Program

The conference will have contributions from researchers in Mathematical & Computational Finance and also from the top professionals in the industry of Quantitative Finance. More updates will follow soon!


Academia & Industry Research

Keynote Speakers

Bruno Dupire Head of Quantitative Research, Bloomberg
Research interests: Quantitative Finance, Local Volatility
Ernst Eberlein University of Freiburg, Germany
Research interests: Statistical analysis and realistic modeling of financial markets
Matthias Ehrhardt University of Wuppertal, Germany
Research interests: Artificial boundary conditions for evolutionary PDE. Computational Finance
Hans Foellmer Humboldt University of Berlin, Germany
Research interests: Stochastic analysis and Mathematical Finance
Yuri Kabanov University of Franche-Comté, Besançon, France
Research interests: Stochastic Analysis, Mathematical Economics and Mathematical Finance
Marek Musiela Oxford-Man Institute, University of Oxford, UK
Research interests: Pensions, Investments and Hedge Fund Industry, Efficient markets
Cornelis Oosterlee Delft University of Technology, Netherlands
Research interests: Numerical methods and Computational Finance
Andrea Pascucci Bologna University, Italy
Research interests: Second order PDE of degenerate parabolic type. Kolmogorov equations. SDE. Applications to Mathematical Finance
Martin Schweizer ETH Zurich, Switzerland
Research interests: Mathematical finance, Stochastic analysis, Martingale theory
Daniel Sevcovic Comenius University of Bratislava, Slovakia
Research interests: Evolution of plane curves. Mathematical problems in pricing derivative securities
Albert Shiryaev Steklov Mathematical Institute, Russia
Research interests: Probability theory, Statistics and Mathematical Finance
Agnès Sulem INRIA, France
Research interests: Mathematical Finance, Stochastic control and numerical methods in Finance
Carlos Vázquez University of A Coruña, Spain
Research interests: Mathematical analysis, numerical solutions, PDEs modeling and formulation of pricing and investment problems.
Financial Industry

Keynote Speakers

Rita Costa Partner at EY
Daniel Duffy Founder at Datasim Financial
Uwe Wystup Managing Director at MathFinance
Markus Seifert Senior Manager at D-fine
Philipp Gerhold D-fine
Entrepreneurship & Innovation

Keynote Speakers

José Epifânio da Franca CEO at Portugal Ventures
Entrepreuneur. Distinct Lecturer of the IEEE CAS
Research: Co-Author of 5 international patents in networks of commuted capacity
Luís Nazaré Associate Professor at ISEG
Ioan Lager TU Delft
Christopher Claude Head of GECD Front Office Lisbon BNP Paribas

Schedule

Conference Program

Thematic Sessions


Social program

Monday, July 6 - welcoming drink
Wednesday, July 8 - excursion to Sintra, Cabo da Roca, Cascais and Estoril.
Thursday, July 9 - Conference Dinner