SIG Computational Finance



The objective of this SIG is to gather specialists from all over Europe to tackle the actual problems of the modeling and the numerical analysis of various problems in computational finance. We aim to create a network of experts in the field to make communication easier and to enable industrial or governmental organizations to find the right expert to their needs. The network is truly multidisciplinary, combining the power of mathematics, scientific computing and quantitative finance, for modelling, calibration and simulation.

Besides, this SIG should gather expertise with the aim to submit proposals to the European Union or to other funding bodies.