Fifth Financial Mathematics Team Challenge

26 June 2018–07 July 2018, 9:30 am–5:30 pm

Fifth Financial Mathematics Team Challenge

The Fifth Financial Mathematics Team Challenge brings together South African and International graduate students to undertake research in Financial Mathematics on real- world problems in a team setting.

Event Information

Open to

Invitation Only


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Andrea Macrina


University of Cape Town

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 academics and practitioners from South Africa, Switzerland, and the UK.

Each research problem will be proposed by the mentors and industrial partners. 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. The volumes of the last four years’ Financial Mathematics Team Challenge reports are available here.

This is a great opportunity for students to interact and collaborate in the fields of Risk, Financial and Insurance Mathematics.

UCT will cover local expenses for out-of-town students. No travel support will be available. The teams will work in a well-equipped, friendly and motivating work environment.

Contact David Taylor at UCT (David.Taylor@uct.ac.za) or Andrea Macrina at UCL (a.macrina@ucl.ac.uk) for further information.