ECTS credits: 1
Trainer: Dr. Paul Magro

The learner will be able to:

• understand the mathematical and statistical concepts of risk.
• distinguish between qualitative and quantitative measures of risk and to know how conversion from one to the other can take place.
• differentiate between classical and Bayesian probability.
• simulate events with ascribed risk weightings.
• describe a probabilistic distribution and to simulate it using a computer.
• describe and compute the moments of the data underlying a specific risk-related variable.
• understand integrative and differential calculus and to simulate it using a computer.
• understand Regression Analysis in the context of risk (applied in MS Excel).
• understand and use Forecasting Techniques (applied in MS Excel).
• comprehend CAPM & Black-Sholes Model (applied in excel) as well as their limitations in practice.

Venue

Tower Training Centre
Lower Ground Floor, Tower Business Centre, Tower Street, Swatar, Malta. (view map)

(Free parking available at level minus 5)

Trainers

Dr. Paul Magro

Dr Magro is Co-Founder and Managing Director at RiskCap and is responsible for risk management and quantitative research. He joins RiskCap after recently receiving his PhD in Finance at the University of Bangor in June 2013. His research focused on hedge fund performance and risk, persistence and capital flows and is in the process of being published in top rated international journals. Paul is also a visiting lecturer at the University of Malta’s Banking and Finance department lecturing on hedge fund strategies, alternative investments and financial modelling. Paul is a member of the Malta Association of Risk Management and is a Certified Risk Manager (CIRM).