Disponible en Español

CEMLA Course: Financial Mathematics (practical)

September 28 - 30, 2026
CEMLA Mexico City, Mexico
Face-to-face format

Organizing Institutions

Center for Latin American Monetary Studies, A. C. (CEMLA)

Content

The in-person part of the course will span three days, covering topics such as the binomial model and its application for valuing American options, the Monte Carlo method, portfolio optimization, extensions of the classical model (Black-Litterman), Machine Learning applied to quantitative finance, and conclusions with integrated applications.

Objective

The course aims to provide participants with a solid understanding of the mathematics underlying the modeling and valuation of financial instruments, such as bonds and derivatives.

Aimed at

This course is designed for analysts, junior researchers, and mid-level officials in economic research, financial stability, risk management, or related areas within CEMLA member institutions.

Coordinator