An international conference on "Advanced methods in mathematical finance" will take place in Angers, France from the 2th to the 7th of September 2013. The conference starts 3th of September morning and ends 6th of September evening. This conference is devoted to the innovations in the mathematical analysis of financial datas, new numerical methods for finance and applications to the risk modeling. The topics selected include risk measures, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. During this manifestation we plan to present new models, new methods and new results in quantitative finance , to include an analysis of new financial products such as exotic derivatives, to give several application-oriented presentation of mathematical finance, to cover such topics as pricing and hedging with default. More precicely, the following topics will be previleged :

• Additional information and defaultable securities
• Analysis of markets with transation cost
• Backward stochastic differential equations
• High frequency trading in finance
• Modelling of financial market
• Pricing and hedging in credit risk modelling
• Stochastic partial differential equations
• Stochastic analysis and optimal control for Itô-Lévy processes

Local organising committee : Loïc Chaumont, Anastasija Ellanskaya, Piotr Graczyk, Lioudmila Vostrikova