The Workshop on Mathematical Finance of Indian Institute of Science (IISc) was conducted on October 29 - November 03, 2012

In order to facilitate awareness and growth of research in this area, Indian Institute of Technology Guwahati and IISc Mathematics Initiative (IMI) organised a "Workshop on Mathematical Finance" at IIT Guwahati.

Some of the areas that are intended to be covered in the workshop (through a series of lectures) are:

Stochastic Calculus
Stochastic Differential Equations
Option Pricing
Portfolio Management
Computational Finance
Econophysics
Risk Management

The workshop is aimed at an audience comprising of initial graduate students, research scholars, academic and industry participants.

Invited speakers:

Vijaysekhar Chellaboina, TCS Innovation Labs, Hyderabad

Mrinal K. Ghosh, Department of Mathematics, IISc Bangalore

Srikanth K. Iyer, Department of Mathematics, IISc Bangalore

Rajeeva L. Karandikar, Chennai Mathematical Institute (CMI), Chennai

Bernt Oksendal, Department of Mathematics, University of Oslo, Norway

Sitabhra Sinha, Institute for Mathematical Sciences (IMSc), Chennai

Organizing Committee-

Siddhartha P. Chakrabarty
Department of Mathematics
Indian Institute of Technology Guwahati
Assam
Phone: +91-0361-258 2606

Mrinal K. Ghosh
Department of Mathematics
Indian Institute of Science
Bangalore
Phone: +91-80-2293 3210

N. Selvaraju
Department of Mathematics
Indian Institute of Technology Guwahati
Assam
Phone: +91-0361-258 2611

Contact-

Indian Institute of Science
C V Raman Ave
Bengaluru, Karnataka 560012
Open until 5:30 PM