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Risk Management and Modelling: VAR and Beyond Course

Start date

November 19, 2012

End date

November 20, 2012




London [Map it]


Download the course brochure from London Financial Studies.

This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and different methods for estimating default probabilities.

Click here to download the brochure from London Financial Studies.

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