Second Quantitative Finance Workshop
This collaborative workshop in the area of Quantitative Finance is carefully 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, as well as obtain good hands-on learning experience with different tools used in finance. The workshop will explore different introductory aspects of quantitative finance, like: Asset Pricing Model (CAPM, APT, etc.); Derivative Pricing; Mutual Funds; Investment performance measures and Valuation; Risk Management. Emphasis will be on different quantitative and mathematical modelling techniques like: Statistical estimation; Optimization; Time series analysis; Stochastic Calculus, as applicable to Quantitative Finance.
|Event dates:||2010-12-19 – 2010-12-22|
|Organizer:||Indira Gandhi Institute of Development Research (IGIDR), Mumbai Indian Institute of Technology, Kanpur (IIT Kanpur) Rensselaer Polytechnic Institute, USA ITM Institute of Financial markets, Mumbai|
|Conference venue:||Mumbai, ITM Institute of Financial Markets|
Subrata Sarkar (firstname.lastname@example.org), Ph: +91-22-28416577 Raghu Nandan Sengupta (email@example.com), Ph: +91-512-2596607 Anita Lewis (firstname.lastname@example.org), Ph: +91-22-27814772 Deepa Sabrinath (email@example.com), Ph: +91-22-27814772
|Classification:||C0 - Mathematical and Quantitative Methods. General ; G0 - Financial Economics. General|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|