Event detail

Name: 9th General AMaMeF Conference

From: 11 Jun 2019

To: 14 Jun 2019

Address: Campus des Cordeliers
6th Arrondissement
Paris, France

Organizer: Sorbonne University

Key speakers: Mathieu Rosenbaum, Professor, University Paris 6 Erhan Bayraktar, Professor of Mathematics, University of Michigan Johanna Ziegel, Professor, University of Bern Giulia DiNunno, Professor, University of Oslo Johannes Muhle-Karbe, Professor, Carnegie Mellon University Giorgia Callegaro, Professor, University of Padova Martin Larsson, Professor, ETH Zürich Mihail Zervos, Professor, London School of Economics

Web page: https://9amamef.sciencesconf.org/

Pricing: - variable

Description: 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

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