15th Winter school on Mathematical Finance

Special Topics: Model Uncertainty, Market Impact,
Energy Markets


schedule abstracts registration participants


January 25-27, 2016 in Congrescentrum De Werelt
Travel directions: in Dutch or in English
Maps: local map, Michelin map and Google map

visiting address: Westhofflaan 2
6741KH Lunteren
phone: +31 (0)318 484641
fax: +31 (0)318 482924
email: dw@congrescentrum.com


The two mini courses of 5 hours each will be delivered by


The special invited lectures will be given by


The short lectures will be given by

Poster presentations

Participants who would like to present a poster will be given this opportunity. The precise format and scheduling of a poster session will be decided on later, depending on the number of such participants. Participants who want to present a poster are requested to contact the organizers.

Brochure and poster

All information about the time schedule, abstracts, and registration can also be found in the brochure. A poster is available too.


Hans Schumacher (Tilburg University) and Peter Spreij (Korteweg-de Vries Institute for Mathematics, Universiteit van Amsterdam and IMAPP, Radboud University Nijmegen)


The winter school is supported by
NWO (the Netherlands Organization for Scientific Research)
STAR (Dutch mathematics cluster on Stochastics - Theoretical and Applied Research))
WONDER (Dutch Research School in Mathematics)


The FWO WOG research network Stochastic Modelling with applications in financial markets has made available a limited number of grants of 250 euro each for young researchers (PhD students and postdocs) associated to the network to be used as a reduction on the registration fee for the winter school. Eligible for the grants are with priority those whose supervisor is a member of the network (information about network members can be obtained from the institutional membership list), but others are invited to apply as well. Applications for the grant can be sent by email to both Hans Schumacher and Peter Spreij (make sure that both are addressed). Applications are required to contain a brief motivation why the grant should be beneficial for the research of the applicant, a brief motivation why the applicant has a specific need for the grant, a (link to) a CV of the applicant and the name of her/his principal supervisor. The deadline for applications is November 20, 2015.


The winter school has previously been supported by AMaMeF, the well established research programme on Advanced Mathematical Methods in Finance of the European Science Foundation (ESF). The programme has terminated in 2010 as an ESF activity, but many activities continue to be held under its flag.

Previous Winter Schools

Here is an overview of all mini courses and special invited lectures in the past winter schools. Below the full list of all winter schools.