Vienna Parliament & St. Charles Cathedral & Giant Ferris Wheel (© andreas N & Gerfried Wagner & suju @ pixabay)

Vienna Congress on Mathematical Finance - VCMF 2019
Mon–Wed, Sept. 9–11, 2019

VCMF Educational Workshop
Thu–Fri, Sept. 12–13, 2019

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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.

In the framework of a Panel Discussion (September 9, 2019) on the topic "The big data revolution in mathematical finance" we offer the conference participants a platform for discussions with a number of renowned experts.

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.