AIMS will host the first “Explore the financial market with maths” workshop from 24 – 28 November 2014.
Use your skills in maths and statistics to find your way in the financial market.Participants will be introduced to essential concepts and main instruments in finance. They will learn some computing skills and will use them to analyse financial data, to design portfolios and to hedge against losses. Theoretical sessions will be followed by lab sessions.
Participants: Financial maths students: senior undergraduat
Programme
Notes
Day 1: Introduction to R and Exercises
Day 2: Financial Instruments and Risk Management
Day 3: Binomial Model
Day 4: Monte Carlo Methods
Day 5: Portfolio Analysis / Notes
Logistical information
- 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 the travel costs however funds are limited and is subject to availability
- Confirmed travel documents will be required to support requests for funding support and to process reimbursements
Flyer
Eplore-financial-markets-with-maths
Closing date for applications: 14 November 2014
To apply please complete the online registration form:
For more information please contact workshops@aims.ac.zaView photos
English