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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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--> VCMF 2019 Conference (Mon-Wed)
--> VCMF 2019 Workshop (Thu-Fri)

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.


Standard registration is possible until August 25, 2019.
From August 26, 2019, late registration fee applies.

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CPD - Continuing Professional Development

VCMF 2019 is accredeted by the AVÖ - Actuarial Association of Austria (conference: 18 CPD points, workshop: 12 CPD points)

General Information

Vienna Congress on Mathematical Finance
Monday, September 9 - Wednesday, September 11, 2019

VCMF Educational Workshop
Thursday, September 12 - Friday, September 13, 2019

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WU Vienna - Vienna University of Economics and Business
Welthandelsplatz 1, 1020 Vienna/Wien, Austria


Previous VCMF Conference: [VCMF 2016]

Gold Sponsors

Raiffeisen Bank International

Silver Sponsors

EAA-EnergieAllianz Austria
UNIQA Insurance Group AG
B&W Deloitte GmbH
Meyerthole Siems Kohlruss


WU Vienna - Vienna University of Economics and Business
FAM @ TU Wien - Vienna University of Technology
Wolfgang Pauli Institute (WPI) Vienna
University of Vienna


Vienna Tourist Board / Wien Tourismus