Optimization models and methods play an increasingly important role in financial decision making. Many problems in quantitative finance, originated from asset allocation, risk management, derivative pricing, and model fitting, are now routinely and efficiently solved using modern optimization techniques. This workshop will bring together researchers in the rapidly growing field of financial optimization and intends to provide a forum for innovative models and methods on new topics, novel approaches to well-known problems, success stories, and computational studies in this exciting field. Participants are encouraged to present and discuss their recent work and new, possibly controversial, approaches are particularly welcome.

The targeted audience for this workshop includes graduate students and faculty members working in applied mathematics, operations research, and economics, who have been interested in mathematical finance or plan to do so. The workshop will also be attractive for those doing quantitative modeling in the financial market.

A one-day short-course, intended for optimization researchers interested in quantitative finance as well as finance researchers and practitioners interested in optimization models and methods, will precede the scientific program of the workshop.
Invited and contributed presentations will be scheduled during the remaining three days.