AIMS The aim of this series of conference is to attract leading researchers,both practitioners and academics, to discuss new and relevant numerical methods for the solution of practical computational problems in finance. Discussion of new products and new models requiring new numerical methods for their solution is also welcome. The conferences are focused on topics of current interest, and the programme is organised around the talks given by distinguished invited speakers. Individual contributions may be submitted to either an oral or a poster session. Participants are encouraged to propose minisymposia consisting of a number of papers on a given topic. Offers to organise panel discussions are also welcome. These conferences are intended to strike an even balance between practitioners and academics. A book of proceedings will be published after the conference in the series: Springer Proceedings in Mathematics.. SCOPE The main focus of the NMF 2011 conference will be on the computational challenges facing the modern developments in quantitative finance. Topics in all areas of numerical finance are welcome, such as but not exclusively the following: valuation and risk management of exotic derivatives (path-dependency and/or early exercise features); integral transform methods, in particular Fourier and FFT; simulation methods; lattice methods; partial differential equation methods; algorithmic and statistical arbitrage trading models; financial econometric methods; and inverse problems. We have further identified two special themes of particular relevance given the current landscape of financial markets. Topics in the following areas will be particularly welcomed: Special Theme 1 - Energy & Commodities Trading & Risk Management Given the unique physical-based features of the energy and commodities markets relative to other financial markets, leading advances in the application of numerical methods for the trading, valuation and risk management of the following are encouraged:     Gas and oil storage contracts Swing and take-or-pay contracts Tolling agreements Real options and virtual energy contracts Emissions and environmental products, in particular EUAs and CERs Alternative and green energy products Special Theme 2 - Credit Derivatives, Credit Risk Modelling & Liquidity Modelling Given the issues highlighted in relation to model risk in the credit markets during the global credit crisis, and with the changing regulatory environment driven by the Dodd-Frank Act, Basel III and Solvency II, cutting-edge research in the following key areas are encouraged: Default modelling and CDS valuation Credit risk modelling Credit adjustment valuation (CVA) Liquidity modelling WHO SHOULD ATTEND? Academics and practitioners wishing to discuss their latest research results on numerical methods for solving practical problems in finance. Practitioners interested in learning about the latest numerical techniques for solving their problems.                           AUSPICES The conference is held under the auspices of the Institute for Numerical Computation and Analysis – INCA, a non-profit company limited by guarantee. See the website www.incaireland.org for more details.