|High-Frequency Finance and Quantitative Strategies - June 10-12, 2009|
|Written by Petter Kolm|
University, Courant Institute, Room 109, 251 Mercer Street, New York, NY
Dynamic programming, econometrics and model risk mitigation techniques are covered throughout the course.
The classes are given by industry veterans and academics from 8:30 a.m. to 5 p.m. over the three days at the Courant Institute of Mathematical Sciences, Room 109, 251 Mercer St., New York, New York.
Buy-side practitioners (portfolio managers and risk managers), sell-side practitioners (traders, financial engineers, quantitative analysts, research teams), and academics will deepen and broaden their understanding of the recipes they implement everyday and will learn the most cutting-edge techniques.
Prerequisites for the workshop are undergraduate linear algebra, probability theory and some knowledge of mathematical finance at the level of a first term in an M.S. program. Some basic programming skills are a plus.
Register at www.cims.nyu.edu/~mathfcon