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PRMIA Education Event
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| Analytical Foundations of Risk Measurement |
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Jan 29, 2009
6:00 PM |
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Cost :
Sustaining Members:
US$645.00
Free/Non-Members:
US$695.00 |
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| Meeting Venue |
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The George Washington University
School of Business
Duques Hall
2201 G Street Northwest
Washington DC |
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PRMIA AND THE GEORGE WASHINGTON UNIVERSITY BUSINESS SCHOOL
Analytical Foundations of Risk Measurement
Session II
January 29 & February 5, 2009
6:00 p.m. - 9:00 p.m.
You can register for this individual session or for the complete course which includes all eight sessions.
Those who register for the complete course, and who pass a comprehensive exam, will be issued a certificate from The George Washington University School of Business and the PRMIA Institute.
Session II focuses on the mathematical foundations of risk measurement. This course will be taught so that it is accessible to all, providing the necessary understanding of basic financial mathematics used in risk management.
January 29, 2009
- Mean, median, mode
- Weighted averages
- Standard deviation, variance
- Chebychev's rule
- Normal approximation
- Covariance, correlation coefficient
- Skew, curtosis
- Basic rules of probability
- Conditional probability
- Independence
- Random variables
- Discrete distributions
- Expected value
- Variance, covariance
February 5, 2009
- Normal distribution
- Binomial distribution
- Central Limit Theorem
- Simple linear regression (one variable): excel output, R-squared, hypothesis tests, confidence intervals
- Multiple linear regression (multiple variables)
- Examples of non-linear regression
CANCELLATION: A refund (less a US $100 administration fee) will be made if formal notice of cancellation is received two weeks prior to the date of the event. We regret that no refunds will be made after that date. Substitutions made at no extra charge.
Disclaimer: The program may change due to unforeseen circumstances. |
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| Presenters |
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| Dr. Robert Savickas,
Associate Professor, Dept. of Finance,
The George Washington University |
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