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Algorithmic Trading Conference : 10/03/08 - New York, NY |
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Written by Petter Kolm
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The explosive growth of algorithmic trading has challenged academia and industry to explore the foundations of this emerging area of quantitative finance. The Mathematics in Finance Masters Program at NYU and Finance Concepts are pleased to present this conference, which brings together leading market practitioners and academics to discuss the latest advances in algorithmic trading - dynamic portfolios, optimal execution, and risk.
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Read more...
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Save the Date: Algorithmic Trading conference in New York , October 3rd 2008 |
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Written by Petter Kolm
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Courant Institute at NYU and FINANCE CONCEPTS are pleased to announce the forthcoming conference on
ALGORITHMIC TRADING: Dynamic Portfolios, Optimal Execution, and Risk
NEW YORK, October 3rd 2008
VENUE: NYU Skirball Center, New York University, 566 LaGuardia Place, (Washington Square South) New York, NY 10012
The explosive growth of algorithmic trading has challenged academia and industry to explore the foundations of this emerging area of quantitative finance.
The Mathematics in Finance Masters Program at NYU and Finance Concepts are pleased to present this conference, which brings together leading market practitioners and academics to discuss the latest advances in algorithmic trading- dynamic portfolios, optimal execution, and risk.
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Read more...
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Financial Summer Workshop: Advanced Risk and Portfolio Management |
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Written by Petter Kolm
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Advanced Risk and Portfolio Management
June 26-28, 2008
Courant Institute, Room 109
251 Mercer Street
New York, NY 10012
Dr Attilio Meucci, CFA
The workshop covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments:
• Multivariate statistics and stochastic processes
• Multivariate estimation in non-normal markets
• Market modeling
• Pricing
• Portfolio evaluation
• Generalized risk decomposition
• Advanced portfolio management techniques
• Liquidity and transaction costs
The most advanced statistical and optimization techniques are introduced and thoroughly discussed by means of live MATLAB simulations, intuitive geometrical representations, figures and plenty of examples.
The workshop is based on Dr. Meucci’s bestseller Risk and Asset Allocation (Springer Finance, 2005). Participants will receive a complimentary copy of the book and all the code used in the demos.
AUDIENCE
Buy-side practitioners (portfolio managers and risk managers with solid quantitative background) will deepen and broaden their understanding of the recipes they implement everyday and will learn the most cutting-edge techniques.
Academics and sell-side practitioners (traders, financial engineers, quantitative analysts, research teams) will understand the big-picture and the details of buy-side finance in a concise, quantitative language to them familiar.
REGISTRATION
Register at www.cims.nyu.edu/~arpm2008
For questions or inquiries, please email
This e-mail address is being protected from spambots. You need JavaScript enabled to view it
or call (212) 998 3194
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Mathematics in Finance Program on Facebook and LinkedIn |
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Written by Petter Kolm
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The Mathematics in Finance MS Program now has its own dedicated groups on LinkedIn and FaceBook. If you are a student or otherwise associated with the program, come and join us! |
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