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