SSNMOF Summer School 2011

From August 8-20, 2011, the Department of Economics organizes a Summer School on Numerical Methods and Optimization in Finance (SSNMOF). The SSNMOF aims at providing a master course of 3 ECTS credits for graduate students of the MSE Lomonosov Moscow State University, devoted to computational methods for financial engineering. The content of the course is based on the textbook on "Numerical Methods and Optimization in Finance" (Elsevier, July 2011) carried out at the Department of Econometrics (now Department of Economics) of the University of Geneva by Manfred Gilli, Dietmar Maringer and Enrico Schumann in the frame of the European Marie Curie Research and Training Network COMISEF (Computational Optimization in Statistics, Econometrics and Finance, MRPN-CT-2006-034270, www.comisef.eu). Course teaching and training is performed by the authors of the textbook. A certificate of 3 ECTS credits will be awarded to students complementing their course full time participation with a personal home-work project of 30 hours, on a subject approved and assessed by the board of lecturers.

SSNMOF organizers: Gérard Antille, Fabrizio Carlevaro, Manfred Gilli