The program is designed to impart a comprehensive training on the application of Statistics,
Econometrics and Simulation technologies in the financial markets.
PROGRAMME CONTENTS:
- Characteristics of distribution
- Dispersion and measures of dispersion and relevance to Risk Management
a. Range b. variance and standard deviation c. Quartile and percentile
o OLS, goodness fit R^2 chisquare, modelling Issue
(Missing variables, multicollinearity, heteroscedasticity, autocorrelation)
- Probability distribution
- Moments of Distribution with respect to analysis on return
- Discreet probability distribution
- Continuous probability distribution.
o Standard normal Distribution
o Lognormal distribution.
o Gaussian
o Extreme value theory & EV distribution.
- Probability distribution (multivariate)
- Joint distribution
- Marginals
- Copulas
- Financial Time series analysis.
- stationary time series models b.non stationary time series model
- Forecasting volatility (UWMA, EWMA.ARCH, GARCH)
- VaR
- Binomial, Monte Carlo, Black-Scholes Model, Option Pricing
- Simulation & case studies
Target Audience:
Research Analyst, Economist, Credit Rating Agencies, Insurance Companies, FII's, Investment Bankers, Risk Management Executive, Brokers, Traders, Modellers, Consultant, Academicians, Portfolio Mangers, AMC, Fund Managers, Treasury professionals, Financial Products Marketing Teams & Financial Intermediaries.
DURATION & TIMINGS:
2 Day
9.30 am to 5.30 pm
FEES:
Rs. 8,000/- + 10.30% (Service Tax +Education Cess) inclusive of workshop fee, study material, computer facility to each participant for hands-on practice, snacks and lunch.
PROGRAMME COORDINATOR
Nadeem Alam
For further details regarding registration, contact:
E-mail: training@bseindia.com
Phone: 022 - 2272 8303, 6136 3155
Fax: 022-22723250
