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Murmann School of Global Management and Economics, Kiel Institute for the World Economy; Christian-Albrechts-University of Kiel

November 13-14, 2008
Executive Course "Understanding Financial Market Risk" - Murmann School of Global Management and Economics
Kiel, Murmann School of Global Management and Economics, Germany
Prof. Stefan Mittnik, Ludwig-Maximilians-Universit?_t M?_nchen, Germany. Financial risk management is of vital concern in all enterprises, not only in financial institutions. This workshop gives insights into the issues and challenges of managing financial market risk. We start by defining the goals of financial risk management and assessing the regulatory framework. Customary concepts of measuring financial risk, such as volatility and Value-at-Risk, are reviewed and critically assessed with respect to their assumptions and their performance. We, then, look at new developments in the field of measuring and modeling market risk. In a next step, you will be introduced to conventional and recently developed forecasting techniques, helping you to make more informed decisions. Finally, we will discuss applications in the context of financial decision making and portfolio optimisation. [gem?_?? den Informationen des Anbieters - according to site editor's information] Diese Website existiert nicht mehr. [Redaktion EconBiz - editors EconBiz]
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