Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  


Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance
September, 17th-22nd, 2007

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General Information

The programme "Advanced Mathematical Methods for Finance" is financially supported by the European Science Foundation. It aims at the development and application of advanced mathematical tools in finance. Stochastic analysis, control theory, differential equations, and numerical methods have been increasingly used for financial modeling, analysis and software development in the last decade. In particular, challenging problems arise for which techniques from various fields must be put together to improve numerical approaches and cope with their computational complexity. The use of sophisticated financial instruments, particularly now with the widespread use of derivatives in almost all aspects of modern commerce, makes the development of such mathematical tools of essential importance for financial institutions of all types - including investment and commercial banks, insurance and fund management companies, regulating bodies, corporate and state treasuries, and hedge funds.

The AMaMeF Programme has two main overall goals. The first is the creation and reinforcement of relationships among European research teams in the fields of stochastic analysis, control theory, differential equations, and other relevant mathematical disciplines, with the purpose of undertaking and carrying out highly innovative interdisciplinary and interactive research in mathematical finance and its applications. The second is the cultivation and maintenance of strong and mutually reinforcing links with the financial services industry in the broadest sense, with a view to further enhancing the impact and influence of mathematical research on the financial industry.


Organizing Committee:
Peter Grandits phone: +43-1-58801 10512 e-mail: pgrand@fam.tuwien.ac.at homepage
Friedrich Hubalek phone: +43-1-58801 10513 e-mail: fhubalek@fam.tuwien.ac.at homepage
Reinhold Kainhofer phone: +43-1-58801 10515 e-mail: reinhold@fam.tuwien.ac.at homepage
Johannes Leitner phone: +43-1-58801 10513 e-mail: jleitner@fam.tuwien.ac.at
Walter Schachermayer phone: +43-1-58801 10510 e-mail: wschach@fam.tuwien.ac.at homepage
Uwe Schmock phone: +43-1-58801 10520 e-mail: schmock@fam.tuwien.ac.at homepage

Conference Secretary:
Christian Gawrilowicz phone: +43-1-58801 10511 e-mail: secr@fam.tuwien.ac.at

Administrative Staff:
Amerling Dieter
Böhm Johannes
Brodowicz Christoph
Fellner Elke
Hirhager Karin
Kraft Stefan
Lutz Brigitte
Naderer Clemens
Schneider Roman
Sommer Oliver
Tunakan Erdem

Postal address (see also contact)

Vienna University of Technology
Financial and Actuarial Mathematics
Wiedner Hauptstrasse 8 / 105-1
A-1040 Vienna, Austria
    Technische Universität Wien
Finanz- und Versicherungsmathematik
Wiedner Hauptstraße 8 / 105-1
A-1040 Wien, Österreich