ICCF 2017

2nd International Conference on Computational Finance

The second edition of the International Conference on Computational Finance will take place in Lisbon, Portugal in 2017 .

Topics and Scope

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.

Goals

Lisbon ICCF 2017 focus on recent advances in financial Mathematics and computation, for both academic researchers and practitioners. It consists of plenary lectures, given by international leading academics and industry researchers working on subjects of particular relevance for the theory and practice of quantative finance, and contributed talks organized in thematic sessions.

The purpose of Lisbon ICCF 2017 is:

  • To foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, computational specialists and researchers and practitioners in financial industry, deepening cooperation and promoting a proficuous interplay with the cross-fertilization of ideas.
  • To provide an opportunity for advanced students to develop competences on financial mathematics and computation by contacting with specialists both from academy and industry.
  • Topics

  • Stochastic Analysis and Control Theory in Finance
  • Lévy processes in Finance
  • Interest Rate Modelling
  • Credit Risk Modelling
  • Portfolio Management
  • Models for Risk Management
  • Commodities Markets
  • Energy market models
  • Big Data Analytics
  • Computational Methods and High Performance Computing in Finance
  • Market Microstructure
  • We observe that, among the several topics addressed, are included two topics that have been exhibiting in the recent years the need for advanced mathematical, statistical and computational methods and, therefore, have attracted the interest of quantitative scientists:

  • Energy market models
  • Big Data Analytics.
  • Who should attend

    The Conference is addressed to academics, practitioners, and advanced students in applied mathematics, finance and economics

    ISEG - Lisbon School of Economics and Management, Universidade de Lisboa

    ISEG

    Venue

    Cemapre
    Rua do Quelhas 6
    1200-781 Lisboa
    P: +351-21 3925876
    E-mail
    cemapre@iseg.ulisboa.pt

    Useful Information

    • By plane: arrive at Lisbon International Airport
    • By taxi: ask to come to "Rua do Quelhas 6" (about 10 Euros from the airport). Fares are 20% higher on weekends, holidays and during the night. There is a surplus of 50% for luggage.
    • By bus:
      • From the airport: AERO BUS from 7am to 9pm every 20 minutes (about 1.20 Euros on board); hop off at Avenida Fontes Pereira de Melo bus stop; then take bus 49 to first stop in Avenida D. Carlos I.
      • Av. D. Carlos I: 6,13,49
      • Rua Borges Carneiro: 13,27
      • Rua de São Bento: 100
    • By tram:
      • Calçada da Estrela: 28
    • By train:
      • From Estação de Santa Apolónia: take bus 104 to Rua Conde Barão. Then either walk up Avenida D.Carlos I or take bus 6 or 49 to last stop in Avenida D. Carlos I.
      • Estação de Santos (Linha de Cascais)
    • By underground:
      • Rato (Linha Amarela)
      • Cais do Sodré (Linha Verde)
    • By foot:
    • Route planner
    • Google transit

    Lisbon info

    Travel info

    • Visa: Portugal is a EU member inside the Schengen space.
    • Phone: country code 351, international outgoing calls code 00. All phone numbers in Portugal are 9 digits long. National emergency phone: 112.
    • Currency: Euro.
    • Banks: open Monday-Friday 8h30 - 15h. Cash dispensing machines widely available and with all major credit cards.
    • Shops: open until 19h frequently with lunch break 13h-15h, shopping centers open until 23h or 24h.
    • Electricity supply: 220V - 50Hz with sockets standard in European countries (except UK and Ireland).
    • Time zone: Greenwich Mean Time same as UK and one hour earlier than European Central Time.