August 14 - August 19
6-DAY INTENSIVE QUANTITATIVE COURSE 14-19 Aug 2017, New York University
This Quantitative Finance course taught by Attilio Meucci provides broad picture and in-depth understanding of quantitative risk management and quantitative portfolio management for Asset Management, Banking, and Insurance, from instrument to enterprise risk level.
- Education: intensive, heavily quantitative, comprehensive 6-day course, with 50 hours of instruction (lectures and practice sessions). Topics include portfolio construction, factor modeling, liquidity, trade execution, estimation/data mining, risk modeling, optimization, and much more…
- Networking: Gala Dinner, Social Mixer, and other events with industry leaders, renowned academics and the 300+ fellow attendees. Past guests include Almgren, Carr, Derman, Dupire, Gatheral, Lipton, Litterman, Litzenberger, Lo, Madan, Mercurio, Shreve.
- ARPM Lab: continued online access to ARPM’s body of knowledge, with cross-referenced theory, examples, case studies, solved exercises, interactive code, videos, slides. The ARPM Lab is constantly updated
- Certifications: 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities; (optional) ARPM Certificate®
- (Optional, free) pre- Bootcamp Conference
- In operation since 2007, with over 2,000 alumni globally including industry leaders and respected academics
Please contact email@example.com for a group discount.
*When registering, select the ‘Affiliate’ and enter “NYSSA” in the Discount Code box
All requests for Withdrawals must be submitted in writing and dated. The date of the request will be the date it is received by NYSSA. Requests may be faxed to (212) 541-4677, or emailed to firstname.lastname@example.org.
Withdrawals from events, live or streaming, are subject to the following policy:
- 24 HOURS ADVANCED NOTICE OR MORE: Credit to be issued (to be used within 6 months)
- LESS THAN 24 HOURS OR AFTER EVENT HAS STARTED: No refund
For more information: Policies and Procedures