VaR Seminar in Vienna

28-Apr-11, the  compact-seminar UnRisk VaR -  The UnRisk Option in Risk Management  will take place in Vienna.

UnRisk consortium is pleased to invite to a free seminar 
We want to point out that VaR is not the end but the beginning of advanced risk management processes and that UnRisk calculates VaR Cubes for a deeper understanding of sources and impact of different risk factors blazingly fast - often in minutes, not hours.
The event will cover:
  • VaR Types – advantages and drawback of historical, parametric and Montecarlo VaR    
  • Risk Factors – interest rate, exchange rate, equity, credit and volatility risk, and even more risk factors   
  • VaR Cubes – portfolio level, instrument level, single risk factor and contribution VaRs  
  • Implementation – fast engines, computational minimalism and high-level programming in the Mathematica front-end 
Event benefits:
  • Exclusive insight. – sources of misunderstanding and full explanations of the methodologies and implementations
  • Practical examples - live
Who should attend: Quants and risk professionals.