"Quantitative Techniques for Portfolio Management" by Dr Attilio
Meucci will delve in different methods of portfolio construction, diversification
management and present the most important procedures in stress testing for estimating
general risks and in particular liquidity risk. Also, "The Prayer", a ten-step checklist
of advanced risk and portfolio management will be discussed, together with Linear
Factor Models.
The course will take place on the 28th March 2012 , exactly after
the end of the MathFinance Conference. For all of the conference participants
that would also like to register for the course we offer a great discount of
15% for the conference and 26% for the QTPM course!
Frankfurt MathFinance Conference
26 - 27 March 2012
Fee structure
Please note that all amounts include 19% VAT and prices are per participant!
Staff of the sponsoring firms may attend for free but need to register.
The fee covers:
- Conference talks, which will be made available as an ejournal format,
- Refreshments and lunch on each day,
- Conference dinner on 26th March 2012.
Payment methods
Payment can be made by bank transfer or by credit card using Paypal. When you fill the
registration form, you can choose your preferred method of payment.
You will receive a confirmation of order sent to
your email address. After the payment is processed, you will receive a receipt of payment, which is the confirmation of your participation.
Deadline for payment is 15 March 2012.
Cancellation Policy
We reserve the right to charge a fee in the case of cancellations as follows:
before or on 1 of March
|
10% of the registration fee
|
after 1 of March
|
100% of the registration fee
|
Please keep checking the homepage for updates.
Registration
Due to capacity constraints the conference is limited to 350 delegates. We encourage you to register as soon
as possible. We will require proof of your eligibility (e.g. student id card, appropriate e-mail address).
While registering you have the choice to agree if you wish your name and address to be distributed to the sponsors of this event only.