Advanced Methods in Mathematical Finance

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This conference is devoted to the innovations in the mathematical analysis of financial data, 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, to give several application-oriented presentation of mathematical finance, to cover the questions related with actuariat. More specifically, we will give priority to the following topics:

  • Actuariat and Mathematical Finance
  • Analysis of Financial markets with transation costs
  • Microstructure of the Financial markets
  • High frequency trading in Finance
  • Pricing and hedging in credit risk modelling
  • SDEs and BSDEs in Mathematical Finance
  • Stochastic analysis and its applications
  • Optimal control and its applications

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