Research Training Group (RTG) - 2009
Summer course on Financial Mathematics
The Mathematics Department at the University of Texas at Austin will offer a three-week RTG summer course on financial mathematics from July 19, 2009 to Aug 8, 2009.
This is a three-week program on financial mathematics for advanced undergraduate and 1st year graduate students.
- The first two weeks will contain 5 short courses, each consisting of 5-7 one-hour lectures. The lectures will be complemented by tutorial sessions in the afternoons conducted by senior graduate students from The University of Texas. In addition, the students will work on group projects dealing with mathematical problems from financial theory and practice.
- The last week will be a workshop that aims to give an overview of current research activities in financial mathematics and related fields.
The prerequisites for the course are advanced calculus, linear algebra and undergraduate probability. Familiarity with elementary stochastic processes and fundamental financial concepts is helpful, but not required.
Organizers: Kathy Davis, Gerard Brunick, Mihai Sirbu, Thaleia Zariphopoulou and Gordan Zitkovic.
Under the UT Austin|Portugal Program, CoLab, Portuguese undergraduate students ("1º e 2º ciclo") can apply for the course. Travel, on-campus accommodation and meal allowances will be provided. The application deadline is May 1st.
Further information is avalilable at the course website.
For the application, the candidates should send by email a full transcript as well as one recommendation letter to Joanne Laranjeiro (jlaranj _at_ math _dot_ ist _dot_ utl _dot_ pt).
For any questions (Portuguese participants), please email Joanne Laranjeiro (jlaranj _at_ math _dot_ ist _dot_ utl _dot_ pt).