Google Meet link: https://meet.google.com/nvc-kbsy-ssq
Every Wednesday 5:30 -7:30 PM during 3rd June - 22nd July.
Topic: Summer School on Mathematical Finance
Duration: 8 weeks, Starting date: Wednesday 3rd June, End date: Wednesday 22nd July.
Topics: The basic theory of interest, fixed income securities, mean-variance portfolio theory. Meaning and pricing of forwards, futures, options, and swaps. Black-Scholes-Merton model and its various generalizations for continuous-time modeling of asset prices. European option pricing under some of these model assumptions.
Expectations: The participants are supposed to read the study materials in the references before starting summer school. It is important that they gain some level of understanding of the concepts presented in those. The details will be discussed during the summer project.
Reference:
Chapters 1,2,3, 6, 10 & 16 of Investment Science [David G. Luenberger]
Chapters 2, 3 & 4 of Introduction to Stochastic Calculus for Finance [Dieter Sondermann]
Additional Reading for Pre-requisite
Brownian motion and its quadratic variation. video16 video17 https://sites.google.com/site/anindyagoswami/teaching/pde
Notice:
CQF Institute has launched a new dedicated Student Landing Page on our website, designed specifically to support students pursuing careers in quantitative finance.
This exclusive page serves as a central hub where students can access valuable resources, including:
Industry events and conferences
Networking sessions and society meetings
Webinars and workshops
Latest news and insights relevant to aspiring quants
Access Details: The page is accessible only via the following link: https://cqfinstitute.org/student-hub/
The application is open for the Conference on Mathematical Finance 2026
https://sites.google.com/view/cmf2026
Participants
Aaheli Nath
Aayush Paul
Abhinav Swaran Singh
Amlan Basak
Ananya Jain
Arnabi Sarkar
Arnav Joglekar
Avinash Kumar Thakur
Bangade Om Prashant
Bosco Jeo
Daksh Dhavle
Dev Kumar Verma
Divya Sharma
Gautam Singh
Gourisankar S Ambat
Himanshu Satish Shelke
Kaustabh Roy
Keerti Avinash Buge
Manas Singh
Mukhil Charles T
Nabanshu Neer Gogoi
Nitesh Singh
Nyrit Saha
Piyush Verma
Sagar Bisht
Shaunak Mohagaonkar
Shrirang Bhale
Sneha Sebastian
Sohan
Soumyadipta Misra
Srijan Mishra Svnit
Utkarsh Kumar
Vivek Habbu
Wani Ved Kiran
Some Presentations