Cari Colleghi,
vi segnalo una scuola estiva (di alto profilo) in finanza quantitativa, che si terrà dal 15 al 21 Agosto 2016 alla New York University.
Di seguito trovate tutte le informazioni sul Bootcamp.
Cordialmente, Francesco Cesarone
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Hi Francesco,
As every year, ARPM is organizing the *Advanced Risk and Portfolio Management Bootcamp* http://www.arpm.co/bootcamp/, an intensive, quantitative 6-day course that will be held on 15-20 August at the New York University.
As a past attendee and collaborator of SYMMYS/ARPM, we kindly ask you to help us spread the word by forwarding the present message -where we summarize the key highlight of the course- to your contacts. Moreover, we are trying to expand our partnerships with the universities. If you or any of your contacts would be interested in using the *ARPM Lab* http://www.arpm.co/lab/ (an interactive educational online platform including theory, case studies, videos, exercises, and interactive Matlab/Python code) for their courses, or in collaborating on research or survey projects related to quantitative risk and portfolio management (directly or through Master’s or PhD students), we would be glad to establish a connection.
The ARPM Bootcamp, taught by Dr. Attilio Meucci, has a rich program that is constantly updated and covers: estimation/data mining, factor modeling, risk modeling, portfolio construction, optimization, liquidity and execution, and much more. The program is presented in a unified framework, so that, even while exploring each topic in depth, the big picture is never lost. For the most technical topics, along with rigorous material (all available during and after the course) we use live simulations and exercises to help grasp the intuition.
Beside suffering though math and technical lectures, the ARPM Bootcamp is an enriching personal experience. Networking is facilitated during social events. In particular, the Gala dinner provides a rare opportunity to engage in informal, intimate conversations with world-renowned quants. Past guests have included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more.
The course is preceded by a 2 day conference on Python and MATLAB programming for Advanced Risk and Portfolio Management (included in the ARPM Bootcamp fee).
After the course a (free) optional exam can be taken to be awarded the ARPM Certificate. We have reduced fees for Students and Academics ($1100 instead of $2100) and further reduced rates for groups (2 x $1000 each, 3 x $950 each, ... down to $750 for groups of 7+)
For more information, testimonials and registration, please visit our website: www.arpm.co
Thank you for your help!
Best regards Zorica
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