Advanced Mathematical Methods For Finance

AMaMeF is a network of researchers active in the field of mathematical finance.

We provide platforms of knowledge exchange at the frontiers of research, facilitate the interaction between young and experienced researchers, and promote the growth of expert education in mathematical finance.

Our agenda is centered around knowledge sharing with focus on methods from probability, stochastic analysis, deterministic and stochastic control theory, the theory of differential equations, functional analysis, mathematical statistics, numerical analysis and simulation.

The methods from mathematical fields mentioned above are embedded into modern quantitative finance. Let us alone mention the pricing and hedging of derivatives, the implementation of large scale portfolio optimization methodologies, and the modeling of the dynamics of interest rates that have inspired the development of sophisticated analytical tools and new mathematical methods of great importance for problems in financial economics.

Our network is spanned across the whole Europe, with AMaMeF members affiliated in more than 20 countries. So far, we have organised numerous international event to help connect people from both Academia and Finance, and to promote reliable and responsible approach to mathematical finance.

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