Information about advanced methodologies in modelling dependency structures is hard to find and often fragmentary. In this 2-day programme, correlation and related dependency concepts take centre stage: After an introduction to empirical and mathematical properties of the traditional correlation concept, more recent methodologies are presented which allow deeper insights into real-world dependency structures and solve practical issues in working with scenario-based approaches and deriving forward-looking estimators.
Target Audience: risk analysts, quantitative analysts, investment analysts, asset managers both traditional and alternative, and system developers.
