The 10th annual Summer School in Mathematical Finance will bring to South Africa several leading academic exponents of the fast-growing field of Mathematical Finance, and presents a week-long opportunity to local practitioners, academics and students to interact with international leaders in Mathematical Finance on topics and modelling techniques current in the South African and international financial markets.

Intended audience

Practitioners, academics, PhD and Master's students in mathematical finance.

International Speakers:

Prof Erik Schlögl (UTS, Australia)

Dr Joerg Kienitz (UCT and Quaternion, Germany)

Prof Tom Hurd (McMaster University, Canada)

Industry Speakers:

Emlyn Flint

Nimalin Moodley

Greg Mollentz

Roelof Sheppard

Farzam Ehsani

Werner Opperman


20-24 February 2017


African Institute for Mathematical Sciences, 6 Melrose Road, Muizenberg


All applicants to do an Online Registration

Registration fees (includes daily lunches and refreshments)

Payment:  do be done via Quicket

Practitioners - R3,000                                       Academics - R1,500                                    Registered Students - Free

Applications will be treated on a first come, first served basis, and numbers are limited.  Preference will be given to students registered at South African universities.

Administration and logistics: Rene January

Accommodation: please contact Clair @ Surfers Corner apartments