the cutting edge of financial thought. QUANTITATIVE RISK MANAGEMENT &#8211; IN THEORY AND IN PRACTICE 12-13 March 2015, London &nbsp; What is Risk? What are Fat Tails? The idea of fragility and how to measure it Size and scaling The law of large numbers [&hellip;]<\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[102],"tags":[905],"class_list":["post-7574","post","type-post","status-publish","format-standard","hentry","category-event","tag-paul-wilmott"],"_links":{"self":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts\/7574","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/comments?post=7574"}],"version-history":[{"count":2,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts\/7574\/revisions"}],"predecessor-version":[{"id":7576,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts\/7574\/revisions\/7576"}],"wp:attachment":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/media?parent=7574"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/categories?post=7574"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/tags?post=7574"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}