Wilmott-Taleb Seminar Booking Page

Wilmott-Taleb Seminar

Robust Risk Management With Wilmott And Taleb
AN EXCLUSIVE TWO-DAY WORKSHOP
PAUL WILMOTT & NASSIM NICHOLAS TALEB
1st/2nd March 2012
LONDON

Price: £1999 + VAT

In this course they will point out exactly where people are still making fundamental errors.

Subjects covered:

We live in a complex system. What does it mean?
Interdependence and risk sharing
Robustness, redundance and degrees of complexity
Those who can blow up will blow up
Why complex systems cannot handle leverage
The fate of complex derivatives
Which eggs we'll have to break to make the omelette: a glimpse at the only possible future
How to simulate fat tails
The concept of delta-alpha
The commonest quant mistakes
Why calibration does not work
The dangers of correlation
Importance of nonlinearity
Why simple models are often the best and why too much math can be dangerous
A summary of what to do Places for this course will go very quickly

Course benefits:

Two days with the two most influential derivatives practitioners
Learn about blow ups and how to avoid them
A focus on the wrinkles of practice by those who have most influenced appliedderivatives thinking
Restricted class size to maximize interaction and allow individual attention
Learn from the author of Paul Wilmott on Quantitative Finance
Meet Nassim Nicholas Taleb, author of Dynamic Hedging

Who should attend this course:

Derivatives professionals who want an extra edge
Risk managers who need to figure out things not in books and equations
Experienced traders who want some perspective
Sell-side managers who want to see where their money is at risk
Buy-side managers who want to improve their risk/return profile

Price: £1999 + VAT