Image link to the University of Greenwich Web Site International Conference on Computational Finance (ICCF2015)
December 14th - 18th, 2015

Conference programme. Last updated on Tuesday 15th Dec at 10:01.
e-Proceedings.

Maritime Greenwich Campus

The ITN-STRIKE is a Framework 7 research project supported by the EU in the FP7-PEOPLE-2012-ITN program which involves a consortium of eleven universities and several associated partners from universities and financial industry across the EU.

The ITN-STRIKE partners wish to share technical and practical experience in computational finance using a series of conferences entitled the 'International Conference on Computational Finance' acronymn as ICCF. A scientific committee is formed consisting of the partners of the ITN-STRIKE project. ICCF2015 is the first of the series to be hosted by one the ITN-STRIKE partner, University of Greenwich, London, during December 14th - 18th 2015.

 
The theme of the conference:

  • Linear and nonlinear models for various financial products.
  • Analysis of market models.
  • Modelling futures 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.
  • Computational tools and software development for computational finance.
  • Qualitative analysis of trading models.

  •  

    Sessions to cover the above theme:-

    (i) Keynotes.

    (ii) Contributed sessions.

    (iii) Graduate papers.

    (iv) Industrial sessions: We welcome people from the finance and insurance sectors to organise talks in this session related to qualitative and quantiative aspects of financial modelling and problems in their trading work and environment.

     

    Important dates:

  • Deadline for submitting abstracts is now extended to: 31/08/2015.
  • Notification of acceptance for presentation at the confernece: 15/09/2015.
  • Registration begins: 15/09/2015.
  • Registration ends: 30/11/2015.
  • Conference dates: 14/12/2015 - 18/12/2015.
  •  
    University League Table Success for Department of Mathematical Sciences

    Mathematics at Greenwich is ranked at 39th out of 66 in the UK. See Guardian Guide 2014.  

     
    Masters programmes with the Department of Mathematical Sciences

    MSc Applicable Mathematics.
    MSc Computational Finance.
    Research opportunities.

     
    Future events

    2017 Technical University of Lisbon, Portugal.
    2019 University of Wuppertal, Germany.

    Registration closed
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    This document was last updated: Wednesday 29/04/2015