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Financial Statistics & Risk Management Program
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Rutgers University :: Financial Statistics and Risk Management

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Financial Data Science & Risk Management Program

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News & Events

  • News & Annoucements
  • FSRM Newsletters
  • Seminar Listing

Seminar Listing

  • 2016 - Fall
    • Quantitative Investment Strategies at Goldman Sachs - Alpha, Liquid Alternatives, Advanced Beta, Traditional Beta
    • "Professional Branding : A Tool for Success"
    • Imagine Software Company Information Session and Practitioner Seminar
    • Munich Re Company Information Session and Practitioner Seminar
    • Yong Ma, Managing Director Risk Management, COO for Risk Analytics, Morgan Stanley
    • Statistics and Risk Management in Banking
    • Guggenheim Partners Overview, What the Risk Management Team does, how the FSRM program has helped me, Insights on Liquidity Risk Measurement and its Regulation
    • FSRM Boot Camp: Understanding the Market Basics
  • 2015 - Spring
    • SEVEN SINS OF QUANTITATIVE INVESTING 
    • Generating Alpha with Equity  P/E Factor Models 
    • Quantitative Practices in Credit Risk for CCAR/DFAST Stress Testing
    • Do Statistics Have Predictive Power for Financial and Environmental Extreme Events
  • 2014 - Spring
    • Basel Capital Framework and Risk Modeling
    • A Transformed Copula Function Approach to Credit Portfolio Modeling
    • Filtering Noise from Correlation/Covariance Matrices. Implications for Trading, Asset Allocation and Risk Management
    • Stock Market Inefficiencies Over the Last Six Decades
    • IMPACT OF REGULATION (CCAR, D-F, Basel) AND CURRENT STATE AND TRENDS IN JOB MARKET FOR QUANTITATIVE RISK MANAGEMENT
    • A Structural Model of Sovereign Credit and Bank Risk
    • Applications of Statistics in the Credit Card Industry
    • Statistical Quirks, Subtleties, and Surprises in Financial Data
    • Quant Trading: Who does it and  What is it?
    • Deconstructiong Black-Litterman - Or How to get the Portfolio You Always Knew You Wanted
    • Optimal Hedging Monte Carlo
    • Experiments in Conditioning Risk Estimates with Quantified News
  • 2014 - Fall
    • Models and Algorithms for Understanding the US Equity Derivative Markets
    • Multiperiod Portfolio Selection and Bayesian Dynamic Models 
    • Utilizing  'Big Data' to Generate Alpha in Portfolios of Consumer Equities
    • Notes on the Role of Transaction Costs in Portfolio Analysis 
    • Is There Alpha in Stock Buybacks? A Case Study

News & Announcements

  • In Memoriam: Neville E. O’Reilly
  • FSRM Ranked Among Top 25 Global Quant Finance Programs
  • GRE & TOEFL Test Delays Due to Coronavirus
  • Gordon Ritter to teach FSRM Course "Advanced Statistics for Finance"
  • GRE/GMAT Score Submissions are waived...
  • FSRM application for Module 1, PRMIA University Membership
  • FSRM Selects Imagine Software, Inc. as Strategic Partner

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