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Shannon Callan - Highlights of useR conference - LA R meetup - Sep 2014

E936a58f495e26123f9f537ea31968f7?s=47 Data Science LA
September 06, 2014
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Shannon Callan - Highlights of useR conference - LA R meetup - Sep 2014

E936a58f495e26123f9f537ea31968f7?s=128

Data Science LA

September 06, 2014
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  1. LA R Meetup Highlights from the useR! 2014 Conference Shannon

    Callan, CFA Digital Trend Analytics Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis ) Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis )
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  8. Pricing Credit Derivatives in R Assumptions: • Default Rate (.03)

    • Recovery Rate (.40) • Loan Correlation
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  18. LA R Meetup Highlights from the useR! 2014 Conference Shannon

    Callan, CFA Digital Trend Analytics Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis