Event detail

Name: 10th General AMaMeF Conference

From: 22 Jun 2021

To: 25 Jun 2021

Address: Department of Mathematics "Tullio Levi-Civita", Padova

Organizer: Iniversita Degli Studi Di Padova

Key speakers: -not announced at the moment

Web page: https://events.math.unipd.it/AMAMEF2021/

Pricing: - variable

Description: 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. 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
Commodity markets


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