International Conference on Computational Finance —ICCF24 — organised in CWI, Amsterdam, 2-5 April 2024


Celebrating prof. Peter Forsyth

As can be seen in the program, at ICCF24, we will celebrate Professor Peter Forsyth’s Career in Computational Finance with a special session and invited lecture.
In the world of finance, mathematics, and computational science, the work of Professor Peter Forsyth, of the University of Waterloo, Canada, has left a unique mark on both academia and industry. As he celebrates his 70th birthday this year, it is an opportune moment to celebrate the remarkable career of this distinguished scholar.
Peter’s research spans a wide array of topics, including numerical methods for solving partial differential equations, computational finance, and risk management. He is particularly recognized for his work in option pricing and stochastic control theory, where he developed innovative numerical techniques that have become essential tools in the financial industry. His research has had a profound impact on risk assessment, derivative pricing, and financial modeling for pension plans, contributing to the stability and efficiency of financial markets.

Conference Dinner

As it is the tradition at ICCF, we are looking forward a festive conference dinner together, at restaurant Kop van Oost!

Conference Excursion

On Thursday afternoon, 4 April 2024, we will have an excursion, on a boat through the Amsterdam canals, followed by the conference dinner.