RFE: Conference Listings
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Institute for Development and Research in Banking Technology (IDRBT), India;Indira Gandhi Institute of Development Research (IGIDR), India;Industrial and Management Engineering (IME) Department, Indian Institute of Technology Kanpur, India;Lally School
- December 22-25, 2012
- 4th International Workshop on Quantitative Finance
- Kanpur, Uttar Pradesh, Indian Institute of Technology Kanpur, India
- The 4th International Workshop on Quantitative Finance is one of the collaborative activities of these four institutes, and this workshop in the area of Quantitative Finance is designed to guide the participants along the difficult terrain of Financial Mathematics to support their exploration and learning of the various theories of quantitative and mathematical finance. It will help participants to obtain a good hands-on learning experience with different tools used in quantitative finance. The workshop will explore different introductory aspects like - Asset Pricing Model (CAPM, APT, etc.); - Derivative Pricing; - Mutual Funds;- Investment performance measures and Valuation; - Risk Management. Emphasis will be on different quantitative and mathematical modelling techniques like, - Statistical estimation; - Optimization; - Time series analysis; - Stochastic Calculus, as applicable to quantitative finance.
- JEL Code: