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