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.

Goals

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.

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
• Computational Methods and High Performance Computing in Finance
• Market Microstructure

Who should attend

The Conference is addressed to academics, practitioners, and advanced students in quantitative finance.

Venue

Accommodation

Click here to see a list of recommended hotels

Fees

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.

Deadlines

Participants' List

Comming Soon!

Committees