Educating the quantitative finance community
Promoting the highest standard in practical financial engineering, the CQF Institute provides a platform for educating and building the quantitative finance community around the globe.
Featured Video
Correlation Stress Testing of Stock and Credit Portfolios
In this video, Professor Natalie Packham explains how she develops a general approach for stress testing correlations in stock and credit portfolios, using Bayesian variable selection methods.
Tue 9 Mar 2021
1 hour and 19 mins
