Description

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Stochastics & Computational Finance 2025 – new trends from Academia to Real-World Applications – is an international conference organized by the University of Lisbon, ISEG and CEMAPRE. This event brings leading academics from top-tier research centers to discuss the latest advancements in financial mathematics.

SFC 2025 will focus on cutting-edge research in financial mathematics and computing, highlighting also groundbreaking research in emerging topics. It aims to serve as a bridge between theory and practice, tackling contemporary challenges such as Climate Change Risk and Green Finance.
Topics: Derivatives pricing, Arbitrage and risk theory, Mean Field Games, Stochastic Control and Portfolio Optimization, Stochastic Models, Sustainable/green finance, Pricing Models and Numerical Methods for Emission Allowances and Renewable Energy Certificates, Decentralized Finance (DeFi) and Cryptography, Numerical Methods for financial problems, Stochastic partial differential equations, Machine Learning Approaches in Stochastic Finance, Optimal transport and applications in mathematical finance, Financial Economics and Econometrics, Extreme Events and Rare Event Simulation, Risk Management, Rough Analysis in Finance and Insurance, Quantum Computing in Financial Simulations.

The conference program will include plenary lectures, mini-symposia, and thematic sessions with contributed talks, as well as poster sessions. Additionally, there will be an attractive social program.

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Speakers:

Jean-François Chassagneux (ENSAE-CREST, Institut Polytechnique de Paris), Roxana Dumitrescu (ENSAE-CREST, Institut Polytechnique de Paris), Bruno Dupire (IMS, New York University), Ernest Eberlein (FIAS, Universitat Freiburg), Matthias Ehrhardt (ACM, B. University Wuppertal), Emmanuel Gobet (CMA, École Polytechnique), Martin Schweizer (Department of Mathematics, ETH-Zurich), Daniel Sevcovic (Faculty of Mathematics, Comenius University), Albert Shiryaev (Steklov Mathematical Institute, Russian Academy of Sciences), Peter Spreij (Institute for Mathematics, Universiteit van Amsterdam), Peter Tankov (ENSAE-CREST, Institut Polytechnique de Paris), Nizar Touzi (Tandon School of Engineering, New York University), Carlos Vázquez (Facultad de Informática, Universidade da Corunã)