The workshop on Mathematical and Computer Methods for Understanding Financial Markets will be hosted at the AIMS South Africa from 18 – 21 November 2015.
Participants: Financial maths students: undergraduates (3rd year) or honours students in mathematics, computing or statistics registered at South African universities.
Day 1: Introduction to R and its use in the Analysis of Financial Data
Day 2: Pricing Options on financial assets using the Binomial Model
Day 3: Stochastic asset models and their analysis using Monte Carlo methods
Day 4: Constructing efficient stock portfolios
Click here for Programme and Class Notes
Applications are now closed!
For more information please contact workshops@aims.ac.za
English