Advanced Methods in Mathematical Finance

Angers - France

Angers - France


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.


  • Adrien Richou
  • Albert Shiryaev
  • Albina Danilova
  • Alessandro Doldi
  • Alexander Gushchin
  • Alexander Slastnikov
  • Alexandre Popier
  • Anna Aksamit
  • Burcu Aydogan
  • Caroline HILLAIRET
  • Christa Cuchiero
  • Elena Boguslavskaya
  • Ernst Presman
  • Florian Lemonnier
  • Frédéric Proïa
  • Hans Foellmer
  • Hans-Jürgen Engelbert
  • Huyên PHAM
  • Jerome Spielmann
  • Jianhui Huang
  • Jing Zhang
  • Joanna Tumilewicz
  • Josef Teichmann
  • Juan Li
  • Kazutoshi Yamazaki
  • Lioudmila Vostrikova
  • Ljudmila Bordag
  • Marco Frittelli
  • Marina KLEPTSYNA
  • Martin Schweizer
  • Marvin Mueller
  • Masaaki Fukasawa
  • Masaaki Kijima
  • mashael algoulity
  • Michael Schmutz
  • Michael Tehranchi
  • Monique Jeanblanc
  • Nicole El Karoui
  • Pavel Chigansky
  • Peter Imkeller
  • Peter Spreij
  • Qi Zhang
  • Rainer Buckdahn
  • said hamadene
  • Shanjian Tang
  • Shige Peng
  • Stefan Ankirchner
  • Stephane Loisel
  • Tahir Choulli
  • Takashi Shibata
  • Thomas Skill
  • Wolfgang Runggaldier
  • XUN LI
  • Ying Hu
  • Youri Kabanov
  • Yuchao Dong
  • Zbigniew Palmowski
  • Zuoquan Xu