Financial Modeling using S-PLUS and S +Finmetrics
Financial Modeling Using S-PLUS And S+Finmetrics
3-Day Professional Development Training Course
East Asia Training & Consultancy Pte Ltd invites you to attend a three-day professional development workshop, using S-PLUS & S+Finmetrics module to create and build models.
This course is designed to show how S-PLUS can be used in the analysis of financial data. The applications include: computation of risk measures, credit derivative pricing, alternative valuation of derivative securities, term structure of interest rates and commodity prices, stochastic volatility, earning prediction, weather risk analysis.
The statistical concepts and methodologies which will be covered include: heavy tailed and extreme value distributions, copulas, nonparametric regressions, time series and state space models, filtering and prediction, Monte Carlo simulations and scenario generation.
Illustrations rely on methods available with the latest version of S-PLUS and S+Finmetrics toolbox, as well as a set of tools developed by others. This course will provide participants with a strong foundation for conducting analyses of
The participants need not have familiarity with S-PLUS. However, the knowledge of some fundamentals of any statistical software will be useful. Basic knowledge of elementary statistics will be assumed. This course is not meant to teach the theory of statistical models, but rather to use them and show how S-Plus can be used to fit and analyze them.