1. ÁÖÁ¦ : <½ÃÀåÆø¶ô°ú °¡º¯¼º ½ÃÀåÀÇ ¸ðµ¨>
(Market Crashes and Modeling Volatile Markets)
- Àü°ø ±³¼öÀÇ Á÷Á¢ Å뿪À¸·Î ÁøÇà
2. ÀϽà : 2012. 1. 12(¸ñ) ~ 1. 14(Åä)
(¸ñ,±Ý - 19:00~21:30, Åä-10:00~15:00)
3. Àå¼Ò : ÆÄÀ̳½¼È´º½º ¼¼¹Ì³ª½Ç (¿©Àǵµ)
4. ÁÖÃÖ : Çѱ¹´º¿åÁÖ¸³´ëÇб³, ÆÄÀ̳½¼È´º½º
5. Çà»ç±Ô¸ð : 30¸í
6. °ü½É´ë»ó : Portfolio Managers, Risk Managers, Quantitative Analysts,
Treasurers, Asset Managers, Consultants & Advisors,
CFOs and CIOs: Banks, Hedge Funds, Pension Funds,
Endowments & Foundations, Funds of Funds, Family Offices,
Corporate Treasuries, Insurance Companies, °ü½É ´ëÇÐ(¿ø)»ý
7. Âü°¡ºñ : ÀϹÝÀÎ 50¸¸¿ø, ´ëÇпø»ý ÀÌÇÏ 20¸¸¿ø
8. °»ç : Dr. Svetlozar (Zari) RachevHe is one of the world foremost authoritie
s in the application of heavy-tailed distributions in finance, author of 14 books and over 300published articles on finance, econometrics, probability, statistics and actuarial science. He holds a Ph.D. from Lomonosove University and Doctor of Science Degree from Steklov Mathematical Institute (Moscow).(´õ ÀÚ¼¼ÇÑ Á¤º¸ : http://www.ams.sunysb.edu/~rachev/ )