Advances in Mathematics of Finance
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Advances in Mathematics of Finance
Advances in Mathematics of Finance
Advances in Mathematics of Finance
Advances in Mathematics of Finance
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Program of the Conference - click here.

Scientific Summary

The purpose of the conference is to present recent contributions in mathematics of finance. Mathematics of finance is an intensively developing area of research. Therefore it is important to track recent developments in this field. The scope of the conference will be later adjusted to the recent advances in theory. The organizer and the scientific committee are planning to lay an emphasis: on applications of Levy processes in finance (incomplete market models), duality technics, backward stochastic differential equations, bond markets and implied volatility modelling, the role of information in finance, modelling of markets with defaults and risk management. It is expected however that 6-8 months before the meeting the Scientific Committee shall try to focus the meeting on the recent advances in the theory, possibly including new contributions and new areas of research.

Useful information

The conference will take place in the Conference Center that belongs to the Institute of Mathematics Polish Academy of Sciences and is located in Będlewo, near Poznań.

The conference is in some sense a continuation of previous scientific meetings organized in the Banach Center (Stochastic Systems 1998, Workshop on Mathematics of Finance 2001, Stochastic Control and its Applications 2002, Analysis of Random Markets: Products and Prices 2003). It is also the Second AMaMeF Conference following the First Conference held in Antalya-Side, on April 26–29, 2006.

The conference is expected to gather 80–100 scientists (20 from Poland) (the capacity of the Center allows to accommodate up to 120 participants).

The organizers plan plenary sessions consisting of 5 to 8 special invited 1 hour lectures and two parallel sessions consisting of 30 minute invited lectures and of contributed talks.

During the Conference AMaMef Steering Committee meeting will be organized.

Advances in Mathematics of Finance Advances in Mathematics of Finance