Workshop on Stochastic and Computational Finance- SCF2019

Wednesday, February 20, 2019 (All day) to Thursday, February 21, 2019 (All day)

The workshop focuses on mathematical problems related to financial issues. It also deals with actual applications to finance and economics. The aim is to bring together scholars from academia and industry, as well as graduate students from mathematics, economics and finance in this research event. Participants will have the opportunity to present their research findings and discuss recent developments in this area of study. The SCF2019 is to be held at the UAE University, Al-Ain, UAE. It is organized by the department of mathematical sciences in collaboration with the department of economics and finance.

Contact:

Email: SCF-UAEU@uaeu.ac.ae

Topics:

stochastic processes, jump diffusions, stochastic volatility models, pricing and hedging financial derivatives, price sensitivities computations, numerical method for finance, Monte Carlo, finite differences, calibration, machine learning, software component developments, risk management, portfolio management, commodities, financial markets integration, financial crisis and contagion effects.

 

United Arab Emirates University
F1-0046
College of Science, Department of Mathematical Sciences
15551 Al-Ain
United Arab Emirates
Agenda: 

20 Feb 2019 - 21 Feb 2019 • Al-Ain, United Arab Emirates

Submission deadline: December 20, 2018. 

Registration deadline: January 31, 2019.

 

 

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