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Sessional Event: Calibration of VaR models with Overlapping Data (Edinburgh)

When:
March 25, 2019 @ 5:00 pm – 7:00 pm
2019-03-25T17:00:00+00:00
2019-03-25T19:00:00+00:00
Where:
Royal College of Physicians
9 Queen St
Edinburgh EH2 1JQ
UK
Cost:
Free
Contact:
IFoA Events Team
0207 632 1498
Sessional Event: Calibration of VaR models with Overlapping Data (Edinburgh) @ Royal College of Physicians | Scotland | United Kingdom

The Extreme Events Working Party will present their paper on the calibration of VaR models with overlapping data.

Monday 25th March, 17:00 – 19:00 (17:30 start).  Royal College of Physicians, Edinburgh.  Event free to attend.

Further details and a link to book your place can be found here: https://www.actuaries.org.uk/learn-develop/attend-event/sessional-event-calibration-var-models-overlapping-data