About the Course
Financial Mathematics continues a rich engineering tradition whereby the strengths of the faculty in research, education and leadership are applied to expand knowledge and apply new knowledge for the benefit of humanity by addressing the complex problems of modern society. Understanding and navigating today’s rapidly evolving world-wide economic and financial landscape presents one of society’s most challenging modern problems.
A derivative is a security with a price that is dependent upon or derived from one or more underlying assets. The derivative itself is a contract between two or more parties based upon the asset(s). Its value is determined by fluctuations in the underlying asset(s) which include stocks, bonds, commodities, interest rates and market.
This course will provide more general ideas and in-depth introduction on several advanced topics in Financial Mathematics and computing.
The objectives of the course are:
i) To bring closer to the students vast applications of Financial Mathematics to modern methods for analysis.
ii) To provide an introduction to the financial derivatives using sophisticated analytical and computational tools.
iii) To expose the participants to different option pricing models, their valuations and related portfolio optimization.
iv) To learn some simulation techniques.
- You are a Ph.D. scholar or a student have enrolled for one of the following degree programme: MBA/BBA/M.Com/B.Com/MA/BA/M.Tech/B.Tech/MSc/BSc.
- You are an executive/business analyst/financial analyst/banker/scientist/faculty member.
- Participants from abroad: US $ 125
- Industry/Research Organizations: Rs. 2000
- Academic Institutions:
a) Faculty: Rs. 2000
b) Ph.D. Scholar: Rs. 1500
c) UG/PG Student: Rs. 1000
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