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.
Undergraduate Mathematics, Statistics, or Computation
Undergraduate Mathematics, Statistics, or Computation
IISER Pune invites applications from research oriented students to participate in its Summer Student Programmes. Successful applicants will have an opportunity to participate in the research programmes of IISER-Pune faculty. Research activities in IISER-Pune span both theory and experiment in Biology, Chemistry, Data Science, Earth and Climate Science, Mathematics, Humanities, Physics and Earth Sciences with a strong focus on interdisciplinary research. These summer projects are also an opportunity for students to evaluate the suitability of various programmes at IISER-Pune (Integrated PhD and PhD) for future career choice.
This application form is meant for non-IISER Pune students.
This web registration process is not meant for
Summer fellows selected for IISER-Pune
through other fellowship programmes like IASc and JNCASR.
Applications are not open