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Finance with R / Workshops

In-depth workshops covering specialization topics of Finance with R

Workshops


In-depth knowledge / Finance with R

Welcome to the Workshops section of Finance with R - besides our online offerings, we offer a set of specialized offline workshops. We aim to offer knowledge that is not available anywhere else, i.e. creating an unique experience with instructors that have both academic and industry background.

Our Workshops

Stochastic Portfolio Optimization - Foundation [SPO1]

In this workshop we extend the basic concept of Markowitz risk-return portfolio optimization to contemporary stochastic optimization. After reviewing the foundation of scenario-based profit&loss-distribution portfolio optimization, real-world examples incorporating relevant risk measures (Expected Shortfall, Omege ratio, ...) as well as one extensive case study with a large asset universe and applying a set of important organizational and regulatory constraints will be discussed in a hands-on approach.

Click here to find out more about this workshop

Stochastic Portfolio Optimization - Advanced [SPO2]

Based on the Foundation workshop advanced topic will be covered, especially multi-stage stochastic portfolio optimization as well as heuristic approaches towards solving optimization problems involving non-convex risk measures. A case study incorporating trading strategies into portfolio optimization will be presented.

Contemporary Monte Carlo Methods [CMC1]

In this workshop the concept of Monte Carlo methods will be applied to various financial problems, especially option pricing as well as time-series bootstrapping and heuristic portfolio optimization.

Upcoming Workshops


DateWorkshopLocationLanguage
June, 13th, 2017Stochastic Portfolio Optimization - FoundationFrankfurt am Main, GermanyGermanRegister!
July, 4th, 2017Stochastic Portfolio Optimization - FoundationVienna, AustriaGermanRegister!
July, 11th, 2017Stochastic Portfolio Optimization - AdvancedVienna, AustriaGermanRegister!

Contact Us


Email: quant AT finance-r.com