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Quantitative Finance Workshop 2019

(organized by Christa Cuchiero and Josef Teichmann)

We are grateful for the generous support of WWTF and ETH Foundation.

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.

!!!REGISTRATION and NEW SUBMISSIONS are CLOSED!!!

Time: January 23 (morning 9.00) - January 25 (evening 18.00), 2019

Venue: ETH Zurich, Rämistrasse 101, 8092 Zürich, Lecture Hall G3 in G floor.

CONFERENCE PROGRAM

Welcome reception on Jan 23 at 18.30: main building ETH at Rämistrasse 101, 8092 Zürich.

Conference dinner on Jan 24 at 19.00 at Campus Irchel: precise location will be announced soon.

Conference email: qfw2019@math.ethz.ch.

Lunch breaks can be individually organized in the neighborhood of ETH Zurich, see excellent student restaurants and several restaurants close to the venue where what we call italian cuisine in Zurich gets visible :-) Pizzaciao, Hot Pasta, Culmann, Plattenhof, Kantorei

Hotels in Zürich can be best booked via standard webpages. Distances are not large and public transport is excellent (Google maps provides you with precise travel distance estimates). It is not recommended to come by car, but of course an option. For urgent questions please contact us via the conference email.

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.

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).