| Saturday, December 16, 2017 | |
| 10:00- 17:00 | Workshop by Rajeeva L Karandikar, CMI, India Introduction to Stochastic Calculus |
| 15:15-15:45 | High Tea |
| 18:00- 20:30 |
Carnatic Musical Concert by
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| Sunday, December 17, 2017 | |
| 9:00- 12:50 | Workshop by Rajeeva L Karandikar, CMI, India Introduction to Stochastic Calculus |
| 12:50-14:00 | Lunch Break |
| 14:00-14:15 | Welcome Address |
| 14:15-15:15 | Plenary Talk by Ronnie Sircar, Princeton University, USA Energy Prices, Dynamic Mean Field Games and Stochastic Demand |
| 15:15-15:30 | High Tea |
| 15:30-16:05 | Invited Talk by T.V. Ramanathan, Savitribai Phule Pune University, India Nonstationary Autoregressive Conditional Duration Models |
| 16:10-16:45 | Invited Talk by Pritam Ranjan, Indian Institute of Management, Indore, India A comparative study of discrete-time stochastic volatility model |
| Monday, December 18, 2017 | |
| 9:00-10:00 | Plenary Talk by Dipak K Dey, University of Connecticut, USA Modelling of Large Insurance Claims and Occurrence Data |
| 10:00-10:15 | High Tea |
| 10:15-10:50 | Invited Talk by Indranil Sen Gupta, North Dakota State University, USA Analysis of some variance based instruments for Ornstein-Uhlenbeck type models |
| 10:55-11:30 | Invited Talk by Ravindra Khattree, Oakland University, USA Same Leverage, Less Volatility: A Statistical Approach to the Construction of Leveraged Funds |
| 11:35-12:50 | MCX Panel Discussion
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| 12:50-13:00 | Group Photo |
| 13:00-14:00 | Lunch Break |
| 14:00-15:15 | Contributed session 1 More detail ... |
| 15:15-15:30 | High Tea |
| 15:30-16:05 | Invited Talk by Santanu Dutta, Tezpur University, Assam, India Quantile Estimation based on asset return data |
| 16:10-16:45 | Invited Talk by Sujit Ghosh, North Carolina State University, USA How High the Hedge: Relationships Between Prices and Yields in the U.S. Federal Crop Insurance Program |
| 19:00-21:00 | Banquet at Hotel Sabari | Tuesday, December 19, 2017 |
| 9:00-10:00 | Plenary Talk by Tomasz Bielecki, Illinois Institute of Technology, USA (via Video Conference) Arbitrage-free pricing of derivatives in nonlinear market models |
| 10:00-10:15 | High Tea |
| 10:15-10:50 | Invited Talk by Yue Kuen Kwok,Hong Kong University of Science and Technology,Hong Kong, China Saddlepoint approximation methods for pricing financial options on discrete realized variance |
| 10:55-11:30 | Invited Talk by Sudheesh K Kattumannil, Indian Statistical Institute, Chennai, India Modelling Time Series Through Gini Autocovariance Function |
| 11:35-12:50 | Poster Session More detail ... |
| 12:50-14:00 | Lunch Break |
| 14:00-15:15 | Contributed session 2 More detail ... |
| 15:15-15:30 | High Tea |
| 15:30-16:05 | Invited Talk by Anirban Chakraborti,Jawaharlal Nehru University, New Delhi, India Understanding complexity of "market states" |
| 16:10-16:45 | Invited Talk by Gopal Basak, Indian Statistical Institute, Kolkata, India Measures of portfolio efficiency |
| 16:45-17:00 | Vote of Thanks |