January 2006 |
Lunteren (Netherlands) |
5th Winter school on Mathematical Finance Special topic: Risk management and Risk measures |
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January 2007 |
Lunteren (Netherlands) |
6th Winter school on Mathematical Finance Special topic: Monte Carlo Methods and Portfolio Choice |
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January 2008 |
Lunteren (Netherlands) |
7th Winter school on Mathematical Finance Special topic: Lévy Models and Life Insurance and Pensions |
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January 2009 |
Lunteren (Netherlands) |
8th Winter school on Mathematical Finance Special topic: Portfolio Optimization and Risk Measures |
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January 2010 |
Lunteren (Netherlands) |
9th Winter school on Mathematical Finance Special topic: Numerical methods and Illiquid markets |
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January 2011 |
Lunteren (Netherlands) |
10th Winter school on Mathematical Finance Special topic: Energy Markets and Malliavin Calculus in Finance |
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January 2012 |
Lunteren (Netherlands) |
11th Winter school on Mathematical Finance Special topic: Systemic risk and Volatility models |
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January 2013 |
Lunteren (Netherlands) |
12th Winter school on Mathematical Finance Special topic 1: Adjoint methods in computational finance Special topic 2: Mathematical behavioural finance |
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January 2014 |
Lunteren (Netherlands) |
13th Winter school on Mathematical Finance
Special topic 1: Martingale optimal transport
Special topic 2: Benchmark approach |
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January 2015 |
Lunteren (Netherlands) |
14th Winter school on Mathematical Finance
Special topic 1: Nonlinear Pricing
Special topic 2: Dependence and Model Risk
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January 2016 |
Lunteren (Netherlands) |
15th Winter school on Mathematical Finance
Special topic 1: Model Uncertainty
Special topic 2: Energy Markets
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January 2017 |
Lunteren (Netherlands) |
16th Winter school on Mathematical Finance
Special topic 1: Polynomial models
Special topic 2: Energy Markets
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January 2018 |
Lunteren (Netherlands) |
17th Winter school on Mathematical Finance
Special topic 1: Extreme Risks
Special topic 2: Algorithmic and high-frequency trading
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January 2019 |
Lunteren (Netherlands) |
18th Winter school on Mathematical Finance
Special topic 1: Rough volatility
Special topic 2: Long term investments
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January 2020 |
Lunteren (Netherlands) |
19th Winter school on Mathematical Finance
Special topic 1: Dealing with Market Frictions
Special topic 2: Hedging in Markets with Price Impact
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