CALL FOR ABSTRACT

International Conference on Computational Finance, Methods and Applications

  • Computational finance
    Applications of computational finance
    Risk management
    Data and algorithms
    Financial models or systems
    Algorithmic trading
    Quantitative investing
    High-frequency trading
    The first option trade
    The black-scholes equation
    The risk neutral world
    Monte carlo methods
    The binomial model
    Derivative contracts on non-traded assets and real options
    Discrete hedging
    Jump diffusion
    Regime switching
    Mean variance portfolio optimization
    Quantitative finance
    Mathematical finance
    Derivatives pricing




Conference Date

17th - 18th February 2025

Submission Date

Early Bird Fee: 18th Jan 2025

Last Date for Paper Submission:2nd February,2025

Last Date for Registration:2nd February,2025


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