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9th General AMaMeF Conference

Paris, June 11-14, 2019

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AMaMeF, acronym for Advanced Mathematical Methods in 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 chaired by Robert Stelzer. 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 9th General AMaMeF conference is organized by the LPSM (Laboratoire de Probabilités, Statistique et Modélisation) at Sorbonne University and University Paris Diderot, and LaMME (Laboratoire de Mathématiques et Modélisation d’Évry) at Evry University and ENSIIE. 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 Campus des Cordeliers, in the heart of the Latin quarter, 6th Arrondissement of Paris. It will start on Tuesday, June 11, 2019 at 9:00 AM and will end on Friday, June 14, 2019 early in the afternoon. 

 

Plenary lectures

Erhan Bayraktar (University of Michigan)

Giorgia Callegaro (University of Padova)

Giula Di Nunno (University of Oslo) 

Martin Larsson (ETH Zürich)

Johannes Muhle-Karbe (Imperial College London)

Mathieu Rosenbaum (Ecole Polytechnique)

Mihail Zervos (London School of Economics)

Johanna Ziegel (University of Bern)

 

Deadlines

Titles and abstracts                                April 19, 2019

Early bird registration                             April 15, 2019

Registration                                            May 24, 2019

 

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