Lucas - Profe de gestión de riesgos - Madrid

1^ra clase gratis

Lucas

Tarifa $1872
Respuesta 1h
Alumnos
Número de alumnos que Lucas ha acompañado desde que se unió a Superprof
11
Número de alumnos que Lucas ha acompañado desde que se unió a Superprof

$1872/h

1^ra clase gratis

Gestión de riesgos
Econometría
Probabilidad

R SPSS Eviews Stata Gretl Econometrics & Statistics for Master Thesis (via Skype)

Name: Lucas
Address: Madrid, UY
Telephone: undefined
Price range: $1872

Gestión de riesgos
Econometría
Probabilidad

Modalidad de la clase

- online

Sobre Lucas

MsC in Engineering with top marks and research assistant of Econometrics for Italian top University. Business Expert in Risk Management. Academic Research in Quantitative Finance and Algorithmic Trading. Common discipline covered: Econometrics (with applications in R, Stata, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regressions to all statistical applications), Risk Management, Mathematics, Computer Science I help with assignments, exams, presentations, advanced research, dissertations, big programming projects and general skill enhancement. Proficient in all major statistical packages: R, SPSS, Stata, Matlab, EViews, Gretl. Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,...

Acerca de la clase

Technical Skills (application and often implementation from scratch): 1) Econometrics: Multivariate Regression, Discrete variable models (i.e. Logit), Time series models (i.e. AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Black-Litterman model (Meucci's approach), Hierarchical Risk Parity 2) Quantitative Trading (Mid-High Frequency Trading): Stat Arb & Pairs Trading models, Order Imbalance & Order Replenishment effects on intraday returns, Optimal Setup of Entry-Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data sampling rules for non equally-spaced data (time vs. volume clock for high freq data), Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayashi-Yoshida Lead-Lag Index, D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points trading rule, Trend Following Strategy, Avellaneda-Stoikov Model for Optimal Trading Execution 3) Risk Management: P&L production & analysis for energy trading, VaR & Profit at Risk for energy trading, Merton approach for Credit VaR with/without credit rating migrations, EVT & Copula-based VaR, Stress Test models, Structured Credit Models for Regulatory Risk-Transfer, Additional Value Adjustments for Balance Sheet, Risk Aggregation, Model Risk, Interpolation Methods for multi-year PD Term Structure, Methods for Semidefinite-Positive Corr Matrix Adjustment 4) Financial Mathematics: Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, CPPI Products & Cushion Multiplier Setup 5) Machine Learning: Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, Random Forest

Precios

Tarifa

$1872

Precios de packs

5 hrs. $9360
10 hrs. $18720

online

$1872/h

clase gratis

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Ver los profesores de gestión de riesgos

R SPSS Eviews Stata Gretl Econometrics & Statistics for Master Thesis (via Skype)

Modalidad de la clase

Sobre Lucas

Acerca de la clase

Precios

Tarifa

Precios de packs

online

clase gratis

Profesores de Gestión de riesgos similares

Diana

Jonathan

Federico

Gastón

Enzo

Jorge

Viviana

Joaquin

Andres

Guillermo

Sere

Sofía

Lucía

Hugo

Fiorella

Fermin

Matias

Julio

Giovanni

Daniel Nicolas

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