13th Advanced Mathematical Methods for Finance (AMaMeF) Conference
13th Advanced Mathematical Methods for Finance (AMaMeF) Conference
Barcelona · July 5-9 2027
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We are pleased to announce the 13th General AMaMeF Conference, hosted by IESE Business School and to be held in Barcelona, July 5–9, 2027.
AMaMeF (Advanced Mathematical Methods for Finance) is a European research network spanning more than 20 countries, dedicated to advancing knowledge in mathematical finance by connecting researchers across career stages and bridging academia and industry. More details about the network and its Acting Board can be found here.
The conference program will feature plenary lectures, invited and contributed sessions, and poster presentations, covering a broad range of topics in mathematical finance and its applications.
We look forward to welcoming you to Barcelona.
The Organizing Committee
| January 1 – 31, 2027: | Abstract submission. |
| February 15, 2027: | Notification of acceptance. |
| February 15 – 28, 2027: | Early bird registration. |
| March 1 – May 31, 2027: | Standard registration. |
To ensure a fair and efficient review process and the timely preparation of the conference program, authors are kindly requested to adhere to all submission deadlines. Please note that papers received after May 31, 2027, cannot be considered.
The number of participants is limited by the venue’s capacity. Early registration is therefore strongly recommended.
Registration Fees
| Academic Fee – Early Bird: | 300 |
| Academic Fee – Regular: | 350 |
| Ph.D. student – Early Bird: | 200 |
| Ph.D. Student – Regular: | 225 |
| Industry professional – Early Bird: | 800 |
| Industry professional – Regular: | 1,000 |
Registration fees include all lunches and coffee breaks.
Social Event: An optional social event will take place on Wednesday, July 7. Participation costs €XX per person and is not included in the conference registration fee. Further details are available on the Social Program tab.
- 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 and risk management
- Robust finance
- Stochastic control in Mathematical Finance
- Systemic risk
- Volatility modelling
To ensure a smooth and enjoyable conference experience for all participants, we kindly ask presenters to follow the guidelines below.
ORAL PRESENTATIONS
Contributed presentations are allocated 20 minutes, followed by 5 minutes for questions and discussion.
Presentation Format
Presentations may be prepared in PDF or Microsoft PowerPoint format.
A Windows computer will be available in every session room. Presenters are also welcome to use their own laptop. Standard HDMI connections will be available. If your computer requires a different connector or adapter, please bring it with you.
The recommended slide aspect ratio is 16:9.
Before Your Session
To minimize delays between presentations, we kindly ask presenters to upload or copy their presentation to the conference computer at least 30 minutes before the start of their session. Detailed instructions will be provided before the conference.
POSTER FORMAT
Posters should be prepared in A0 format (841 × 1189 mm / 33.1 × 46.8 in), portrait orientation.
During the Poster Session
At least one author should be present at the assigned poster board throughout the poster session to discuss the work with conference participants.
Poster Display
Detailed information regarding the location of the poster boards, mounting materials, and installation/removal times will be communicated to accepted poster presenters before the conference.
For any questions regarding presentations or posters, please contact AMAMEF@iese.edu.
Schedule
| Monday 5 | Tuesday 6 | Wednesday 7 | Thursday 8 | Friday 9 | |
|---|---|---|---|---|---|
| Registration (8:15) | Registration (8:30) | Registration (8:30) | Registration (8:30) | ||
| 09:00 – 11:00 | Contributed talks | Contributed talks | Contributed talks | Contributed talks | Contributed talks |
| Coffee Break | |||||
| 11:30 – 12:30 | Plenary talk | Plenary talk | Plenary talk | Plenary talk | Plenary talk |
| Lunch | |||||
| 14:00 – 15:00 | Plenary talk | Plenary talk | Plenary talk | Plenary talk | Plenary talk |
| 15:00 – 16:30 | Contributed talks | Contributed talks | Contributed talks | Contributed talks | Contributed talks |
| Posters | Coffee Break | ||||
| 17:00 – 18:30 | Contributed talks | Contributed talks | Contributed talks | Contributed talks | Contributed talks |
| Conference Social Event Familia Torres Winery
|
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KEYNOTE SPEAKERS
- Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title: - Name Lastname
University of Institution
Title:
The 13th General AMaMeF Conference will take place at IESE Business School’s Barcelona North Campus.
C/ Arnús i Gari 3-7
08034 Barcelona
+34 93 253 42 00
Accomodation
Barcelona offers a wide range of accommodation options to suit every budget and preference.
We encourage participants to book their accommodation as early as possible, as July is one of the busiest months of the year and hotels tend to fill up quickly.
A selection of hotels conveniently located either near IESE or in Barcelona’s city center is provided below.
- Sansi Pedralbes → 5-minute walk from IESE
Av. Pearson 1-3, 08034 Barcelona - NH Constanza → 14-minute drive from IESE
C/ Deu i Mata 69-99, 08029 Barcelona - Arenas Atiram → 11-minute drive from IESE
C/ Capitán Arenas, 20, 08035 Barcelona - Tres Torres Atiram → 13-minute drive from IESE
C/ Calatrava, 32, 08017 Barcelona - Mesón Castilla Atiram → 25-minute drive from IESE
C/ de Valldonzella,5, 08001 Barcelona - Oriente Atiram → 30-minute drive from IESE
C/ Ramblas, 45, 08002 Barcelona - Torre Girona Residence Halls → 10-minute walk from IESE
Passeig dels Til·lers, 19 , 08034 Barcelona
Special Rates
AMaMeF participants can benefit from special rates at selected Atiram Hotels. To make a reservation using the conference discount, please contact Anna Sánchez (anna@vintage.cat). She will be happy to assist you with your booking.
As part of the conference program, participants are invited to join the AMaMeF Social Event at Familia Torres Winery, one of Spain’s most renowned wine producers, located in the heart of the Penedès wine region, just outside Barcelona.
The evening will include a guided tour of the winery, a wine tasting, and a conference dinner at the winery’s vineyard restaurant. This will provide an excellent opportunity to continue discussions in a relaxed setting while experiencing one of Catalonia’s most celebrated wine regions.
Transportation to and from the venue will be provided. Further details will be announced closer to the conference.
Participation in the social event is optional. The participation fee of €XX per person covers transportation, the guided winery tour, the wine tasting, and dinner. This fee is not included in the conference registration fee.
Barcelona is one of Europe’s most vibrant cities, combining world-renowned architecture, the Mediterranean sea, outstanding cuisine, and lively neighborhoods. We encourage you to take some time to explore the city during your stay.
Sagrada Familia
The Basílica de la Sagrada Família, Antoni Gaudí’s masterpiece, is Barcelona’s most visited landmark and one of the world’s most extraordinary buildings. Advance booking is strongly recommended, as tickets frequently sell out several weeks—or even months—in advance, particularly during the summer. This applies to both individual tickets and guided tours. Tickets can be purchased through the Sagrada Familia booking website.
Other Highlights
- Passeig de Gràcia, home to Gaudí’s celebrated Casa Batlló and La Pedrera (Casa Milà).
- Park Güell, another of Gaudí’s iconic creations, with spectacular views over Barcelona.
- The Gothic Quarter (Barri Gòtic), where you can wander through medieval streets and visit Barcelona Cathedral.
- Palau de la Música Catalana, a UNESCO World Heritage Site and one of the finest examples of Catalan Modernisme, renowned for its stunning concert hall and guided tours.
- La Rambla and the nearby Boqueria Market, one of Europe’s most famous food markets.
- Montjuïc, with its gardens, panoramic viewpoints and the MNAC Museum (Museu Nacional d’Art de Catalunya), home to one of Europe’s finest collections of Romanesque art.
- Barceloneta, ideal for a stroll along the Mediterranean or a relaxed meal by the sea.
Barcelona is also renowned for its exceptional restaurants and tapas bars. Whether your interests are architecture, art, history, gastronomy, or simply enjoying the Mediterranean atmosphere, we hope you will find time to discover the city during your visit.
Co-Chair
Josep Vives
Universitat de Barcelona
Member
Oscar Burés
Universitat de Barcelona
