12th General AMaMeF conference

AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. A brief survey of AMaMeF is available here, including a listing of the current members of its Acting Board. Under the auspices of AMaMeF numerous conferences, workshops and other scientific activities have been organized. Among these the General AMaMeF Conferences have been the biggest, and they are currently organized in a roughly two-yearly schedule. 

The 12th General AMaMeF conference is organized by the Department of Economics at the University of Verona. The program consists of plenary lectures, invited and contributed sessions, and posters, addressing a full range of topics in mathematical finance and its applications including:

- Algorithmic trading and market microstructure

- Commodity and energy markets

- Collateralization and xVA

- Computational finance

- Credit risk and multi-curve interest rate modelling

- Decentralized finance and Fintech

- Green Finance - ESG

- Insurance mathematics

- Machine learning in Mathematical Finance

- Mean field games in Mathematical Finance

- Model risk and uncertainty

- Optimal transport in Mathematical Finance

- Option pricing and hedging

- Portfolio Optimization

- Risk measures - Risk Management

- Robust finance

- Stochastic control in Mathematical Finance

- Systemic risk

- Volatility modelling