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 (May 11, 2021). Due to a very recently announced decree of the Italian legislation, severe limitations are in place for conferences organized up to June, 30. In particular, contrarily to our hopes, it is confirmed that conferences with participants which are physically present are not allowed.
In the light of the news above, the conference will take place in a fully online format. We will however do our best to provide a conference experience that is as close as possible to the experience of an in-person conference.
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)
For all kinds of questions, please write to amamef2021@math.unipd.it