ICCF 2017

2nd International Conference on Computational Finance

News

Schedule: Available here.

ICCF2017, Lisbon
September 4 - 8

The International Conference on Computational Finance 2017 - ICCF2017 - is an international conference organized by Universidade de Lisboa - ISEG & CEMAPRE. It is the 2nd of a biannual series of conferences in Computational Finance launched by the consortium of the European project FP 7 Marie Curie ITN STRIKE- Novel Methods in Computational Finance 2013-2016.
Former edition took place in December 2015 at the University of Greenwich. Lisbon ICCF 2017 focuses on research and practice in financial mathematics and computation and welcomes academicians from the top-tier research centers and experts from the financial industry, in order to foster collaborations among mathematical finance and computational scientists and researchers and practitioners in finance and economics.

Plenary
Speakers

Svetlana Borovkova
Vrije Universiteit Amsterdam
Michael Coulon
University of Sussex
Mark Cummins
Dublin City University
Bruno Dupire
Bloomberg LP
Ernst Eberlein
Technical University of Munich
Paul Edge
EDP
Matthias Ehrhardt
Bergische Universitat Wuppertal
Peter Forsyth
University of Waterloo
Karel In 't Hout
University of Antwerp
Andrey Itkin
New York University
Yuri Kabanov
Université de Franche-Comté
Juho Kanniainen
Tampere University of Technology
Choi-Hong Lai
University of Greenwich
Attilio Meucci
ARPM
Marek Musiela
Oxford-Man Institute
Cornelis Oosterlee
Delft University of Technology
Olivier Pironneau
Université Pierre et Marie Curie
Christoph Reisinger
University of Oxford
Daniel Sevcovic
Comenius University
Qin Sheng
Baylor University
Albert Shiryaev
Steklov Mathematical Institute
Steven Shreve
Carnegie Mellon University
Nizar Touzi
Ecole Polytechnique
Carlos Vazquez
Universidade da Coruña
Michael Wickens
University of York

Scientific
Committee

Bruno Dupire
Bloomberg LP
Matthias Ehrhardt
Bergische Universitat Wuppertal
Maria do Rosário Grossinho
Universidade de Lisboa
Choi-Hong Lai
University of Greenwich
Marek Musiela
Oxford-Man Institute
Daniel Sevcovic
Comenius University
Albert Shiryaev
Steklov Mathematical Institute
Carlos Vázquez
University of A Coruña
Jan Ter Marten (secretary)
Bergische Universitat Wuppertal

Organizing
Committee

Maria do Rosário Grossinho (Chair)
Universidade de Lisboa
Jorge Barros-Luis
Montepio e Universidade de Lisboa
Nicola Cantarutti
Universidade de Lisboa
José Cruz
Universidade de Lisboa
Yaser Faghan
Universidade de Lisboa
Fernando Gonçalves
Universidade de Lisboa
João Guerra
Universidade de Lisboa
Manuel Guerra
Universidade de Lisboa
João Janela
Universidade de Lisboa
Sara Lopes
Universidade de Lisboa
Pedro Pólvora
Universidade de Lisboa
Gilson Silva
Universidade de Lisboa

Institutions

Golden Sponsors

 

Sponsors