FMTC-BR 2018

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 Masters 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 Masters 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).

Further inquiries should be addressed to

The report for the 2018 edition can be found here.