Open Science Research Excellence

ICQFMM 2020 : International Conference on Quantitative Finance and Mathematical Models

Dubai, UAE
March 19 - 20, 2020

Call for Papers

ICQFMM 2020 : International Conference on Quantitative Finance and Mathematical Models is the premier interdisciplinary platform for the presentation of new advances and research results in the fields of Quantitative Finance and Mathematical Models. The conference will bring together leading academic scientists, researchers and scholars in the domain of interest from around the world. Topics of interest for submission include, but are not limited to:
  • Quantitative finance
  • Mathematical finance
  • Derivatives pricing: the Q world
  • Risk and portfolio management: the P world
  • Criticism
  • Mathematical tools
  • Derivatives pricing
  • Mathematical or numerical models
  • Financial derivatives
  • Discrete time models
  • Strategies of investment
  • Admissible strategies and arbitrage
  • Martingales and opportunities of arbitrage
  • Complete markets and option pricing
  • The optimal stopping problem
  • Continuous-time models
  • Continuous-time martingales
  • Stochastic integration
  • The Girsanov theorem
  • The Black-Scholes model
  • Multidimensional Black-Scholes model with continuous dividends
  • Currency options
  • Stochastic volatility
  • Fourier methods for pricing
  • Interest rates models
  • Yield curve for a random future
  • Interest rates
  • Bonds with coupons, swaps, caps and floors
  • A general framework for short rates
  • Options on bonds
  • Short rate models
  • Inversion of the yield curve
  • Affine term structures
  • The Vasicek model