Stochastics & Computational Finance 2015 – from academia to industry – is an international conference organized by the University of Lisbon - CEMAPRE - ISEG - as partner of the European Project - FP 7 Marie Curie ITN STRIKE - Novel Methods in Computational Finance" .
The ITN-STRIKE is a Framework 7 research project supported by the EU in the FP7-PEOPLE-2012-ITN program which involves a consortium of eleven universities from nine countries and several associated partners from universities and financial industry across the EU.
This event is also a seed for a series to be hosted by University of Lisbon – CEMAPRE - ISEG in the Field of Financial Mathematics with great connections with industry.
SFC 2015 will focus on research and practice in financial mathematics and computation, aiming to attain a proficuous interplay between academicians and practitioners. Its goals are:
To foster collaborations among mathematical and computational scientists, and researchers and practitioners in financial industry;
To foster collaborations in the use of mathematical and computational techniques in quantitative finance in the public and private sector;
To provide an opportunity for advanced students to develop competences on financial mathematics and computation;
To bring together students and specialists both from academy and industry.
Stochastic Analysis and Control Theory in Finance
Lévy processes in Finance
Interest Rate Modelling
Credit Risk Modelling
Models for Risk Management
Computational Methods and High Performance Computing in Finance
Who should attend
The Conference is addressed to academics, practitioners, and advanced students in quantitative finance.
Stochastics & Computational Finance 2015 conference will be held
from July 6 to July 10 2014 at CEMAPRE, the Centre for Applied Mathematics and Economics,
based at the Mathematics Department of ISEG, the School of Economics and Management of the University of Lisbon
Rua do Quelhas 6
P: +351-21 3925876
Registration fee includes:
Access to all sessions of the SCF 2015 programme, documentation, lunches, coffee breaks and social programme.
Accompanying Person Registration fee includes:
Access to the social programme.