Campus of WU Wien (© Johannes Zinner)

Vienna Congress on Mathematical Finance - VCMF 2016
Mon–Wed, Sept. 12–14, 2016

VCMF Educational Workshop
Thu–Fri, Sept. 15–16, 2016

NEW - VCMF 2019

Second Vienna Congress on Mathematical Finance
September 2019, Vienna


The Vienna Congress on Mathematical Finance will be held from September 12-14, 2016 in the brand new campus of WU Wien. The conference will bring together leading experts from various fields of Mathematical Finance such as:

  • Limit Order Book / High Frequency Trading
  • Credit Risk / Systemic Risk
  • Computational Methods and Calibration
  • New Financial Markets
  • Stochastic Volatility Models
  • Risk Measures and Optimization

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 15 and 16 with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists.

Submission and Registration

Submission of Contributed Talks & Posters:
Submission of contributed talks and poster presentations is already closed.


Standard registration is possible until August 15, 2016.
From August 16, 2016, late registration fee applies.


CPD - Continuing Professional Development

VCMF 2016 is accredeted by the AVÖ - Actuarial Association of Austria (conference 20 CPD points, educational workshop 11 CPD points)
For a CPD-confirmation participants shall send a scan of the following CPD-Form to


General Information

Vienna Congress on Mathematical Finance
Monday, September 12 - Wednesday, September 14, 2016

VCMF Educational Workshop
Thursday, September 15 - Friday, September 16, 2016

WU Wien - Vienna University of Economics and Business
Campus of WU Wien: Library & Learning Center (LC) and Teaching Center (TC)
Welthandelsplatz 1, 1020 Vienna/Wien, Austria

Conference & Workshop Secretariat:
Ms. Katrin Artner and Ms. Sandra Trenovatz


Poster: VCMF2016_poster.pdf and VCMF2016_poster_WU.pdf

Gold Sponsors

Raiffeisen Bank International
KPMG Austria GmbH Wirtschaftsprüfungs- und Steuerberatungsgesellschaft
Erste Group Bank AG

Silver Sponsors

Raiffeisen Capital Management
d-fine Austria GmbH


WU Wien - Vienna University of Economics and Business
FAM @ TU Wien - Vienna University of Technology
University of Vienna