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

• Computational Methods and Machine Learning

• Credit Risk and Systemic Risk

• Limit Order Book and High Frequency Trading

• Markets with Frictions and Large Trader Models

• New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization)

• Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation)

• Robust Finance

• Stochastic and Rough Volatility

The conference program will feature plenary lectures, 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 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists.

Submission and Registration:

Submission of Contributed Talks & Posters:

The call for contributed talks & posters is open until May 18, 2019.

Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest).

Registration:

Early registration is possible until June 30, 2019.

Standard registration is possible until August 15, 2019.

Conference website: https://fam.tuwien.ac.at/vcmf2019