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
Mark Cummins
Dublin City University
Bruno Dupire
Bloomberg LP
Ernst Eberlein
Technical University of Munich
Paul Edge
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
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

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


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


Social Program


Golden Sponsors