The Third Asian Quantitative Finance Conference (AQFC) will be held at the Chinese University of Hong Kong (CUHK) from July 6 to 8, 2015.

This series of annual conferences aims to feature the latest developments in the field of quantitative finance and promote its research in Asia. It provides a platform for interaction and cooperation among researchers within Asia and elsewhere. The organization of AQFC is on a rotating basis in several major Asian institutions. For the information of the past two meetings, please refer to:

  1. The 1st AQFC at National University of Singapore, Singapore, January 9-11, 2013
  2. The 2nd AQFC at Shandong University, Weihai, China, June 19-21, 2014

The 3rd AQFC is organized by the Center for Financial Engineering, Faculty of Engineering, CUHK.  The themes it will focus on include

  • Stochastic control and asset allocation
  • Quantitative methods in risk management
  • Systemic risk and regulation
  • Liquidity risk
  • Market microstructure and high frequency trading
  • BSDE, nonlinear expectation, and their applications in finance
  • Derivative pricing
  • Computational techniques
  • Behavioral finance
  • Commodities markets and modelling