(abstract submission is closed)
We welcome submissions for contributed talks in mathematical finance and its applications, including but not limited to the following topics:
- Algorithmic trading
- Asset pricing under market frictions
- Collateralization and XVA
- Computational finance in high dimension
- Credit risk and interest rate modeling
- Energy and commodity markets
- Equilibrium models
- Financial technology
- Green and sustainable finance
- Insurance mathematics
- Machine learning in mathematical finance
- Market microstructure
- Mean-field games and stochastic control
- Model uncertainty and model risk
- Optimal transport and robust finance
- Portfolio optimization
- Risk measures
- Stochastic volatility modeling
- Systemic risk and financial networks
Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A).
Submission: you can submit title and abstract of your talk, with complete indication of names and affiliations of all authors, together with at most five keywords.
Submission webpage: https://easychair.org/conferences/?conf=amamef-2021
Deadline: Monday 3 May 2021. Acceptance notifications will be sent before 15 May 2021.
For all kinds of questions, please write to amamef2021@math.unipd.it