The workshop on Computing in the Financial World will be hosted at AIMS South Africa from 28 November to 2 December 2016

Participants: Senior undergraduates (3rd year) or honours students in mathematics, computing or statistics.


Day 1: Using R to Compute and Plot the Paths of Financial Assets

Day 2: The Time Value of Money and the Finanial Instruments thst Help Reduce Risk

Day 3: The Binomial Model for Computing Fair Prices of Options

Day 4: Modelling Financial Assets using Brownian Motion and Monte Carlo Methods

Day 5: Designing More Efficient and Less Risky Portfolios

Speakers: To be confirmed

Logistical Information

  • Limited space is available.
  • All accommodation, meals and airport transfers will be provided.
  • Travel costs (bus or flight will be for the participants own expense).
  • AIMS will contribute R500 towards student travel costs however funds are limited and
    this is subject to availability and on a first come first served basis.
  • Confirmed travel documents will be required to support requests for funding support
    and to process reimbursements.


Applications are now closed.

Course Notes



Workshop flyer