The annual Summer School in Mathematical Finance 2011 was held for the fourth time at AIMS from 17 to 19 February 2011. The workshop was a success with attendees from eleven financial institutions and ten academic institutions in and around South Africa.
The main speakers were Prof Bruno Dupire (Bloomberg L.P, USA) , Dr Jörg Kienitz (Deutsche Postbank AG, Germany), Prof William Shaw (University College London, UK). They covered topics on Functional Ito Calculus and Financial Applications, Stochastic Volatility and Levy Process based Models in Finance and Modelling and Optimizing Risk in non-Gaussian Financial Mathematics.
The workshop was co-sponsored by Standard Bank, Old Mutual and JSE with a total of 79 attendees.