Applications are invited for the Summer School on Mathematical Finance 2019 to be held during May 20-June 21. it is jointly being organized by Indian Academy of Sciences, Bengaluru, Indian National Science Academy, New Delhi, National Academy of Sciences, New Delhi and Chennai Mathematical Institute. Apply by March 15.
An Introduction to various concepts in mathematical finance, and related mathematics and statistics, with practical sessions and exercises.
- Probability and statistics
- Random walk
- Brownian motion
- Introduction to the workings of financial markets
- Financial time series
- Derivative pricing
- Portfolio optimization
- Risk management
Who Can Apply?
- Students in II, II or IV year of UG / I year PG program of Science, Technology, Engineering and Mathematics
- The student should be willing to learn Mathematics, Statistics, and Programming
- Participants will be doing hands-on exercises with R or Python.
- Mathematical background and interest in finance.
- Familiarity with programming (at least one of the following: C++/Python/Java/R).
- Participants are encouraged to bring their own Laptops.
- Accommodation on a subsidized basis.
- Stipend: ₹ 10,000.
- Certificate of participation from CMI.
May 20 (Monday), 2019 – June 21 (Friday), 2019.
Chennai Mathematical Institute, H1 Sipcot IT Park,
Siruseri, Chennai, TN – 603103, India.
How to Apply?
- Click Here for the Registration Form.
- Last Date to Apply: 15 March,
For further information, click here.