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Financial Risk Modelling in Stata

Date of Appearance: 
Feb 7, 2017
Duration of the course: 
Apr 27, 2017 to Apr 28, 2017
Application Deadline: 
Apr 21, 2017

Financial Risk Modelling in Stata

Date of Appearance: 
Feb 7, 2017
Duration of the course: 
Apr 27, 2017 to Apr 28, 2017
Application Deadline: 
Apr 21, 2017
TStat Training
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Course Details

Professional Training
Credits or certification after course completion: 
Certificate of participation will be issued at the end of the course
Study Options: 
Full-Time

Course Fees

Regular Fee: 
€1 200,00
International Student Fee: 
€540,00
Comment: 
Participation fees depend on the individual's current status: Students*: € 540.00 Academic: € 900.00 Government/Nonprofit: € 1050.00 Commercial: € 1200.00 *To be eligible for student prices, participants must provide proof of their full-time student status for the current academic year. All fees are subject to VAT (applied at the current Italian rate of 22%).

Location of Course

Location: 
FLEMING’S HOTEL FRANKFURT-CITY
Eschenheimer Tor 2
60318 Frankfurt am Main
Germany

The growth in financial instruments during the last decade has resulted in a significant development of econometric methods (financial econometrics) applied to financial data. The objective of Financial Risk Modelling in Stata is to offer participants a comprehensive overview of the principal methodologies, both theoretical and applied, for the analysis risk in financial markets. More specifically, the course focuses on the modelling and forecasting of financial time series and their conditional volatility utilising both univariate and multivariate models. A number of alternative GARCH models, models of conditional correlations, and value-at-risk models will be reviewed.

In common with TStat’s workshop philosophy, participants will obtain extensive hands-on experience of the issues under consideration, working on example financial datasets under the careful guidance of the course tutor. Although the course is to be considered primary of an applied nature, technical treatment of the analysis in hand, will however, be provided into order to allow participants to properly address real world applications.

Prerequisites:

  • Participants are required to have a basic knowledge of either econometrics or statistics and the statistical software Stata.

Language Requirements: 
English

Class Size: 
less than 10 students

Average % of International Students: 
around 50%

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