Workshop on Mathematical Finance (WMF 2012)
(An IIT Guwahati - IISc Mathematics Initiative Event)
Department of Mathematics, IIT Guwahati
Date of Function: October 29 - November 03, 2012
Financial markets, especially derivative markets have seen unprecedented global growth in the last four decades in terms of diversity, volume and sophistication. The requirements of innovation, especially in terms of complex pricing requirements, have given a great impetus to the growth of mathematical finance as an important area of study. In order to facilitate awareness and growth of research in this area, Indian Institute of Technology Guwahati and IISc Mathematics Initiative (IMI) is organizing a "Workshop on Mathematical Finance" at IIT Guwahati. Some of the areas that are intended to be covered in the workshop (through a series of lectures) are: Stochastic Calculus, Stochastic Differential Equations, Option Pricing, Portfolio Management, Computational Finance, Econophysics and Risk Management.
The workshop is aimed at an audience comprising of initial graduate students, research scholars, academic and industry participants. Candidates from the North-Eastern states are particularly encouraged to apply for the workshop.
Contact
For more information about the workshop, contact:
N. Selvaraju / Siddhartha P. Chakrabarty
Department of Mathematics
Indian Institute of Technology Guwahati
Guwahati - 781 039, Assam, India
Phone: +91-361-258 2611 / 2606
Fax: +91-361-258 2649
E-mail: wmf2012@iitg.ernet.in
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