The objective of this seminar is to give you a good understanding of quantitative methods for calculating Value-at-Risk and for back-testing and stress-testing of risk measurement models.
The objective of this seminar is to give you a good understanding of the use of multivariate statistics and Extreme Value modelling in quantifying and managing risk.
The objective of this seminar is to give the participants a good understanding of how Extreme Value Theory can be used as a practical tool in sophisticated financial risk management.