Held at AIMS from 20 to 22 February 2014.
This workshop presents a unique opportunity for local practitioners, academics and students to interact with international leaders in research on topics and modelling techniques current in the South African and international financial markets.
Intended audience
Practitioners, academics, PhD (and advanced MSc) students in mathematical finance.
Speakers
Daniel Bauer is an assistant professor of risk management and insurance in the Robinson College of Business at Georgia State University. He specializes in the development of new mathematical models for the valuation and risk management of insurance products and insurance-linked securities. Other interests include mathematical finance and financial econometrics
Daniel received his doctorate in Mathematics from Ulm University, from where he also holds a Diploma in Mathematics&Economics. Furthermore, he obtained an M.S. degree from San Diego State University where he studied Statistics as a Fulbright scholar. Daniel’s published work includes papers in the SIAM Journal on Financial Mathematics, the ASTIN Bulletin,Insurance: Mathematics and Economics, and the Journal of Risk and Insurance. He is currently an editor of the ASTIN Bulletin — The Journal of the International Actuarial Association.
- Prof Ronald Becker, AIMS
- Prof Barry Green, AIMS
- Dr Raouf Ghomrasni, AIMS
- Prof David Taylor, UCT
- James Taylor, Standard Bank
Applications will be treated on a first come, first served basis, and numbers are limited. Please apply by registeringonline.
Registration, administration and logistics: Rene January workshops@aims.ac.za
Mathematical queries: Ronnie Becker ronnie@aims.ac.za
English