"The Prayer" - Ten-Step Checklist for Advanced Risk and Portfolio Management with Attilio Meucci
Attilio Meucci, ARPM
"The Prayer" is a recipe of ten sequential steps for all portfolio managers, risk managers and algorithmic traders across all asset classes and investment horizons, to model and manage the P&L distribution of their positions.
For each of the ten steps of the Prayer we will:
- Introduce all the key concepts with precise notation
- Illustrate the key concepts by means of a simple case study
- Offer multiple advanced approaches to address the non-trivial practical problems of real-life risk modeling
- Highlight a non-exhaustive list of common pitfalls
Prior knowledge of MATLAB is not required to attend this webinar.
To attend in-depth training in Advanced Risk and Portfolio Management® at the ARPM Bootcamp, go to: ARPM
Products featured: MATLAB, Statistics and Machine Learning Toolbox, Optimization Toolbox
Recorded: 10 Aug 2011
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