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

Events in (or close to) the Netherlands

Seminar on Systemic Risk and Contingent Capital
KU Leuven Business School
March 12, 2012

Conference on Quantitative methods in statistics, biostatistics and actuarial sciences
Louvain-la-Neuve
May 30 - June 1, 2012

Twelfth Winter School on Mathematical Finance
Lunteren, the Netherlands
January 21-23, 2013
More information will follow.

Events sponsored by the Scientific Research Community "Stochastic Modelling with Applications in Financial Markets" (FWO Vlaanderen).

Courses (at commercial rates):

• SciFinance courses offered by CANdiensten

Events elsewhere

Financial Engineering for Energy Asset Management and hedging in commodity markets (ENERGY-10)
Wolfgang Pauli Institute, Vienna
various events during 2011/2012

7th World Congress of the Bachelier Finance Society
Sydney
June 19-22, 2012

International Conference on Actuarial Science and Risk Management
Xiamen University
June 24-27, 2012

16th International Conference on Insurance: Mathematics and Economics
Hong Kong
June 28-30, 2012

4th International Gerber-Shiu workshop
Melbourne
July 4-5, 2012

SIAM Conference on Financial Mathematics and Engineering (FM12)
Minneapolis
July 9-11, 2012

Barcelona Summer School on Stochastic Analysis: Functional Itô Calculus and Malliavin calculus for Lévy processes
Barcelona
July 23-27, 2012

Past events

Eleventh Winter School on Mathematical Finance
Lunteren, the Netherlands, January 23-25, 2012
Special topics: Systemic Risk and Volatility Models. Minicourses by Tom Hurd and Alexander Lipton. Special invited lectures by Elyès Jouini, Yuri Kabanov, and Josef Teichmann. Additional lectures by Paul Gruntjes, Verena Hagspiel, Kolja Loebnitz, and Bowen Zhang. Abstracts, related papers, and slides of most of the lectures can be found at the abstracts page.

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.

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

• Multivariate Risk Modelling

Tinbergen Institute

This page was last updated on May 11, 2012. Please send comments to: Hans Schumacher (jms@uvt.nl).