"The Prayer" - Ten-Step Checklist for Advanced Risk and Portfolio Management with Attilio Meucci

"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: http://symmys.com

For more details on "The Prayer", please refer to http://symmys.com/node/63

Products featured:  MATLAB, Statistics Toolbox, Optimization Toolbox

Product Focus

  • Financial Toolbox

Recorded: 10 Aug 2011