Lectures 2008


2008 Finance Online's R/Rmetrics Lecture Series:

Start at 09:00 at Finance Online
Weinbergstrasse 41, 8006 Zürich
Tram 6, 7, 10, 15 - Haltestelle Haldeneggsteig

rmetrics.gif 2008-07-24 Diethelm Würtz, Zurich
Introduction to the R/Rmetrics Software Environment
2008-07-31 Yohan Chalabi, Zurich
S4 timeDate and timeSeries Classes for R/Rmetrics
2008-08-07 Diethelm Würtz, Zurich
Robustification of Mean Variance Portfolio Optimization and Lower Partial Moments
2008-08-14 Diethelm Würtz, Zurich
Conditional Value-at-Risk and Beyond: Scenario Based Portfolio Optimization
2008-08-21 Diethelm Würtz, Zurich
Choosing the Right Measure of Risk: A Survey of the Work of Pederson-Satchell
2008-09-24

Alexios Ghalanos, London
I Copulae Garch Method for Scenario Optimization
II Partial Moments Done Right

If you are interested, please send an email to
rmetrics [at] finance [dot] ch
for free registration