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VCMF 2019 - Vienna, Austria
Vienna Congress on Mathematical Finance
Mon-Wed, September 9-11, 2019
VCMF Educational Workshop
Thu-Fri, September 12-13, 2019
https://fam.tuwien.ac.at/vcmf2019/
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To Whom it May Concern,
The second Vienna Congress on Mathematical Finance (VCMF 2019) 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.
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.
For further information including details on plenary and invited
speakers invited see the conference homepage at
https://fam.tuwien.ac.at/vcmf2019/
Submission and Registration is open:
https://fam.tuwien.ac.at/vcmf2019/registration.php
We are looking forward to meeting you in September in Vienna!
With kind regards from the VCMF 2019 organisers,
Mathias Beiglböck, Rüdiger Frey, Stefan Gerhold,
Friedrich Hubalek, Irene Klein, Thorsten Rheinländer,
Birgit Rudloff, Walter Schachermayer, Uwe Schmock
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Location:
Campus of WU Wien
Welthandelsplatz 1, 1020 Vienna/Wien, Austria
Organized by:
WU Vienna - Vienna University of Economics & Business
TU Wien - Vienna University of Technology
University of Vienna
Gold Sponsor:
Raiffeisen Bank International
(further sponsors are welcome)
Plenary Speakers...
at the Congress:
- Beatrice Acciaio (London School of Economics)
- Fred Espen Benth (University of Oslo)
- Christa Cuchiero (WU Vienna)
- Paul Embrechts (ETH Zurich)
- Antoine Jacquier (Imperial College London)
- Sebastian Jaimungal (University of Toronto)
- Johannes Muhle-Karbe (Imperial College London)
at the Educational Workshop:
- Julien Guyon (Bloomberg, Columbia Univ., New York Univ.)
- Huyên Pham (University Paris VII Diderot)
- Josef Teichmann (ETH Zurich)
- Luitgard A. M. Veraart (London School of Economics)
Invited Speakers at the Congress:
- Emmanuel Bacry (Ecole Polytechnique and Université Paris-Dauphine)
- Damir Filipovic (L'Ecole Polytechnique Fédérale de Lausanne)
- Kathrin Glau (Queen Mary University of London)
- Archil Gulisashvili (Ohio University)
- Julien Guyon (Bloomberg, Columbia Univ., New York Univ.)
- Nikolaus Hautsch (University of Vienna)
- Blanka Horvath (King's College and Imperial College London)
- Ying Jiao (Université Claude Bernard Lyon 1)
- Sigrid Källblad (KTH Royal Institute of Technology)
- Marcel Nutz (Columbia University)
- Luitgard A. M. Veraart (London School of Economics)
- further speakers t.b.a.
https://fam.tuwien.ac.at/vcmf2019/speakers.php
Additionally on the first day of the congress there will be a panel
discussion with the title:
"The big data revolution in mathematical finance"
Panellists:
- Nikolaus Hautsch
Professor of Finance and Statistics
of University of Vienna
- Jonas Hirz
BELTIOS GmbH (Austria) and
Head of the Data Science Section of
the Actuarial Association of Austria (AVÖ)
- further Panellists t.b.a.
Moderator:
- Josef Teichmann
Full Professor of Financial Mathematics, ETH Zürich
For further details see the program:
https://fam.tuwien.ac.at/vcmf2019/program.php
Important dates and deadlines:
Submission:
The call for contributed talks & posters
is open until April 30, 2019.
Acceptance/rejection letters will be sent
end of May 2019 (June 7, 2019 at the latest).
Registration:
Early registration is possible until June 30, 2019.
Registration is possible until August 15, 2019.
Submission and Registration:
https://fam.tuwien.ac.at/vcmf2019/registration.php
CPD:
The attendance at VCMF 2019 (full week, Sept. 9-13, 2019)
may qualify for up to 30 CPD credits for those delegates
whose national actuarial organization's CPD requirements
recognize VCMF 2019.
18 CPD credits for VCMF Congress (Sep 9-11) and
12 CPD credits for VCMF Educational Workshop (Sep 12-13).
VCMF 2019 is accredited by the AVÖ - Actuarial Association of Austria.
For any requests, do not hesitate to write an e-mail to the conference &
workshop secretariat: vcmf2019(a)fam.tuwien.ac.at
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"Le congrès danse beaucoup, mais il ne marche pas."
("The congress does not move forward, it dances.")
Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815)
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