This further education programme provides a very application-oriented insight into the "R" software with a focus on the financial services industry. For participants who have no prior knowledge of R, an optional introduction is offered at the beginning.

The course will then focus on multivariate methods, machine learning techniques, time series and predictive modelling.

In addition, various R packages and applications for different IT infrastructures will be presented and applied with a special focus on financial service providers.

Depending on the focus of the audience, in-depth topics from the following pool will also be covered: Parametric volatility modelling in R, interest rate models / fixed income, predictive models in pricing, uncertainty measurement and exposure calculation in loss reserving, longevity risk and mortality tables, calculation of value at risk and expected shortfall in R, copulas in R and credit risk in R.