SFC 2025 SFC 2025 will focus on cutting-edge research in financial mathematics and computing, highlighting also groundbreaking research in emerging topics. It aims to serve as a bridge between theory and practice, tackling contemporary challenges such as Climate Change Risk and Green Finance.
Topics
- Derivatives pricing
- Arbitrage and risk theory
- Mean Field Games, Stochastic Control and Portfolio Optimization
- Stochastic Models
- Sustainable/green finance
- Pricing Models and Numerical Methods for Emission Allowances and Renewable Energy Certificates
- Decentralized Finance (DeFi) and Cryptography
- Numerical Methods for financial problems, including Stochastic partial differential equations
- Machine Learning Approaches in Stochastic Finance
- Optimal transport and applications in mathematical finance
- Financial Economics and Econometrics
- Extreme Events and Rare Event Simulation
- Risk Management
- Rough Analysis in Finance and Insurance
- Quantum Computing in Financial Simulations
The conference program will include plenary lectures, mini-symposia, and thematic sessions with contributed talks, as well as poster sessions. Additionally, there will be an attractive social program.
Who should attend
The Conference is addressed to academics, practitioners, and advanced students in quantitative finance.
