Topics and Scope
The International Conference on Computational Finance 2019 -ICCF2019- is an international conference organized by Universidade da Coruña (UDC). It is the third of a biannual series of conferences in Computational Finance launched by the consortium of the European project FP 7 Marie Curie ITN STRIKE-Novel Methods in Computational Finance 2013-2016. Former editions took place in December 2015 at University of Greenwich (United Kingdom) and in September 2017 at Universidade de Lisboa (Portugal).
A Coruña ICCF2019 focuses on recent advances in financial mathematics and computation, for both academic researchers and practitioners. It consists of plenary lectures, given by international leading academics and industry researchers working on subjects of particular relevance for the theory and practice of quantative finance, and contributed talks organized in thematic sessions.
The purpose of A Coruña ICCF2019 is:
- To foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, computational specialists and researchers and practitioners in financial industry, deepening cooperation and promoting a proficuous interplay with the cross-fertilization of ideas.
- To provide an opportunity for advanced students to develop competences on financial mathematics and computation by contacting with specialists both from academy and industry.
- 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
- Energy Market Models
- Big Data Analytics
- Computational Methods and High Performance Computing in Finance
- Market Microstructure
Who should attend
The Conference is addressed to academics, practitioners, and advanced students in applied mathematics, finance and economics.