Workshop: Teaching the Teachers

CASM Workshop on Financial Mathematics: Teaching the Teachers 

Lahore University of Management Sciences

19th – 24th December 2016


Mathematical Finance continues to be one of the fastest growing areas within the corporate world. This together with the sophistication of modern and complex financial products has acted as the motivation for new mathematical models and the subsequent development of mathematical and computational techniques. Alternative names are Quant Finance, Financial Mathematics and Financial Engineering. Although relatively young, mathematical finance has developed rapidly into a substantial body of knowledge and fully established part of mathematical science.

This workshop is aimed for Lecturers and Professors to offer university level courses in mathematical finance with applications in investment banking. Contents of the workshop are based on University College London curriculum and professional development executive education training programmes in investment banking in London, New York and Singapore.



*     Financial Products and Markets

*     Financial Mathematics Preliminaries

*     Applied Probability

*     Stochastic Calculus

*     Binomial Model

*     Black-Scholes framework: Introduction to pricing in the Black-Scholes World

*     Computational Finance

*     Path Dependency



*     Dr. Sultan Sial (LUMS Faculty and Programme Director)

*     Dr. Riaz Ahmad (Overseas Visiting Faculty)

*     Dr. Adnan Khan (LUMS Faculty)

*     Dr. Azmat Hussain (LUMS Faculty)

*     Dr. Ferhana Ahmad (LUMS Faculty)


Important Dates:

Workshop Dates: 19th – 24th December, 2016.

Registration Deadline Extended to December 15, 2016

Registration Fee: 1500/-

Late Registration after deadline: 2000/- (provided that seats are available)

Limited Seats: 50 (on early come basis)

Click here to download the registration form