Financial markets, especially derivative markets have seen unprecedented global growth in the last four decades in terms of diversity, volume and sophistication. The requirements of innovation, especially in terms of complex pricing requirements, have given a great impetus to the growth of mathematical finance as an important area of study. In order to facilitate awareness and growth of research in this area, Indian Institute of Technology Guwahati and IISc Mathematics Initiative (IMI) is organizing a "Workshop on Mathematical Finance" at IIT Guwahati. Some of the areas that are intended to be covered in the workshop (through a series of lectures) are: Stochastic Calculus, Stochastic Differential Equations, Option Pricing, Portfolio Management, Computational Finance, Econophysics and Risk Management.

The workshop is aimed at an audience comprising of initial graduate students, research scholars, academic and industry participants. Candidates from the North- Eastern states are particularly encouraged to apply for the workshop.

For more details please visit WMF 2012

NOTE: A non-refundable registration fee of Rs. 15,000 /- (Rupees fifteen thousands only) will have to be paid by the participants from non-academic / industry background, if they are selected for the workshop, by way of a Demand Draft in the name of WMF 2012 payable at GUWAHATI. This fee will cover the local hospitality (boarding and lodging) and the workshop kit for the participant.