Value at Risk and Expected Shortfall, and other upcoming events

June 4, 2013

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.

Lead by Patrick Burns. Details at the CFP Events site.

New Events

Thalesians — San Francisco

2013 June 5.

Jesse Davis on “Risk Model Imposed Manager-to-Manager Correlation”

Details on the Thalesian website.

Thalesians — London

2013 June 12 Lajos Gergely Gyurko on “Modelling and measuring slippage”.

Details on the Thalesian website.

Advanced Statistical Methods in Credit Risk

2013 June 13, 9AM — 5PM in London at the Royal Statistical Society.

Details on the RSS website.

Thalesians — New York

2013 June 19.

Emilian Belev on “A Structural Model of Sovereign Credit and Bank Risk”.

Details on the Thalesian website.

Behavioural Models & Sentiment Analysis Applied to Finance

2013 July 2-3 in London.

See details on the Unicom website.

LondonR

2012 July 16.

Details at http://www.londonr.org/

LondonR

2012 September 10.

Details at http://www.londonr.org/

14-10 Club

2013 September 12.

Mark Salmon: Does Herding Cause Momentum?

Allan Bradley: Genomics

Details at the 14-10 website.

14-10 Club

2013 October 3.

Lawrence Krauss: (tbc)

Paul Cannon: Extreme Space Weather

Details at the 14-10 website.

14-10 Club

2013 November 7.

Alastair Compston: Clinical Neuroscience and Experimental Medicine in the Context of Multiple Sclerosis

Hubert Huppert: Can One Make Money from Global Warming?

Details at the 14-10 website.

LondonR

2012 December 3.

Details at http://www.londonr.org/

14-10 Club

2013 December 4.

John Oxford: Exhumation, Pathology & Genetics are Basic Ingredients to Reconstruct the Spanish Influenza

Roberto Trotta: Astrophysics, Cosmology

Details at the 14-10 website.

Previously Announced

Financial Regulation and Systemic Risk

2013 June 6 – 8, Paris.

Details at the conference overview.

PMAR Europe

Performance Measurement, Attribution and Risk.

2013 June 11-12, London.

Details at the Spaulding Group.

14-10 Club

2013 June 13.

Greg Davies on “Behavioural and Quantitative Finance”. Alexis Kirke presumably saying something about computer music.

Details at the 14-10 website.

useR! 2013

2013 July 10-12, La Mancha.

The conference website is http://www3.uclm.es/congresos/useR-2013/

Follow on twitter: @useR_2013

R in Insurance

2013 July 15, London.

Details at the conference website.

London Quant Group

Autumn Seminar 2013 September 8 to 11 in Oxford.

Details on the LQG website.

Computational and Financial Econometrics 2013

2013 December 14 – 16, London.

Details at the conference website.

Even more events

MoneyScience has an events calendar.

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