5thINTERNATIONAL WORKSHOP ON QUANTITATIVE FINANCE

The 5th International Workshop on Quantitative Finance was organised at Symbiosis International University (SIU) Pune India from 21st to 24th December 2013. We at SSBF warmly acknowledge the contributions of the resource persons participants and the Management of the various colleges and institutes without which this workshop would have not been the success that it has been.

The workshop was jointly conducted by:

  1. Institute for Development and Research in Banking Technology (IDRBT)India
  2. Indira Gandhi Institute of Development Research(IGIDR)India
  3. Industrial and Management Engineering (IME)Department: IIT Kanpur India
  4. Lally School of Management Rensselaer Polytechnic Institute USA and
  5. Symbiosis School of Banking and Finance (SSBF) Symbiosis International University India.

With an optimum blend of theory and practical insights the workshop provided the participants with a hands on experience on different Quantitative and Mathematical modelling techniques like Statistical Estimation Optimization Time Series Analysis and Stochastic Calculus to name a few. Spread over four days the topics covered included Capital Asset Pricing Model (CAPM) APT Derivative pricing Mutual Funds Risk Management and Investment Performance Measures and Valuation.

The workshop was facilitated by highly distinguished resource persons from the collaborating institutions as well as other stalwarts from the academia and industry with an expertise in the domain of Financial Economics Financial Engineering and Management and Statistics and Financial Mathematics. The resource persons included:

  1. Prof. V.N.Sastry IDRBT
  2. Prof.Subrata SarkarIGIDR
  3. Prof. Raghu N.Sengupta IIT Kanpur
  4. Prof.Puneet Prakash IIT Kanpur
  5. Prof.Aparna Gupta RPI (USA)
  6. Prof.Ravi Kulkarni SIU
  7. Prof.Rajas Parchure Gokhale Institute of Politics & Economics
  8. Mr.Joel Pannikot Bloomberg
  9. Mr.Puneet Saxena Bloomberg

The IWQF was attended by 27 participants who included 5 industry professionals 11 members of the academic fraternity and 11 research scholars. The participants were selected on the basis of their Curriculum Vitae work experience and references. The inputs of the resource persons were well received by all the participants and they were appreciative of the efforts put in by the collaborating Institutes in organising the workshop. According to the participants the workshop not only provided them with a unique opportunity to enhance their problem solving capabilities in different areas of Quantitative Finance but also helped increase their job skill set through a stimulating interaction with the members of academia and industry.

Please await the announcement of the 6th IWQF workshop soon

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