On Saturday 18 December 2021 the Dutch government has announced an almost complete lockdown of public life until at least 14 January 2022, with exceptions for essential shops only, which leaves us no other option than to cancel the winter school.
Instead, on a smaller scale, we organise an online event, the Winter Seminar on Mathematical Finance, as a modest alternative with speakers as on the planned event, both seniors researchers and young talent.

Instead of the 20th Winter school on Mathematical Finance:
the Winter Seminar on Mathematical Finance


schedule abstracts registration participants


Date: January 24, 2022
location: online

Senior lecturers

Young talents


Michel Vellekoop (Research group Actuarial Science & Mathematical Finance, Economics and Business, Universiteit van Amsterdam) and Peter Spreij (Korteweg-de Vries Institute for Mathematics, Universiteit van Amsterdam and IMAPP, Radboud Universiteit Nijmegen).


The winter schools are traditionally supported by
NWO (the Netherlands Organization for Scientific Research)
STAR (Dutch mathematics cluster on Stochastics - Theoretical and Applied Research))
Platform Wiskunde Nederland (Dutch national organization that promotes the position of mathematics in The Netherlands)
Modelling and Simulation with applications in Finance, Insurance and Economics (FWO network)


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, among these the General AMaMeF conferences of which the 10th edition in Padova, 2021 is the most recent one. AMaMeF has continued as a network of researchers, active in mathematical finance.

Previous Winter Schools

Look at the OVERVIEW of all mini courses, special invited lectures and short contributions in the past winter schools. Below is the full list of websites of all winter schools.