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Quantiative Finance Workshop 2019

(organized by Christa Cuchiero and Josef Teichmann)

ETH Zurich is pleased to host the XX Workshop on Quantitative Finance (QFW2019) from January 23 to January 25, 2019. QFW is an annual conference for academia and industry on theoretical and practical aspects of quantitative finance. See the webpages of the last five editions of the workshop Roma 2018, Milano 2017, Pisa 2016, Parma 2015, Firenze 2014.

The aim of the Workshop is to promote the exchange of ideas that are relevant to researchers and practitioners and cover topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Computational Finance, Econophysics, Financial Econometrics, Statistics of Financial Markets, Corporate Finance, and related fields.

We particularly encourage the participation of Italian and foreign PhD students and young researchers, either coming from industry or academia.

Submission of extended abstracts and papers is encouraged, but simple participation is possible, too. Submitted papers will be reviewed and a part of them will be chosen by the scientific commitee for discussed presentations. A wider variety of most recent themes in our fields of research will be represented.

Venue: ETH Zurich

Conference dinner: TBA

Conference email: qfw2019@math.ethz.ch.

Please register at the conference email address with your name, dates of attendence, intention to participate at the conference dinner on January 24, 2018 at 7 pm (about CHF 60,- for non-speakers). Incomplete registrations cannot be processed!

Submission webpage: qfw2019submission. Notice that you have first to (create and) log into your Easychair account, then you can open the submission link in the same browser window and are asked to submit.

Time: January 23 (morning) - January 25 (evening), 2019

Scientific Committee: Emilio Barucci (Politecnico di Milano), Giacomo Bormetti (Universita di Bologna), Francesco Cesarone (Universita Roma Tre), Andrea Consiglio (Universita di Palermo), Christa Cuchiero (Vienna University), Marco Frittelli (Universita di Milano), Stefano Herzel (Universita Roma Tor Vergata), Friedrich Hubalek (TU Wien), Fabrizio Lillo (Universita di Bologna), Elisa Luciano (Universita di Torino), Maria Elvira Mancino (Universita di Firenze), Claudio Morana (Universita di Milano-Bicocca), Massimo Morini (Banca Imi), Carlo Mottura (Universita Roma Tre), Aldo Nassigh (Unicredit), Mustafa Pinar (Bilkent University), Roberto Reno (Universita di Verona), Emanuela Rosazza Gianin (Universita di Milano-Bicocca), Mathieu Rosenbaum (Ecole Polytechnique), Peter Tankov (Universite Paris-Diderot), Fabio Tardella (Sapienza Universita di Roma), Josef Teichmann (ETH Zurich), Tiziano Vargiolu (Universita di Padova).