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Indira Gandhi Institute of Development Research (IGIDR), Mumbai; Indian Institute of Technology, Kanpur (IIT Kanpur); Rensselaer Polytechnic Institute, USA; ITM Institute of Financial markets, Mumbai

Dates:
December 19-22, 2010
Description:
Second Quantitative Finance Workshop
Location:
Mumbai, ITM Institute of Financial Markets, India
Subject:
This collaborative workshop in the area of Quantitative Finance is carefully 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, as well as obtain good hands-on learning experience with different tools used in finance. The workshop will explore different introductory aspects of quantitative finance, 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. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
https://docs.google.com/viewer?a=v&pid=forums&srcid=MDgxMTE1NTQ2Mzk5MzA2MTgyMTQBMTM2NjMxMzM3MDcxODAzNTA2NzcBLXVoNktJaC1ka1VKATQBAXYy

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