The Financial Mathematics department of Fraunhofer ITWM is offering a two-days workshop on Finance with R: %----------------------------------------------------- [Workshop] Finance with R %----------------------------------------------------- Oct 20, 2011, 10:00-17:00 and Oct 21, 2011, 9:00-16:00 Fraunhofer ITWM, Fraunhofer-Platz 1, 67663 Kaiserslautern, Germany %----------------------------------------------------- Scope and purpose %----------------------------------------------------- This workshop provides an introduction to R for professionals and academics in Finance. It gives an insight into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and preparation of reports, according to their relevance in Finance. Besides providing insight into financial modeling in R, in particular we demonstrate the use of the Rmetrics family of R packages as well as an R bridge to the Quantlib library. We also cover integration of R into Excel, interaction with Matlab, and import from Bloomberg. %------------------------ Benefits of attending %------------------------ The workshop provides insight into statistical models and concepts in R which are useful for various problems arising in Finance. The attendees will be able to import datasets into R, analyze them statistically and apply concepts from time series modeling. In practical sessions, the attendees will learn and practice how to use R. The fee for the workshop is 500 EUR. For further details, see http://www.itwm.fraunhofer.de/en/departments/financial-mathematics/events/2011-workshop-series.html Peter Ruckdeschel -- Dr. habil. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax : +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de http://www.itwm.fraunhofer.de/abteilungen/finanzmathematik/mitarbeiterinnen/mitarbeiter/dr-peter-ruckdeschel.html