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2006 - 2007

Workshop on Quantitative Finance

(November 20 - 24, 2006)

The IISc Mathematics Initiative (IMI), Indian Institute of Science, Bangalore will be organizing a workshop from November 20 - 24, 2006 on Quantitative Finance.

This workshop will provide an introduction to applications of stochastic processes in finance. There will be basic lectures on the theory of stochastic processes, stochastic differential equations leading up to option pricing theory, credit risk modeling etc. There will also be lectures on numerical algorithms for solving stochastic differential equations.

There would be about 30 outstation participants (including initial graduate students, young and interested faculty, scientists and industry participants).

A maximum of 10 seats will be reserved for scientists from organizations, which finance the theme programme.

Students and faculty from IISc who desire to participate in the theme programme will need to register.

Note: This web page will be modified continuously with updated information on paper submission and status, session themes, registration status and other details. So, please keep checking.




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