Conference Announcements

VCMF 2019

Second Vienna Congress on Mathematical Finance

Mon, 09 Sep 2019 12:00:00 AM – Wed, 11 Sep 2019 11:59:59 PM

The second Vienna Congress on Mathematical Finance will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as:

  • Computational Methods and Machine Learning
  • Credit Risk and Systemic Risk
  • Limit Order Book and High Frequency Trading
  • Markets with Frictions and Large Trader Models
  • New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization)
  • Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation)
  • Robust Finance
  • Stochastic and Rough Volatility

The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program.

The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists.

The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. 


Institute for Statistics and Mathematics
entlehnung@wu.ac.at; vcmf2019@fam.tuwien.ac.at
Conference Website: https://fam.tuwien.ac.at/events/vcmf2019/
Vienna University of Economics and Business 

Welthandelsplatz 1, 1020 Vienna/Wien, Austria
Vienna, Vienna
Austria

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