Statistics School Extension - An Introduction to Financial Risk Management

Friday 19 Feb 2016, 13:30 → 15:15 Europe/Berlin

SR4 (DESY Hamburg)

In this 2x45 lectures you will get information on - how investment risks are estimated in the finanical sector, e.g. on the Value-at-Risk (the maximum loss which will not be exceeed with a given probability) - the underlying mathematical/statistical concepts and tools. The lecturer, Thorsten Oest, was formerly an experimental particle physicist (working in Jade, Argus, Aleph and HERA-b) and is working since the early 2000's for the company d-fine Gmbh, a consulting firm in the field of risk and finance.

1 Intro to Financial Risk Management I

Speakers: Jochen Meyer (d-fine), Thorsten Oest

R code d-fine_desyschool.R

Slides 2016-02-19_Terascale_Statistics_School.pdf

Timeseries timeseries.RData

14:15 Coffee Break

2 Intro to Financial Risk Management II

Speakers: Jochen Meyer (d-fine), Thorsten Oest