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The Covid-19 pandemic prevents the organisation of a conference in the traditional in-person format. Nevertheless, in agreement with the AMaMeF steering committee, we decided to keep the meeting on the scheduled dates: June 22-25, 2021.

 

Update (April 19, 2021). Due to a very recently announced decree of the Italian legislation, severe limitations seem to be in place for conferences organized up to June, 30 with participants which are physically present. On April, 26 this decree should be officially released, and shortly after that a decision is expected from the Rector of the University of Padova, together with the Governor of Regione Veneto, about the subject. We will publish all relevant information here as soon as the situation evolves. 

 

The conference will take place in a hybrid format or in a fully online format, depending on the prevailing conditions over the next few months (see above).

 

  • If the hybrid format is adopted, then there will be the possibility of attending in-person the conference in Padova for a limited number of participants. Priority will be given to the plenary speakers and to the organisers and speakers of the invited sessions. For the other participants, we will follow a first-come-first-served rule, according to the date of registration to the conference. In any case, every speaker will have the possibility of presenting remotely.
  • If the fully online format is adopted, then we will do our best to provide a conference experience that is as close as possible to the experience of an in-person conference. We expect to have precise information on the format of the conference in April.
  • Reduced conference fees will be applied to participants participating remotely in a hybrid or fully online conference. Fees for a virtual conference will be significantly less than for an in-person conference. Registration fees will be posted on this webpage in due time.

 

Regular updates and announcements on the evolution of the conference organisation will be posted on this page.

 

 

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 (ETH Zürich)
  • 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: Monday 3 May 2021

Early bird registration                           

Registration                                           

 

For all kinds of questions, please write to amamef2021@math.unipd.it