Explore a thought-provoking seminar on simulating tail risk scenarios presented by Renyuan Xu from the University of Southern California. Delve into advanced quantitative finance concepts as part of the 2022-2023 Quantitative Finance Seminar series hosted by the Fields Institute. Gain insights into innovative approaches for modeling and predicting extreme financial events, enhancing risk management strategies in the ever-evolving world of finance. Discover cutting-edge techniques and methodologies that can be applied to better understand and prepare for rare but impactful market occurrences.
Overview
Syllabus
Learning to Simulate Tail Risk Scenarios
Taught by
Fields Institute