[ABE-L] 1st Financial Mathematics Team Challenge Brazil (FMTC-BR)

[Rodrigo Targino]

Prezados colegas,
o grupo de Finanças Quantitativas da Escola de Matemática Aplicada - FGV
EMAp, em colaboração com o University College London (UCL), está
organizando um evento na área (dos dias 8 a 18/Ago), com foco nos alunos de
pós-graduação nas áreas correlatas, para o qual solicito divulgação aos
interessados.

Neste evento, alunos de mestrado e doutorado formam equipes, trabalham em
diferentes projetos de pesquisa durante 7 dias e apresentam suas conclusões
nos dois dias finais do evento. As equipes serão lideradas por
pesquisadores de renome em Finanças Quantitativas: Sebastian Jaimungal
(Univ. of Toronto), Mike Ludkovski (UCSB), Tom MacWalter (Univ. of Cape
Town) e Yuri Saporito (FGV EMAp). Ao final do evento um comitê avaliador
escolherá a equipe com a melhor solução para o problema proposto.

Mais informações sobre a versão original, organizada pela Uni. of Cape Town
em colaboração com o Univ. College London, podem ser encontradas em:
http://www.acqufrr.co.za/math_challenge.aspx

Além da leitura dos relatórios finais (cujos níveis são comparados à boas
dissertações de mestrado, mas escritos em menos de duas semanas!),
recomendo também o vídeo de divulgação:
https://www.youtube.com/watch?v=CwK4usI7vUI

Informações adicionais sobre a versão brasileira serão divulgadas em:
http://emap.fgv.br/eventos/fmtc-br-2018

Atenciosamente,
Rodrigo Targino


[image: Financial Mathematics Team Challenge]


The first Financial Mathematics Team Challenge (FMTC) in Brazil brings
together Brazilian and international graduate students to undertake
research in Financial Mathematics on real-world problems in a team setting.

Inspired by a successful initiative developed at the African Institute of
Financial Markets and Risk Management (AIFMRM), University of Cape Town, in
collaboration with University College London, the Fundação Getulio Vargas
is pleased to host the first FMTC-BR in Rio de Janeiro.

Four teams of mixed Master’s and Doctoral students will each work on a
separate research project for seven days and then present their findings on
the final two days. The teams will be mentored by experts from Brazil,
Canada, South Africa and the USA. Each research problem will be proposed by
the mentors and the selected projects will be in topical research areas. In
order to prepare each team for the Challenge, some initial guidance and
preliminary reading will be given in early-June. The team with the
highest-quality solution will be awarded a floating trophy.

Each team of students will be asked to prepare a report on their findings,
which will be collated in a workshop volume. This volume will then be
available to future Team Challenge participants, and Master’s and Doctoral
students in Financial and Insurance Mathematics. The expected output from
the Challenge will be this written report. This is a great opportunity for
students to interact and collaborate in the fields of Risk, Financial and
Insurance Mathematics.

Limited funding for local expenses for out-of-town students may be
available. Travel support cannot be expected, in general. The teams will
work in a well-equipped, friendly and motivating work environment at
Fundação Getulio Vargas (FGV).

In order to participate in the selection process, students are
requested to *send
an email to emap em fgv.br
<emap em fgv.br?Subject=Financial%20Mathematics%20Team%20Challenge> by June
1st* with the subject FMTC and the following attachments:

   - curriculum vitae;
   - transcripts of undergraduate and masters programs;
   - scanned copy of an official ID.

Further inquiries should be addressed to
*emap em fgv.br
<emap em fgv.br?Subject=Financial%20Mathematics%20Team%20Challenge>*


[image: Financial Mathematics Team Challenge]
[image: Financial Mathematics Team Challenge]
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