Stochastics & Computational Finance 2025

International Conference

2-5 Set 2025, ISEG, Lisboa

Description


SCF 2025 focus on cutting-edge research in financial and computational finance. It will also highlight emerging and innovative areas. The event will bring together academics from top international research institutions and aims to be a bridge between theory and practice, addressing contemporary challenges such as the risk associated with climate change and sustainable finance.

The program includes plenary lectures, thematic sessions, mini-symposia and poster presentations.


Speakers:

Jean-François Chassagneux (ENSAE-CREST, Institut Polytechnique de Paris), Roxana Dumitrescu (ENSAE-CREST, Institut Polytechnique de Paris), Bruno Dupire (Bloomberg), Ernst Eberlein (FIAS, Universitat Freiburg), Matthias Ehrhardt (B. University Wuppertal), Emmanuel Gobet (École Polytechnique), Martin Schweizer (Department of Mathematics, ETH-Zurich), Daniel Sevcovic (Faculty of Mathematics, Comenius University), Albert Shiryaev (Steklov Mathematical Institute), 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)

Organizers:

Nuno M. Brites (Instituto Superior de Economia e Gestão), Maria do Rosário Grossinho (Universidade de Lisboa), João M E Guerra (Universidade de Lisboa), Manuel Guerra (Instituto Superior de Economia e Gestão), João Janela (Instituto Superior de Economia e Gestão), Alexandra Moura (Universidade de Lisboa) and Carlos Oliveira (Instituto Superior de Economia e Gestão)

Target audience

Academics, practitioners, and advanced students in quantitative finance.

Venue

Quelhas building, ISEG, Lisboa

Accommodation

For more information please contact us.

Contacts

CEMAPRE - Centre for Applied Mathematics and Economics

Rua do Quelhas, n.º 6
1200-781 Lisboa
Portugal

Email: cemapre@iseg.ulisboa.pt
Tel: (+351) 213 925 876