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Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice

by on Mar 09, 2012

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Dr. Sanjiv Das has held positions as at Citibank, Harvard University Professor and Program Director at the FDIC’s Center for Financial Research. His research relies heavily on R for analysis and ...

Dr. Sanjiv Das has held positions as at Citibank, Harvard University Professor and Program Director at the FDIC’s Center for Financial Research. His research relies heavily on R for analysis and decision-making. In this webinar, Dr. Das will present a mix of some of his more current and topical research that uses R-based models, and some pedagogical applications of R. He will present:

* An R-based model for optimizing loan modifications on distressed home loans, and the economics of these modifications.

* A goal-based portfolio optimization model for investors who use derivatives.

*Using network modeling tools in R to detect systemically risky financial institutions.

*Using R for web delivery of financial models and random generation of pedagogical problems.

Promising to be entertaining and enlightening, this webinar will emphasize the interplay of mathematical models, economic problems, and R.

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Using R for Analyzing Loans, Portfolios and Risk:  From Academic Theory to Financial Practice Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice Presentation Transcript