In spite of the presence of the corona virus, the organization plans to have the winter school in the format that has been our tradition in the past years, i.e. on location. According to the present situation, a safe, Coronaproof event is possible.
20th Winter school on Mathematical Finance
||Functional convex ordering of stochastic processes|
|Optimal transport in finance|
DATES and LOCATION
Planned dates: January 24-26, 2022
location: Congrescentrum De Werelt
Travel directions: see here.
Maps: local map, Michelin map and Google map
|6741KH Lunteren |
|phone:|| +31 (0)88 - 000 1586|
The two mini courses of 5 hours each will be delivered by
SPECIAL INVITED LECTURES
The special invited lectures will be given by
The short lectures will be given by
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.
Further information, brochure and poster
All information about the time schedule, abstracts, and registration is also published in our brochure.
A poster will become available later.
For further inquiries, please address the organizers (see below), NOT the staff of the conference center.
(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 school will be supported by
||The FWO (The Research Foundation - Flanders) research network Modelling and Simulation
with applications in
Finance, Insurance and Economics has made available a limited number of grants for young researchers (PhD students and postdocs) associated to the network to be used as a waiver of the registration fee for the winter school. For those researchers the grants completely cover the registration fee.
For other young researchers a limited number of grants of €250 each is available 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 Michel Vellekoop 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 20 November 2021.
||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.
1st winter school, 2001, December 17-19
2nd winter school, 2002, December 16-18.
3rd winter school, 2003, December 17-19.
4th winter school, 2005, January 24-26.
5th winter school, 2006, January 23-25.
6th winter school, 2007, January 22-24.
7th winter school, 2008, January 21-23.
8th winter school, 2009, January 19-21.
9th winter school, 2010, January 18-20.
10th winter school, 2011, January 24-26.
11th winter school, 2012, January 23-25.
12th winter school, 2013, January 21-23.
13th winter school, 2014, January 20-22.
14th winter school, 2015, January 26-28.
15th winter school, 2016, January 25-27.
16th winter school, 2017, January 23-25.
17th winter school, 2018, January 22-24.
18th winter school, 2019, January 21-23.
19th winter school, 2020, January 20-22.