The aim of the conference is to bring together academics and practitioners to exchange ideas on recent advances in quantitative finance spanning across mathematics, statistics, finance, economics, econometrics and insurance. The invited speakers will give an overview of the latest important developments in the field. The program will consist of invited sessions and contributed talks that cover a broad spectrum of research in quantitative finance, including but not limited to, mathematical modelling, computational methods, financial econometrics and statistics, optimization, trading strategy, risk management, and portfolio management. Joining speakers from the Tsinghua, Peking and Stanford Universities will be representatives from academy such as National University of Singapore, China Academy of Science, and industry such as Derivative China, JP Morgan, and Morgan Stanley. World-renown statistician Tze Leung Lai from Stanford University will be holding a mini-course on "Particle Filters and Their Applications in Finance and Econometrics" during the conference.