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Course on Option Pricing: A Computational Framework at IIT (ISM) Dhanbad [Apr 14-19]: Register by Apr 10

Course on Option Pricing: A Computational Framework at IIT (ISM) Dhanbad [Apr 14-19]: Register by Apr 10

IIT ISM Dhanbad Course 2020
IIT ISM Dhanbad Course 2020
About the course

Options are frequently used nowadays as hedging instruments to protect the investors from potential losses. The associated option pricing problems are modeled through numerous types of differential equations, some of which are stochastic whereas the others are deterministic. Seeing that the values of these options depend on other assets for which these are written, an in-depth study of how these options are modeled and valued plays an important role.
Furthermore, such models are very complex and hence their sophisticated approximation by means of suitable computations techniques is unavoidable. The aim of this course is therefore twofold: (a) introduce the participants with basics of option pricing, and (b) an extensive discussion on various computational tools to simulate these types of problems.


The objectives of the course are:

  • To introduce the post-graduate students and emerging researchers to financial instruments, their modeling and simulations
  • To equip the participants with relevant mathematical skills through sophisticated analytical and computational tools from financial engineering,
  • To expose the participants to some robust simulation techniques which are used to price some financial instruments.
Who should attend?
  • 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 or completed.
  • You are an executive/ business analyst/ financial analyst/ banker/ scientist/ faculty member Some quantitative background in Mathematics/ Statistics/ Economics may be an advantage.
  • Faculty: Rs. 2000
  • Ph.D. Scholar: Rs. 1500
  • UG/PG Student: Rs. 1000
  • Last date of registration is 10 April 2020

Dr. Gajendra K. Vishwakarma
Phone: 0326-2235920, 09471191338
E-mail: vishwagk[at]

For more details, click here.

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