- "Analytical and numerical methods for option pricing"
Organizer: Maria Rosario Grossinho, ISEG Lisboa
- "Approximation methods from numerics, probability and statistical learning in computational finance"
Organizer: Kathrin Glau, École Polytechnique Fédérale de Lausanne and Queen Mary University of London
- "Consumption and investment under mortality risk"
Organizer: Jaime Londoño, Universidad Nacional de Colombia
- "Local volatility models and inverse problems"
Organizer: Jorge Zubelli, IMPA, Brasil
- "Machine learning methods in computational finance"
Organizers: Anastasia Borovykh & Kees Oosterlee, CWI Amsterdam
- "Modelling and valuation techniques for energy markets"
Organizer: Michael Coulon, University of Sussex
- "Numerical Methods for PDEs in finance"
Organizers: Matthias Ehrhardt & Jan ter Maten, University of Wuppertal
- "Qualitative and quantitative aspects of nonlinear PDEs based models arising in mathematical finance"
Organizer: Daniel Ševčovič, Comenius University
- "Young researchers Minysimposium on computational finance"
Organizer: José Germán López-Salas, University of A Coruña