Ten-Day Course on Financial Mathemathics

All day
Through June 6, 2015
UChicago Center in Delhi

May. 27

The University of Chicago offered a ten day course on Financial Mathematics at the Centre in Delhi in the summer of 2015. The program ran from May 27th to June 6th and was offered to a select group of students already chosen by the instructor.

The course provided a preview and an introduction to the topics that were covered in the MSFM course at the University of Chicago. Topics covered in the course included: some principles of probability and statistics that are important in the financial markets; an elementary introduction to stochastic differential equations; and an introductions to options pricing. The knowledge of financial markets required to understand these topics was provided either during the class or by assigned readings before and during the course.

The course assumeed a familiarity with college calculus and elementary differential equations, a generally strong quantitative background and most of all a strong interest and enthusiasm to learn about the applications of quantitative techniques to the financial markets.

The course was not for credit and there was no fee charged for the course. The course assumed a full time commitment of all the participants as there was expected to be significant daily work in the form of readings and problem sets.