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
Applications are now closed.