ARPM/CAMRI 2-Day Quant Portfolio & Risk Management Intensive Course
March 31 - April 1, 2017
This 2-day ARPM/CAMRI Quant Portfolio & Risk Management Course is an intensive, heavily quantitative and comprehensive 2-day course offered at NUS. It is a subset of the highly-popular ARPM quantitative finance bootcamp taught in New York City over a one-week period. Topics covered in the Singapore program include market, credit & liquidity risk modeling, factor modeling, optimal trade execution and convex/concave investment strategies, such as option-based portfolio insurance (OBPI), optimal dynamic control, constant proportion portfolio insurance (CPPI) and drawdown control.
The Course lecturer, Dr Attilio Meucci, CFA, is the founder of Advanced Risk and Portfolio Management (ARPM) and CAMRI Visiting Senior Research Fellow. Dr Meucci was formerly the Chief Risk Officer at KKR in New York.
This Course includes ARPM Lab access for 1 year for Professionals, and 1 month for Students/Faculty. The ARPM Lab refers to constantly updated and continued online access to ARPM’s body of knowledge, with cross-referenced theory, examples, case studies, solved exercises, interactive code, videos, slides.
Certifications: eligible for Singapore’s Financial Training Scheme (FTS) claim, 16 CFA Institute CE and 16 GARP CPD credits.
For registration and pricing info, visit the Course website by clicking here.