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AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge  in the field of Mathematical Finance. A brief survey of AMaMeF is available here, including a listing of the current members of its Acting Board. Under the auspices of AMaMeF numerous conferences, workshops and other scientific activities have been organized. Among these the General AMaMeF Conferences have been the biggest, and they are currently organized in a roughly two-yearly schedule.  

The 10th General AMaMeF conference is organized by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova. The program consists of plenary lectures, invited and contributed sessions, and posters, addressing a full range of topics in mathematical finance and its applications including:

  • Stochastic volatility modelling
  • Mean-field games and stochastic control
  • Machine learning in mathematical finance                      
  • Computational finance in high dimension
  • Risk measures
  • Financial technology
  • Robust finance and model risk
  • Optimal transport
  • Collaterization and XVA
  • Portfolio optimization
  • Credit risk and multi-curve term structure modelling
  • Insurance
  • Commodity markets

The conference will take place in the Department of Mathematics "Tullio Levi-Civita", near the heart of the historical city centre of Padova. It will start on Tuesday, June 22, 2021 and will end on Friday, June 25, 2021.

 

Plenary speakers

  • Beatrice ACCIAIO (London School of Economics)
  • Clémence ALASSEUR (Electricité de France)
  • Elisa ALOS (University Pompeu Fabra, Barcelona)
  • Michalis ANTHROPELOS (University of Piraeus)
  • Francois DELARUE (University of Nice Sophia-Antipolis)
  • Marcel NUTZ (Columbia University)
  • Frank RIEDEL (Bielefeld University)
  • Emanuela ROSAZZA GIANIN (University of Milano-Bicocca)

 

Deadlines

Titles and abstracts                                

Early bird registration                           

Registration