Harvard Statistics Summer Retreat
June 19-23, 2006
Recent Advances in Computational Finance: Statistical Methods in Credit Risk Modeling and Risk Management
An intensive intellectual retreat, a week of Harvard experience, and an opportunity to interact directly with world-class faculty and scholars for professionals who use sophisticated quantitative methods in working with financial data, for quantitative analysts in the finance industry who wish to jump-start their careers, or for those who desire to enhance their quantitative skill and knowledge through intensive statistical training.
The foundation of your learning experience is designed and delivered primarily by renowned Harvard faculty members whose expertise includes Bayesian statistical inference, stochastic modeling in Finance, complex data analysis, and statistical and scientific computing.
Your learning experience will be further enriched by prominent guest speakers, including keynote speakers Professor Andrew Lo and Professor John Campbell and plenary invited speaker Professor Sheldon Ross, who will expose you to cutting-edge modeling techniques in the areas of credit risk modeling and risk management.
In addition, there will be ample opportunities for networking among participants in order to make your stay at Harvard more enjoyable. Social events include a cocktail reception, banquet dinner, and Harvard campus tour, daily continental breakfast, lunch, and refreshments.
Upon successful completion of the course, a certificate issued by the Harvard Statistics Department will be conferred.