Applications have been invited for admission to the Summer School on Mathematical Finance 2019, jointly organized by Chennai Mathematics Institute, Indian Academy of Sciences, Indian National Science Acdemy and The National Academy of Sciences.
The Summer School will provide an introduction to various concepts in Mathematical finance, and related Mathematics and Statistics, with practical sessions and exercises.
Topics to be covered include, Probability and statistics; Random walk; Brownian motion; Introduction to workings of financial markets; Financial time series; Derivative pricing; Portfolio optimization and Risk management.
Requirements for applicants: Applicant should have Mathematical background and interest in finance; Familiarity with programming (at least one of the following: C++ / Python / Java / R). Participants are encouraged to bring their own Laptops
Eligibility: applicant should be a student in II, II or IV year of UG / I year PG program of Science, Technology, Engineering and Mathematics. Student should be willing to learn Mathematics, Statistics and Programming. Participants will be doing hands-on exercises with R or Python.
Provisions for selected participants include Accommodation on a subsidized basis, Stipend: ₹ 10,000/- and Certificate of participation from CMI.
Application: Application can be submitted online, latest by 15th March, 2019, at the link available at https://www.cmi.ac.in/~sourish/MathFin2019/.
The Summer School will be held from May 20 (Monday), 2019 - June 21 (Friday), 2019 at Chennai Mathematical Institute, H1 Sipcot IT Park, Siruseri, Chennai, Tamil Nadu-603103.