The International Conference on Stochastics & Computational Finance 2015 (SCF 2015) took place at Lisbon School of Economics and Management of Universidade de Lisboa (ISEG – ULisboa), in July 6–10, 2015. It was organized under the joint auspices of ISEG – ULisboa and the Research Centre for Applied Mathematics and Economics (CEMAPRE).
SCF 2015 (http://cemapre.iseg.ulisboa.pt/SCF2015/) was as an event promoted by the European Project – FP 7 Marie Curie ITN STRIKE Novel Methods in Computational Finance (see www.itn-strike.eu), to which ISEG – ULisboa belonged as a partner. It was a big international forum for academicians and practitioners working in Computational Finance and Financial Engineering. It welcomed scientists from the top-tier research centres and experts and top professionals in the industry of Quantitative Finance, and gathered also active young researchers, to talk about the most recent developments in the field of Financial Mathematics with special focus in Computational Finance.
Scientifically, SCF 2015 reflected the aim of the project ITN STRIKE – study complex financial models, most of them of nonlinear type, and develop the numerical and computational results and schemes for solving linear and nonlinear problems arising in the mathematical theory of financial instruments and markets. The wide programme of lectures and talks built a bridge between Academia and Industry, combining unique opportunities to network, exchange ideas and promote future research.
The Organizing and Scientific Committees have worked in tight contact which was crucial for inviting many leading specialists and outstanding practitioners – 18 plenary lectures in total. Besides that, the conference included more than 50 contributed talks distributed among 5 Thematic Sessions: Computational Models and Methods; Stochastic Models; Derivative Pricing and Markets; Interest Rate models, Credit Risk and Portfolio Management; Finance and Mathematical Economics.
In the present volume the reader can find some papers based on the talks selected for publication after a reviewing procedure according to the high standards of IJCM.
The editorial committee thanks those that contributed with their work to this volume and the referees for their constructive reports on the papers.
Our special appreciation goes to Choi-Hong Lai, the editor of the International Journal of Computer Mathematics, and the editorial people from IJCM respectively, for their continuous support and active interest in the development of this project.
We sincerely hope that this volume will be a positive contribution to the literature in Computational Finance.
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* This special issue is dedicated to all the people from the STRIKE network. Without them this issue would have never been possible.