The workshop on Computing in the Financial World will be hosted at AIMS South Africa from 28 November to 2 December 2016
Participants
Senior undergraduates (3rd year) or honours students in mathematics, computing or statistics.
Day 1: Using R to Compute and Plot the Paths of Financial Assets
Day 2: The Time Value of Money and the Finanial Instruments thst Help Reduce Risk
Day 3: The Binomial Model for Computing Fair Prices of Options
Day 4: Modelling Financial Assets using Brownian Motion and Monte Carlo Methods
Day 5: Designing More Efficient and Less Risky Portfolios
- Limited space is available.
- All accommodation, meals and airport transfers will be provided.
- Travel costs (bus or flight will be for the participants own expense).
- AIMS will contribute R500 towards student travel costs however funds are limited and
this is subject to availability and on a first come first served basis. - Confirmed travel documents will be required to support requests for funding support
and to process reimbursements.
Applications are now closed.
Please click here to view the course notes.
Monday / Day 1: Introduction to Python Programming and Properties of Financial Data
07h45 – 08h30 Breakfast (for all delegates staying at AIMS allocated accommodation)
08h30 – 09h00 Registration
09h00 – 09h30 Laptop and AIMS account registration – IT department
09h30 – 10h30 Lecture 1 – Prof Ronnie Becker (main lecture room)
10h30 – 11h00 Tea
11h00 – 13h00 Lecture 2 – Prof Ronnie Becker (main lecture room)
13h00 – 14h00 Lunch
14h00 – 15h00 Programme Laboratory(Main Lab)
Tuesday / Day 2: Financial Instruments and Risk Management
07h45 – 08h30 Breakfast (for all delegates staying at AIMS allocated accommodation)
09h30 – 10h30 Lecture 3 – Prof Ronnie Becker (main lecture room)
10h30 – 11h00 Tea
11h00 – 13h00 Lecture 4 – Prof Ronnie Becker (main lecture room)
13h00 – 14h00 Lunch
15h00 – 16h00 Programming Laboratory (Main Lab)
Wednesday / Day 3: Monte Carlo Methods
07h45 – 08h30 Breakfast (for all delegates staying at AIMS allocated accommodation)
09h30 – 10h30 Lecture 5 – Prof Ronnie Becker (main lecture room)
10h30 – 11h00 Tea
11h00 – 13h00 Lecture 6 – Prof Ronnie Becker (main lecture room)
13h00 – 14h00 Lunch
15h00 – 16h00 Programming Laboratory (Main Lab)
English