Optional Summer Activities

Advanced Risk and Portfolio Management Bootcamp

August 12-19, 2017, New York University

This weeklong Quantitative Finance Course taught by Attilio Meucci provides broad picture and in-depth understanding of quantitative risk management and quantitative portfolio management for Asset Management, Banking, and Insurance, from instrument to enterprise risk level.

Topics include portfolio construction, factor modeling, liquidity and execution, estimation/data mining, risk modeling, optimization, and much more.

The program is delivered as theory, live simulations, review sessions and exercises.

In operation since 2007, the ARPM Bootcamp has over 2,000 alumni from around the world, including industry leaders and respected academics.

Information about scholarships, internships and on how to submit applications will be communicated at a later date.