Featured
I’ll be leading two courses in the near future:
Value-at-Risk versus Expected Shortfall
2012 October 30-31, London.
30th: “Addressing the critical challenges and issues raised by the Basel proposal to replace VaR with Expected Shortfall”
31st: “Variability in Value-at-Risk and Expected Shortfall” led by Patrick Burns
Details at CFP Events.
Finance with R Workshop
2012 November 6-7, London.
Presenters will be Patrick Burns and Ronald Hochreiter.
The brochure and the regististration form. When you register, please indicate that you were sent by Burns Statistics.
New Events
QWAFAFEW (Princeton)
2012 October 9 (real soon now).
Aakarsh Ramchandani on “How Industry Classification Standards Can Erode Alpha”
Details at the qwafafew website.
Thalesians (London)
2012 October 10. Geoffrey Kendrick on “Introduction to FX and beta in FX”.
Details at the Thalesians website.
London School of Economics
2012 October 15. Tim Harford on “Adapt: Problem solving in a complex world”.
Details at the LSE website.
QWAFAFEW (Stamford)
2012 October 17. A bunch of people speaking at the Quantitative Hedge Fund Risk Management Forum: “Where Theory Meets Practice”.
Details on the qwafafew website.
PRMIA
2012 October 30-31 in New York. David Rowe leading “Risk Management beyond VaR”.
Details at the PRMIA website.
London Quant Group
2012 November 6. Speakers include Oleg Ruban on “Manager Crowding: Do Risk Models Cause Managers to Herd?”
Free but you need to register. Details at the LQG website.
Quantide
2012 November 15-16 in Milano. “Advanced R” (taught in Italian).
Details at Milano R net.
Previously Announced
14-10 Club
2012 October 11.
Rosemary Bailey
Details at the 14-10 website.
CambR
2012 October 29, Cambridge, UK. Martin Morgan on “Writing R your friends can use”.
Details at the CambR website.
Value-at-Risk versus Expected Shortfall
2012 October 30-31, London.
30th: “Addressing the critical challenges and issues raised by the Basel proposal to replace VaR with Expected Shortfall”
31st: “Variability in Value-at-Risk and Expected Shortfall” led by Patrick Burns
Details at CFP Events.
14-10 Club
2012 November 1.
Andy Haldane, Gordon Woo
Details at the 14-10 website.
Quant Invest
2012 November 5-7. Paris. Details.
Finance with R Workshop
2012 November 6-7, London.
Presenters will be Patrick Burns and Ronald Hochreiter.
The brochure and the regististration form. When you register, please indicate that you were sent by Burns Statistics.
City Book Fair
2012 November 12-15. London.
Something that seems to be completely different.
The website is http://www.citybookfair.co.uk/
Performance, Risk and Regulation
2012 November 14-15, London.
Details at http://www.icbi-events.com/event/Parm-conference
R course with Heather Turner
2012 November 19-20, Cambridge, UK.
Day 1 is “Getting started with R”, day 2 is “R programming”.
Details at Prism Training.
Computational and Financial Econometrics
2012 December 1-3, Oveido, Spain
The conference website is http://www.cfe-csda.org/cfe12/
LondonR
2012 December 4, The Counting House.
Details and (free) registration at http://www.londonr.org/
14-10 Club
2012 December 6
Jon Danielsson, James Sefton
Details at the 14-10 website.
PMAR North America
Performance Measurement, Attribution and Risk.
2013 May 16-17, Philadelphia.
Details at the Spaulding Group.
PMAR Europe
Performance Measurement, Attribution and Risk.
2013 June, London.
Details at the Spaulding Group.
useR! 2013
2013 July 10-12, La Mancha.
The conference website is http://www3.uclm.es/congresos/useR-2013/
Even more events
MoneyScience has an events calendar.
