Value at Risk and Expected Shortfall, and other upcoming events

June 4, 2013

(This article was first published on Portfolio Probe » R language, and kindly contributed to R-bloggers)


Value at Risk and Expected Shortfall

A two-day course exploring Value at Risk and Expected Shortfall, and their role in risk management.

2013 June 25 & 26, London.

Lead by Patrick Burns. Details at the CFP Events site.

New Events

Thalesians — San Francisco

2013 June 5.

Jesse Davis on “Risk Model Imposed Manager-to-Manager Correlation”

Details on the Thalesian website.

Thalesians — London

2013 June 12 Lajos Gergely Gyurko on “Modelling and measuring slippage”.

Details on the Thalesian website.

Advanced Statistical Methods in Credit Risk

2013 June 13, 9AM — 5PM in London at the Royal Statistical Society.

Details on the RSS website.

Thalesians — New York

2013 June 19.

Emilian Belev on “A Structural Model of Sovereign Credit and Bank Risk”.

Details on the Thalesian website.

Behavioural Models & Sentiment Analysis Applied to Finance

2013 July 2-3 in London.

See details on the Unicom website.


2012 July 16.

Details at


2012 September 10.

Details at

14-10 Club

2013 September 12.

Mark Salmon: Does Herding Cause Momentum?

Allan Bradley: Genomics

Details at the 14-10 website.

14-10 Club

2013 October 3.

Lawrence Krauss: (tbc)

Paul Cannon: Extreme Space Weather

Details at the 14-10 website.

14-10 Club

2013 November 7.

Alastair Compston: Clinical Neuroscience and Experimental Medicine in the Context of Multiple Sclerosis

Hubert Huppert: Can One Make Money from Global Warming?

Details at the 14-10 website.


2012 December 3.

Details at

14-10 Club

2013 December 4.

John Oxford: Exhumation, Pathology & Genetics are Basic Ingredients to Reconstruct the Spanish Influenza

Roberto Trotta: Astrophysics, Cosmology

Details at the 14-10 website.

Previously Announced

Financial Regulation and Systemic Risk

2013 June 6 – 8, Paris.

Details at the conference overview.

PMAR Europe

Performance Measurement, Attribution and Risk.

2013 June 11-12, London.

Details at the Spaulding Group.

14-10 Club

2013 June 13.

Greg Davies on “Behavioural and Quantitative Finance”. Alexis Kirke presumably saying something about computer music.

Details at the 14-10 website.

useR! 2013

2013 July 10-12, La Mancha.

The conference website is

Follow on twitter: @useR_2013

R in Insurance

2013 July 15, London.

Details at the conference website.

London Quant Group

Autumn Seminar 2013 September 8 to 11 in Oxford.

Details on the LQG website.

Computational and Financial Econometrics 2013

2013 December 14 – 16, London.

Details at the conference website.

Even more events

MoneyScience has an events calendar.

To leave a comment for the author, please follow the link and comment on their blog: Portfolio Probe » R language. offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.


Mango solutions

plotly webpage

dominolab webpage

Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training




CRC R books series

Six Sigma Online Training

Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)