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.
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.
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.