4th International Workshop on Quantitative Finance

4th International Workshop on Quantitative Finance

The 4th International Workshop on Quantitative Finance is one of the collaborative activities of these four institutes, and this workshop in the area of Quantitative Finance is designed to guide the participants along the difficult terrain of Financial Mathematics to support their exploration and learning of the various theories of quantitative and mathematical finance. It [...]

The 4th International Workshop on Quantitative Finance is one of the collaborative activities of these four institutes, and this workshop in the area of Quantitative Finance is designed to guide the participants along the difficult terrain of Financial Mathematics to support their exploration and learning of the various theories of quantitative and mathematical finance. It will help participants to obtain a good hands-on learning experience with different tools used in quantitative finance. The workshop will explore different introductory aspects like (i) Asset Pricing Model (CAPM, APT, etc.); (ii) Derivative Pricing; (iii) Mutual Funds; (iv) Investment performance measures and Valuation; and (v) Risk Management. Emphasis will be on different quantitative and mathematical modelling techniques like, (i) Statistical estimation; (ii) Optimization; (ii) Time series analysis; (iv) Stochastic Calculus, as applicable to quantitative finance. The stress in this workshop will be, to enhance problem solving ability in the area of finance, to different groups of participants, namely people from academia and those from finance related industries, like banks, financial institutions, investment banks, etc. The instructors of the workshop are reputed faculty members from IDRBT, IGIDR, IIT Kanpur and RPI, who along with able resource persons from academia and industry, will deliver the material through class lectures, up to date course materials, and hands on tutorials.


From


22nd - December 2012


To


25th - December 2012


Categories


Kanpur

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