Association of Mathematical Finance Laboratory (AMFiL) is an institute established to encourage research and studies on mathematical finance, stochastic analysis and other related fields.
We are interested in
- Theoretical studies on algorithmic trading and related issues
- Innovative approach to quantitative financial risk management
- Other topics on mathematical finance
- Stock price fluctuations and reflected stochastic differential equations (RSDEs)
- Stress tests and risk quantification by using long-term scenarios
- Volatility uncertainty and robust modeling