This is the 5th Summer School in Mathematical Finance to be held at AIMS and it will once again bring several leading academic exponents of the fast-growing field of Mathematical Finance to South Africa. It 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.
Mathematical modelling in finance is one of the focus areas of the AIMS Research Centre which is hosting the Summer School.
Sponsors
This meeting is sponsored by


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- Ronald Becker, AIMS
- Barry Green, Director of AIMS
- Raouf Ghomrasni, AIMS
- David Taylor, University of the Witwatersrand
- James Taylor, Standard Bank
Programme
- See the programme for detailed times.
Intended audience
Practitioners, academics, PhD (and advanced MSc) students in mathematical finance.
Venue & Registration
Venue: African Institute for Mathematical Sciences, 6 Melrose Road, Muizenberg
Registration fees:
- Practitioners – R2,200
- Academics – R1,100
- Students – R500 (see registration form)
Fees will be waived, upon application, for bona-fide full-time students at South African universities. Registration fees include lunches and refreshments during the duration of the Summer School.
Applications will be treated on a first come, first served basis, and numbers are limited. To apply, download the registration form and email it to the address below.
Registration, administration and logistics: Rene January workshops@aims.ac.za
Mathematical queries: Ronnie Becker ronnie@aims.ac.za