March 18, 2015

Mathematical and Computer Methods for Understanding Financial Markets

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