Institutional
Organizers
Advanced Mathematical Methods
for
Finance - A Scientific Programme of the European Science Foundation ESF
Institute of Mathematics Simion Stoilow of the Romanian
Academy
University of Pitesti UPIT
Scientific Motivation
The
aims of this conference are to present the most recent developments in
the domain of the Mathematical Finance, including here models in
incomplete markets, models with defaults, credit risk models,
applications of Levy processes in finance, implied volatility models,
stochastic control in finance, models with advanced or delayed
informations etc. During the conference we expect that an AMaMeF
Steering Committee meeting will be organized.