----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- *Deadline approaching:* Standard registration ends on August 25, 2019 (from August 26, 2019, late registration fee applies): https://fam.tuwien.ac.at/vcmf2019/registration.php ----------------------------------------------------- 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. 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. For further information including details on plenary and invited speakers see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ 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 ----------------------------------------------------- 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 Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (RBI) BAWAG P.S.K. Silver Sponsor: B&W Deloitte EnergieAllianz Austria (EAA) EY Meyerthole Siems Kohlruss UNIQA Insurance Group Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Fred Espen Benth (University of Oslo) - Bruno Bouchard (Université Paris-Dauphine) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) - Walter Schachermayer (University of Vienna) 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 (École Polytechnique and Université Paris-Dauphine) - Peter Bank (TU Berlin) - Zachary Feinstein (Washington University in St. Louis) - Damir Filipovic (EPFL and Swiss Finance Institute) - 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) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Miklos Rasonyi (Alfred Renyi Institute of Mathematics) - Nizar Touzi (École Polytechnique) - Luitgard A. M. Veraart (London School of Economics) 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" For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Registration: Standard registration is possible until August 25, 2019. From August 26, 2019, late registration fee applies. 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 Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "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) -----------------------------------------------------