Events

Highlighted R in Finance 2016 May 20-21, Chicago. 2 days, limited space, 50 speakers, including: Pat Burns on "Some Linguistics of Quantitative Finance" Abstract: How can the abstract be written [...]

Highlighted EARL As in "Effective Applications of the R Language". 2014 September 15-17, London. Somehow they gave higher billing to Ben Goldacre than to Pat Burns.  If Obama were [...]

Highlighted London Quant Group 2013 December 9, London. Pat Burns on "Exploring the efficacy of higher moments in portfolio optimisation". Abstract: Typically portfolio optimisation only uses the first two moments [...]

Highlighted R for Finance Workshop A two-day course introducing R as applied to finance. 2013 December 3 & 4, London. Lead by Ron Hochreiter with appearances by Pat Burns and [...]

Highlighted Value at Risk and Expected Shortfall A two-day course exploring Value at Risk and Expected Shortfall, and their role in risk management. 2013 June 25 & 26, London. [...]

Highlighted LondonR is soon -- see the "Previously Announced" section. New Events Thirsty Quants 2013 March 21, London. Some thirsty quants will be going for a drink on the [...]

Featured R for Finance Workshop 2013 March 5-6 in London. The target audience are professionals and academics, who wish to learn the basics of the statistical software R and [...]

New Events  Thalesians (London) 2012 November 21: Isabel Ehrlich on "Basket Options with Smile". Abstract: Due to the distinct lack of models for basket options that remain consistent with [...]

Featured I'll be leading two courses in the near future: Value-at-Risk versus Expected Shortfall 2012 October 30-31, London. 30th: "Addressing the critical challenges and issues raised by the Basel [...]

Featured I'll be leading two courses in the near future: Value-at-Risk versus Expected Shortfall 2012 October 30-31, London. 30th: "Addressing the critical challenges and issues raised by the Basel [...]