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Registration
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Information about the Quantitative Finance Workshop
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. |
Who can attend
This workshop is specifically meant for dynamic professionals from industry, academically
oriented post graduate and doctoral students, business faculty members who have an aptitude
and interest in Financial Economics, Financial Engineering & Management, Statistics and
Financial Mathematics. People in academia and industry or anyone keen to gain knowledge
in the area of quantitative finance and its applications are strongly encouraged to apply for
this exclusive and unique workshop.
With an excellent blend of theory as well as practical examples and a comprehensive course
curriculum schedule, this workshop will undoubtedly be a very good learning experience for
the participants. In all, around 50~60 participants will be selected from across the country and
abroad, based on their vita, work experience, as well as reference letters (where applicable).
The workshop built on the expertise of highly distinguished faculty members from the four
collaborating institutions, as well as other stalwarts from academia and industry, is an
excellent opportunity for a superior learning experience. The applicant is advised that
although there are no pre-requisites for this workshop, some elementary knowledge of
mathematics and statistics will be helpful in keeping pace with the material delivered in the
workshop. |
Important Dates
First Round of Acceptance and notification: November 15, 2012
Second Round of Acceptance and notification: December 5, 2012
Application Deadline: December 10, 2012
Workshop Dates: December 22, 23, 24, and 25, 2012
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Contact information
Prof.Raghu Nandan Sengupta
IME Department, IIT Kanpur, Kanpur 208 016, INDIA
Ph: +91-512-2596607; Fax: +91-512-259-7553; Cell: +91-99843-86557
Email: raghus@iitk.ac.in
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