4th International Workshop on
Quantitative Finance

22nd-25th December 2012
at IIT Kanpur


Brochure for the Workshop | Registration for the Workshop | Course Contents
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
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