6th International Workshop on Quantitative Finance (IWQF)
The three premier institutes of India namely, (i) Indian Institute of Technology Kanpur, (ii) Indira Gandhi Institute of Development Research, (iii) Institute for Development & Research in Banking Technology along with (iv) Rensselaer Polytechnic Institute, USA would be conducting the 6th International Workshop on Quantitative Finance from 18th to 21st December 2014 at IIT Kanpur, INDIA.
Uniqueness about the 6th IWQF
This workshop would be an unique opportunity for the participants to learn the latest techniques and experience it through carefully designed hands on modules designed by experts from these four institutes along with industry stalwarts. The workshop 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 (i) Asset Pricing Model (CAPM, APT, etc.); (ii) Derivative Pricing; (iii) Mutual Funds; (iv) Investment performance measures and Valuation; and (v) Risk Management. Emphasis will be on different quantitative and mathematical modelling techniques like, (i) Statistical estimation; (ii) Optimization; (ii) Time series analysis; (iv) Stochastic Calculus, as applicable to quantitative finance. The stress in this workshop will be, to enhance problem solving ability in the area of finance, to different groups of participants, namely people from academia and those from finance related industries, like banks, financial institutions, investment banks, etc. The materials would be delivered through class lectures, up to date course materials, and hands on tutorials.
Who can attend
1) Dynamic professionals from industry, academically oriented post graduate and doctoral students, business faculty members who have an aptitude and interest in Financial Economics, Financial Engineering & Management, Statistics and Financial Mathematics.
2) People in academia and industry and anyone keen to gain knowledge in the area of quantitative finance and its applications
Benefits for the participants
1) Enhance problem solving capabilities in different quantitative areas of finance through interactive class lectures and up to date course materials.
2) Well versed in different theoretical as well as practical nuances of mathematical finance through hands on tutorials.
3) Increase in job market skill set through a close interaction with both academia and industry.
Other important things
1) With an excellent blend of theory as well as practical examples and a comprehensive course curriculum schedule, this workshop will undoubtedly be a very good learning experience for the participants.
2) In all, around 30~40 participants will be selected from across the country and abroad, based on their vita, work experience, as well as reference letters (where applicable).
3) The workshop built on the expertise of highly distinguished faculty members from the four collaborating institutions, as well as other stalwarts from academia and industry, is an excellent opportunity for a superior learning experience.
4) The applicant is advised that although there are no pre-requisites for this workshop, some elementary knowledge of mathematics and statistics will be helpful in keeping pace with the material delivered in the workshop.
How to apply
The applicants should send their application at their earliest by filling the THIS form, or downloading the same from and sending it to the address given below or mentioned in the registration form. The fee includes the supply of course materials, notes, snacks, lunch, dinner and stay on all four days of the program. Candidates are required to bring their own laptops for the hands-on sessions. Accommodation is available at IIT Kanpur VH and the fee includes the cost of accommodation and related expenses.
Fee structure (exclusive of service tax and other tax)
1) Industry Professionals: INR 40,000
2) Academics from Private/Government Institutions:INR 20,000
3) Students (MSc/MTech/Phd/MPhil, etc): INR 10,000
1) Name of bank: State Bank of India
2) Name of Branch:IIT Kanpur
3) Branch code:1161
IIT Kanpur, Kanpur 208016, INDIA
5) Account number:32621548115
6) Account name:IWQF
7) RTGF/NEFT IFSC code: SBIN0001161
8) 9 digit MICR Code:208002041
Website for the 6th IWQF
Kindly circulate the information regarding the 6th IWQF amongst your colleagues and interested persons.We look forward to you and your nominated persons active and enthusiastic participation in this workshop.