This volume contains the abstracts of the Third International Conference on Computational Finance (ICCF 2019), held in A Coruña, Spain, between 8 and 12 July 2019, and coorganized by the Universidade de A Coruña, http://iccf2019.udc.es/. The 2019 edition of ICCF was a satellite conference of the International Congress on Industrial and Applied Mathematics (ICIAM 2019) held in Valencia, http://iciam2019.org.The purpose of ICCF2019 is: To foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, computational specialists and researchers and practitioners in financial industry, deepening cooperation and promoting a proficuous interplay with the cross-fertilization of ideas. To provide an opportunity for advanced students to develop competences on financial mathematics and computing by contacting with specialists both from academia and industry

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