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28-31 août 2018
Angers - France
Europe/Paris timezone

The international conference on "Advanced Methods in Mathematical Finance" will take place in Angers, France, from the 28th to the 31th of August 2018.

This conference is de
dicated to innovations in the mathematical analysis of financial data, new numerical methods for finance and applications to risk modeling. The selected topics include actuarial theory, risk measures, ruin theory, credit default models, stochastic control and its applications to portfolio choice and liquidation, models of liquidity and with transaction costs, pricing and hedging of financial instruments. During this conference we plan to discuss new models, new methods and new results in mathematical finance, to answer questions related to actuarial theory, to analyse new financial instruments and to consider several applications of mathematical finance. More precisely, we will consider submissions in the following topics:

  • Actuarial Theory and Mathematical Finance

  • Ruin Theory

  • Models for Interest Rates

  • Default Models

  • Financial Markets with Transation Costs

  • SDEs and BSDEs in Mathematical Finance

  • Stochastic Analysis, Optimal Control and their Applications

  • Statistical Methods in Mathematical Finance

The conference starts in the morning of August 28th and ends on the evening of August 31st. The departure day is in the morning of September 1st. If you plan to participate only for a part of the week, please enter the corresponding dates when you register. For the convenience of participants we precise that the arrival day is August 27th. The accomodations will be reserved by the organizers in the hotels situated near the Angers train station, namely in the hotels Progrès, Iena and Bon Pasteur. To cover a part of the conference expenses we ask a registration fee of 100 euros which can be paid by "bon de commande", bank tranfer or credit card (see Registration fee).


To register, it is necessary to create a Indico login and password. This login and password will also allow you to view or edit your abstract submission.

 

Démarre 28 août 2018 08:30
Finit 31 août 2018 18:45
Europe/Paris
Angers - France

Scientific Committee :

  • M. Jeanblanc (Université d'Evry)
  • Yu. Kabanov (Université de Besançon)
  • M. Musiela (Oxford-man Institute)
  • M. Schweizer (ETH Zurich)
  • T. Zariphopoulou (University of Texas at Austin)

Organizing Committee :

  • L. Chaumont (Université d'Angers)
  • L. Denis (Université du Maine)
  • R. Garbit (Université d'Angers)
  • P. Graczyk (Université d'Angers)
  • Y. Hu (Université de Rennes 1)
  • F. Panloup (Université d'Angers)
  • F. Proïa (Université d'Angers)
  • J. Spielmann (Université d'Angers)
  • L. Vostrikova (Université d'Angers)