XIX Quantitative Finance Workshop – QFW 2018

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Aims and Scope

The University of Roma Tre is pleased to host the XIX Workshop on Quantitative Finance – QFW2018 – from January 24 to January 26. The QFW2018 is an annual conference for academia and industry on theoretical and practical aspects of quantitative finance.
The aim of the Workshop is to promote the exchange of ideas that are relevant to researchers and practitioners and cover topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Computational Finance, Econophysics, Financial Econometrics, Statistics of Financial Markets, Corporate Finance, and related fields.
After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half. We particularly encourage the participation of Italian and foreign PhD students and young researchers, either coming from industry or academia.

General Information

To encourage and allow the widest possible participation, there is no registration fee. Conference sponsors will provide coffee-breaks, lunches and the social dinner. Furthermore, scholarships will be made available for foreign PhD students. Following a well-established tradition, each presentation will be assigned an official discussant to foster debate and receive additional feedback.


For any inquiries or questions please contact qfw2018@uniroma3.it
Registrations will open on October 1st, 2017
Deadline for extended abstract/paper: December 7th, 2017
Communication of acceptance: December 23th, 2017
In case of acceptance paper by January 7th, 2018
Conference dates: January 24-26, 2018

Scientific Committee

Emilio Barucci (Politecnico di Milano), Giacomo Bormetti (Università di Bologna), Francesco Cesarone (Università Roma Tre), Andrea Consiglio (Università di Palermo), Marco Frittelli (Università di Milano), Stefano Herzel (Università Roma Tor Vergata), Friedrich Hubalek (TU Wien), Fabrizio Lillo (Università di Bologna), Elisa Luciano (Università di Torino), Maria Elvira Mancino (Università di Firenze), Claudio Morana (Università di Milano-Bicocca), Massimo Morini (Banca Imi), Carlo Mottura (Università Roma Tre), Aldo Nassigh (Unicredit), Mustafa Pinar (Bilkent University), Roberto Renò (Università di Verona), Emanuela Rosazza Gianin (Università di Milano-Bicocca), Mathieu Rosenbaum (Université Pierre et Marie Curie), Peter Tankov (Université Paris-Diderot), Fabio Tardella (Sapienza Università di Roma), Josef Teichmann (ETH Zurich), Tiziano Vargiolu (Università di Padova).

Organizing Committe

Anna Attias (Sapienza Università di Roma), Alessandra Carleo (Università Roma Tre), Francesco Cesarone (Università Roma Tre), Rocco Ciciretti (Università Roma Tor Vergata), Andrea Gheno (Università Roma Tre), Lorenzo Lampariello (Università Roma Tre), Marco Nicolosi (Università di Perugia), Davide Pirino (Università Roma Tor Vergata), Andrea Scozzari (Università Niccolò Cusano).

email: qfw2018@uniroma3.it (case insensitive)

Websites of the last four editions of the conference


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cpalozzi 02 Maggio 2023