ICTS

Talks: A series of lectures on various topics in Mathematical Finance will be held at TIFR's Centre for Applicable Mathematics, Bangalore during April 2009. Check this website for announcements.

Workshop: May 9 - 16, 2009 at Indian Institute of Science, Bangalore, Department of Mathematics. The workshop will be on two different subtopics: stochastic volatility and credit risk.

Talks: are by invitation only

Registration: No registration fees for the conference apply. All are welcome to attend the talks. Meals and activites outside of the talks are for Invited and Registered participants only.

Workshop: May 9 - 16, 2009 at Indian Institute of Science, Bangalore, Department of Mathematics. The workshop will be on two different subtopics: stochastic volatility and credit risk. The participants and speakers will be both academics and practitioners from the finance industry. We also want to bring students into the fold who have an interest in mathematical problems in finance. The goal of the workshop is to encourage collaboration between industry and academics, across countries, to work on problems of interest motivated by the finance industry which is still in its infancy in India. At the beginning of the workshop leading experts will present open problems of interest. Some participants may give lectures to provide background material related to the open problems. We will then break up into groups and brainstorm on these selected problems with the aim to start dsicussions, exchange ideas and possibly move towards solutions and start new collaborations. Deadline for applications March 20, 2009

Accomodation, Meals and Local Transportation will be provided to all selected participants for the duration of the workshop.

Travel: limited travel support is available.
Bangalore is well connected by Air to major Indian and International Cities. Many international carriers fly daily to Bangalore. Bangalore is also well connected by Train and Road.

Schedule of Workshop May 10-15, 2009

TO APPLY FOR THIS PROGRAM PLEASE SEND AN E_MAIL TO wmf2009@math.tifrbng.res.in expressing your interest along

a) A brief CV

b) Indication of whether you need funding for travel