About

Organisation

The 6th International Conference on Computational Finance will be held at St Catherine's College, Oxford, 1-4 September 2026. 

It is organised jointly by the Mathematical and Computational Finance Group at Oxford's Mathematical Institute and the Oxford Man Institute of Quantitative Finance.

This is a biennial series of meetings devoted to computational methods in finance. Starting in 2014, previous conferences were held in Greenwich, Lisbon, A Coruna, Wuppertal, and Amsterdam.

The ICCF has become a focal point for the academic and industry community to share and discuss the latest developments through a combination of plenary lectures, mini-symposia, contributed talks, and round table discussions.

It offers access to the cutting edge of computational finance research, networking opportunities, and the possibility to submit papers to special journal issues.

Topics

The topics of this conference include, but are by no means limited to:

Methodologies

  • Computational PDE techniques, high-dimensional problems
  • Simulation methods, including optimal stopping and BSDEs
  • Stochastic control and reinforcement learning
  • Machine learning for finance, big data analytics
  • Time series forecasting, generative modeling
  • HPC and quantum computing for finance
  • Market models, volatility models, rough paths
  • Network and mean-field models

Application areas

  • Risk management, credit risk, valuation adjustments
  • Fixed income, financial stability
  • Optimal investment, hedging, (re)insurance
  • Market microstructure, trade execution
  • Decentralised finance, automated market makers
  • Derivatives pricing, energy markets, emissions trading
  • Green finance, climate risk, ESG

Scientific Committee

Christian Bayer (WIAS Berlin)

Roxana Dumitrescu (ENSAE-CREST, Institut Polytechnique de Paris)

Matthias Ehrhardt (University of Wuppertal)

Emmanuel Gobet (Sorbonne University)

Maria Rosario Grossinho (University of Lisbon)

Karel In’t Hout (University of Antwerp)

Yuying Li (University of Waterloo)

Cornelis Oosterlee (Utrecht University)

Andrea Pallavicini (Intesa Sanpaolo)

Athena Picarelli (University of Verona)

Vladimir Piterbarg (Natwest Markets)

Christoph Reisinger (Chair, Oxford University)

Daniel Sevcovic (Comenius University Bratislava)

Carlos Vázquez Cendón (University of A Coruña)

Luitgard Veraart (London School of Economics)

Local Organising Committee

 

Alvaro Cartea

Sam Cohen

Mike Giles

Blanka Horvath

Sam Howison

Jan Obloj

Christoph Reisinger

Zubin Siganporia

Jonathan Tam

              

              

 

For all enquiries, please contact iccf26@maths.ox.ac.uk.