ICCF 2017

2nd International Conference on Computational Finance

ICCF 2017 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!

Plenary Speakers

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

Thematic Sessions

Big Data in Finance


Computational Models and Methods


Credit Risk and Portfolio Management


Derivative Pricing and Markets


Energy Market Models


Finance and Mathematical Economics


Interest Rate Term Structure Modelling


Optimization and Control Theory


Stochastic Models


Mini-Symposia

Affine and polynomial processes in finance

Christa Cuchiero, Faculty of Mathematics, Vienna University

Classical versus artificial intelligence methods in financial time series modeling

Alina Barbulescu, Higher Colleges of Technology, Sharjah, UAE

Incomplete financial markets and portfolio optimization under constraints

Ivan P. Yamshchikov, Max Planck Institute for Mathematics in the Sciences, Leipzig, Germany

Jumps in finance: modelling, computing and open issues

Laura Ballotta, Faculty of Finance, Cass Business School City, University of London

New Numerical Methods for PDEs

Christoph Reisinger, University of Oxford
Kathrin Glau, Queen Mary University of London.

Wakeupcall Minisymposium

Andrea Pascucci, Dipartimento di Matematica, Università di Bologna

Young researchers Minisymposium: Novel Methods for Pricing of Financial Derivatives

Zuzana Bucková, GEFA Bank GmbH, Wuppertal, Germany

Schedule

Social Program

Institutions

Golden Sponsors

 

Sponsors