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