Workshop on Advanced Mathematical Methods for Finance

September 27 — September 30, 2010,  Berlin, Germany

The European Science Foundation program "Advanced Mathematical Methods for Finance" (A.Ma.Me.F.)” was established in April 2005. The purpose of the program is to enhance the research in advanced mathematics and its applications to finance to understand the very complex markets and the financial instruments traded there. As a consequence of the great variety of techniques required for progress in the development of viable financial models and risk management tools, there is a serious need for a highly interdisciplinary approach to research in this area, an approach requiring expertise from a number of complementary areas of mathematics.
This A.Ma.Me.F. workshop is financially supported by the European Science Foundation, the European Research Council through the program "Innovations in Stochastic Analysis and Applications with emphasis on Stochastic Control and Information", the "Weierstraß-Institut for Applied Analysis and Stochastics", and the "Deutsche Bank Quantitativ Products Laboratory".