The Conference is the 6th General Conference of the network Advanced Mathematical Methods for Finance (AMaMeF). The conference will iconcern the following topics: arbitrage theory (including illiquid markets and markets with transaction costs), pricing of financial derivatives, portfolio analysis (both dynamic as well as static from application point of view), term structure models (in particular models with Levy noise), credit risk and risk theory (both in finance and in insurance), computational and application aspects of mathematics of finance and insurance.
Scientific Committee: Lane Hughston (University College, London), Monique Jeanblanc (University of Evry), Claudia Klüppelberg (Technische Universität München), Giulia Di Nunno (University of Oslo), Bernt Oksendal (University of Oslo), Andrzej Palczewski (University of Warsaw), Uwe Schmock (Vienna University of Technology), Łukasz Stettner (Institute of Mathematics, Polish Academy of Sciences, Warsaw).
Plenary speakers: Pauline Barrieu (London School of Economics), Fred E. Benth (University of Oslo), Damiano Brigo (King's College London), Rama Cont (University of Paris VI-VII), Damir Filipovic (Swiss Finance Institute), Hans Foellmer (Humboldt University of Berlin), Monique Jeanblanc (University of Evry), Yuliya Mishura (Kyiv University), Wolfgang Runggaldier (University of Padova), Walter Schachermayer (University of Vienna), Robert Stelzer (Ulm University).
The conference is supported by WCMCS.