Vienna Congress on Mathematical Finance (VCMF) 2016

  • Conference Call
  • The Vienna Congress on Financial Mathematics will be held on September 12 – 14, 2016 in the brand new campus of WU Wien in Vienna, Austria and is organised by the Research Unit of Financial and Actuarial Mathematics at the Vienna University of Technology — TU Wien (TUW).

    The conference will bring together leading experts from various fields of Mathematical Finance such as

    • Limit Order Book /​High Frequency Trading
    • Credit Risk /​Systemic Risk
    • Computational Methods and Calibration
    • New Financial Markets
    • Stochastic Volatility Models
    • Risk Measures and Optimization

    The conference program will feature plenary lecturers, 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 15 and 16 with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists.

    Organizing Committee

    • Mathias Beiglböck (University of Vienna)
    • Christa Cuchiero (University of Vienna)
    • Rüdiger Frey (Vienna University of Economics and Business)
    • Stefan Gerhold (Vienna University of Technology)
    • Friedrich Hubalek (Vienna University of Technology)
    • Irene Klein (University of Vienna)
    • Thorsten Rheinländer (Vienna University of Technology)
    • Birgit Rudloff (Vienna University of Economics and Business)
    • Walter Schachermayer (University of Vienna)
    • Uwe Schmock (Vienna University of Technology)

    Invited Plenary Speakers

    … at the Congress

    • Freddy Delbaen (ETH Zurich, CH)
    • Peter Friz (Technische Universität Berlin, DE)
    • Hans Föllmer (Humboldt-​Universität zu Berlin, DE)
    • Emmanuel Gobet (Ecole Polytechnique, FR)
    • Mathieu Rosenbaum (Ecole Polytechnique & Université Pierre et Marie Curie (Paris 6), FR)
    • Josef Teichmann (ETH Zurich, CH)
    • Almut Veraart (Imperial College London, UK)

    … at the Educational Workshop

    • Alexander McNeil (Heriot-​Watt University, UK)
    • Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
    • Peter Tankov (Université Paris-​Diderot (Paris 7), FR)
    starting: ending: 16.09.2016 Location: , Category:


    Conference START 16.09.2016 END

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    Conference Facts

    Location , Address Welthandelsplatz 1 / Messestrasse 100 Category Organiser More Info Conference Website

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