This mini-symposium aims at bringing together the diverse knowledge and expertise falling within the domain of Computational Finance that is an intersection between mathematical finance and numerical analysis, incorporating elements of statistics and computer science. The focus is both on the traditional challenges in numerical methods, such as the curse of dimensionality, that appear also in this context and on new emerging topics, particularly those related to the changing environmental landscape. Quantitative, algorithmic, and statistical analysis of derivative pricing, risk management, and portfolio optimization will be illustrated.