Francis X.Diebold Objectives:To develop an understanding of methods of modeling and forecasting the fundamentals that underlie financial asset returns, the returns themselves, and their volatility and correlation. The level of the discussion is designed to strike a balance between intuition and mathematical rigor. All participants will receive a complete set of Dr. Diebold s lecture notes.
Target Audience: Professionals in the financial services industry, central banks and international organizations from a variety of backgrounds, including banking, asset management, risk management, insurance and consulting, as well as "financial engineers", analysts, and economists. The course is self-contained, but some mathematical and statistical maturity is expected.
Hands-on Training: In addition to general sessions and specialized