Workshop on Stochastic and Computational Finance- SCF2019
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.
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.
20 Feb 2019 - 21 Feb 2019 • Al-Ain, United Arab Emirates
Submission deadline: December 20, 2018.
Registration deadline: January 31, 2019.