The topics covered by this session include original research and comprehensive review papers in theoretical, quantitative, mathematical, computational, numerical and empirical finance that are concerned with: specification, estimation, computation, simulation, evaluation and forecasting of financial market models; financial algorithms; Bayesian MCMC models; Generalized method of moments; multivariate conditional, stochastic and realized volatility models; ultra high frequency data; leverage, asymmetric and spillover effects; multi-factors; diffusion processes; spot, options and futures prices; VIX; pricing financial derivatives; modelling financial derivatives; scaling and switching models; dynamic correlation and covariance models; targeting; stochastic dominance; finite dimensional dependence; quantiles; vine copulas; skew-adjusted multi-fractals; equity index option dynamics; efficient price estimation; stationary, non-stationary and stable volatility; fractional integration and long memory; heterogeneous autoregressive models; vector random coefficient autoregressive models; cointegrated VAR analysis; dynamic models of the variance risk premium; Markov switching models; jumps and co-jumps; cash flow volatility; volatility risk; separating information maximum likelihood estimation; integrated volatility and covariance; micro-market and microstructure noise.