ICCF2015 [ICCF2015@greenwich.ac.uk]
14th-18th December 2015, University of Greeniwch
SECOND CALL for PAPERS (Registration and abstract submission portals
are now opened: http://www.iccf.eu/)
Abstracts in the form of a single pdf document are invited for 'oral presentation' and 'graduate paper competition' at the conference. Please visit the link 'How to contribute' from the above website.
Abstract deadline: 31/07/2015; Acceptance for presentation: 15/09/2015.
Industrial sessions and minisymposia: Industrial Day - Practitioners from finance industry and insurance sectors are welcome to submit papers related to qualitative and quantitative aspects of financial modelling and problems in their trading work and environment. Minisymposium on GPU - Everyone is welcome to submit scientific and industrial papers.
The themes of the conference include: Linear and nonlinear models for various financial products; Analysis of market models; Modelling future and commodity tradings; Modelling the energy market; Numerical methods for computational finance - SDEs and PDEs; Optimal control in finance and financial products; Model reduction and Lie group methods; Monte-Carlo simulations; Parallel algorithms, high performance computing and GPU;Comuptational tools and software development for computational finance;Qualitative analysis of trading models.
Conference secretariat: ICCF2015@gre.ac.uk