If you are applying mathematical methods to problems in finance and insurance, for instance in connection with derivative pricing or risk management, and you are working in the Netherlands either in academia or in industry, this is a site you may want to bookmark.

In case you would like to have an event announced here, or you would like to have a link included, please contact Hans Schumacher (jms@uvt.nl). This non-commercial page aims to serve the Dutch research community in mathematical finance and insurance.

Upcoming events

In (or close to) the Netherlands

SciFinance courses offered by CANdiensten (at commercial rates).

Elsewhere

Thematic Program on Quantitative Finance: Foundations and Applications
Fields Institute, Toronto
January-July, 2010
Extensive program of activities including workshops, lectures, and courses.

Frankfurt MathFinance Conference. Derivatives and Risk Management in Theory and Practice
Frankfurt
March 15-16, 2010

Robust Techniques in Quantitative Finance Conference
Oxford-Man Institute, Oxford
March 18-19, 2010

Risk and Stochastics Day 2010
London School of Economics
March 22, 2010

Fourth International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance
University of Salerno / University of Venice
Villa Rufolo, Ravello, Italy
April 7-9, 2010

Workshop on Stochastics, Control and Finance
Imperial College London
April 12-14, 2010

Hedging the Unhedgeable. Current Developments in Valuation and Hedging in Incomplete Markets
Cass Business School, London
April 30 - May 1, 2010

Fifth General Conference on Advanced Mathematical Methods in Finance (AMaMeF 2010)
Bled, Slovenia
May 4-8, 2010

14 International Congress on Insurance: Mathematics and Economics
Toronto
June 17-19, 2010

Sixth World Congress of the Bachelier Society
Toronto
June 22-27, 2010

Swissquote Conference on Interest Rate and Credit Risk
École Polytechnique Fédérale de Lausanne (EPFL), Switzerland
October 28-29, 2010

SIAM Conference on Financial Mathematics and Engineering (FM10)
San Francisco
November 19-20, 2010

Quantitative Methods in Finance Conference (QMF) 2010
Sydney
December 15-18, 2010

Past events

Ninth Winter School on Mathematical Finance
Lunteren, the Netherlands, January 18-20, 2010
Special topics: Numerical Methods and Illiquid Markets. Minicourses by Peter Forsyth and Alexander Schied. Special invited lectures by Pauline Barrieu, Mark Davis, and Peter Tankov. Additional lectures by Dion Bongaerts, Alexander van Haastrecht, Vincent Leijdekker, and Mitja Stadje. Abstracts, related papers, and slides of most of the lectures can be found at the abstracts page.

Eighth Winter School on Mathematical Finance
Lunteren, the Netherlands, January 19-21, 2009.
Special topics: Portfolio Optimization and Risk Measures. Minicourses by Jerome Detemple and Georg Pflug. Special invited lectures by Piotr Karasinski, Damien Lamberton, and Martin Schweizer. Additional lectures by Jiajia Cui, Xinzheng Huang, Coen Leentvaar, and Denitsa Stefanova. Abstracts, related papers, and slides of most of the lectures can be found at the abstracts page.

Seminar series

CentER finance seminar series (Tilburg University)

Colloquium Stochastics and Financial Mathematics (KdV Institute, Universiteit van Amsterdam)

Research schools / research groups

Center for Economic Research (Tilburg)

• Finance research group

EURANDOM

Mathematical Research Institute

Thomas Stieltjes Institute for Mathematics

• Theme group Mathematics and Economics

Home pages

Cees Dert, Joost Driessen, Jeroen Kerkhof, Pieter Klaassen, Andreas Kyprianou, Roger Laeven, Antoon Pelsser, Berend Roorda, Wim Schoutens, David Schrager, Hans Schumacher, Peter Spreij, Michel Vellekoop, Harry van Zanten, Alex Zilber

This page was last updated on February 7, 2010. Please send comments to: Hans Schumacher (jms@uvt.nl).