Advanced Risk and Portfolio Management

This six-day course covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments:

• Multivariate statistics and stochastic processes

• Market modeling

• Multivariate estimation in non-normal markets

• Pricing

• Generalized risk decomposition

• Advanced portfolio management techniques

The most advanced statistical and optimization techniques are thoroughly explained in theory and visualized in practice with live MATLAB examples. The course grants 40 CE credits for CFA Institute members.

Special $950 rate for the first four who apply specifing "Mathfinance" in the comment box on the registration page http://www.baruch.cuny.edu/math/arpm2009/registration.html
Inquire at arpm09@baruch.cuny.edu for special group rates

Buy-side professionals (portfolio managers and risk managers)
Sell-side professionals (traders, financial engineers, quantitative analysts, research teams)
Academics and Students (finance and quantitative finance related fields)

Attilio Meucci leads the research effort of ALPHA, the portfolio analytics and risk platform at Bloomberg. Concurrently he is adjunct professor at the graduate program in mathematical finance of the Courant Institute - NYU.
Previously, Attilio was a researcher at Lehman Brothers, a trader at the hedge fund Relative Value International, and a consultant at Bain & Co.
Attilio is the author of Risk and Asset Allocation - Springer and several other publications in practitioners and academic journals. He teaches graduate courses on quantitative risk- and portfolio-management worldwide and he is frequently invited as a speaker to conferences, financial institutions and universities.
Attilio Meucci holds a BA summa cum laude in Physics from the University of Milan, a MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and he is CFA chartholder. Attilio is also fluent in six languages.

Upon successful completion of an elective three-hour proctored exam, participants will be awarded a Certificate in Advanced Risk and Portfolio Management. The exam will be offered at the nearest Bloomberg office on Saturday, October 24, 2009.

Monday August 17 through Saturday August 22, 8:30am-6:00pm
Baruch College-CUNY, 55 Lexington Avenue (at 24th Street ), New York

http://www.baruch.cuny.edu/math/arpm2009/
Email contact: arpm09@baruch.cuny.edu

The 2009 edition of the Advanced Risk and Portfolio Management intensive course represents the climax of "One More Reason". Attilio and the organizers, namely the Baruch College's Financial Engineering program and Bloomberg ALPHA portfolio analytics and risk platform, will not charge any fees for their time and effort.

Furthermore, after minimum costs are covered, each dollar paid by the participants will turn into a 50 cent donation to charity and a 50 cent investment in education at CUNY, the City University of New York. The charitable donations will be split in equal parts among the following well-established associations:

• Doctors without Borders

• Gandhi Kinderhilfe

• Breadline Africa

• Care of China's Orphaned and Abandoned

• Coalition For The Homeless - New York