International Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance
September 17-22, 2007

General Information

The programme "Advanced Mathematical Methods for Finance" is financially supported by the European Science Foundation. It aims at the development and application of advanced mathematical tools in finance. Stochastic analysis, control theory, differential equations, and numerical methods have been increasingly used for financial modeling, analysis and software development in the last decade. In particular, challenging problems arise for which techniques from various fields must be put together to improve numerical approaches and cope with their computational complexity. The use of sophisticated financial instruments, particularly now with the widespread use of derivatives in almost all aspects of modern commerce, makes the development of such mathematical tools of essential importance for financial institutions of all types - including investment and commercial banks, insurance and fund management companies, regulating bodies, corporate and state treasuries, and hedge funds.

The AMaMeF Programme has two main overall goals. The first is the creation and reinforcement of relationships among European research teams in the fields of stochastic analysis, control theory, differential equations, and other relevant mathematical disciplines, with the purpose of undertaking and carrying out highly innovative interdisciplinary and interactive research in mathematical finance and its applications. The second is the cultivation and maintenance of strong and mutually reinforcing links with the financial services industry in the broadest sense, with a view to further enhancing the impact and influence of mathematical research on the financial industry.

Contacts

Organizing Committee:
Peter Grandits
Friedrich Hubalek
Reinhold Kainhofer
Johannes Leitner
Walter Schachermayer
Uwe Schmock

Conference Secretary:
Christian Gawrilowicz

Administrative Staff:
Amerling Dieter
Böhm Johannes
Brodowicz Christoph
Fellner Elke
Hirhager Karin
Kraft Stefan
Lutz Brigitte
Naderer Clemens
Schneider Roman
Sommer Oliver
Tunakan Erdem

Postal address (see also contact)