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| - | <big>'''SIAG on Financial Mathematics and Financial Engineering'''</big> | + | <big>'''SIAG on Financial Mathematics & Engineering'''</big> |
| The Activity Group on Financial Mathematics and Engineering focuses on research and practice in financial mathematics, computation, and engineering. Its goals are to foster collaborations among mathematical scientists, statisticians, computer scientists, computational scientists, and researchers and practitioners in finance and economics, and to foster collaborations in the use of mathematical and computational tools in quantitative finance in the public and private sector. The activity group promotes and facilitates the development of financial mathematics and engineering as an academic discipline. | The Activity Group on Financial Mathematics and Engineering focuses on research and practice in financial mathematics, computation, and engineering. Its goals are to foster collaborations among mathematical scientists, statisticians, computer scientists, computational scientists, and researchers and practitioners in finance and economics, and to foster collaborations in the use of mathematical and computational tools in quantitative finance in the public and private sector. The activity group promotes and facilitates the development of financial mathematics and engineering as an academic discipline. | ||
| - | The activity group organizes the biennial SIAM Conference on Finanical Mathematics and Engineering. | + | == Activity Group Officers == |
| - | * Chair: [http://www.proba.jussieu.fr/pageperso/ramacont/ Rama Cont], (1/1/11 - 12/31/12)] | + | for the term 1/Jan/2024 - 31/Dec/2025: |
| - | * Vice Chair: Ronnie Sircar, (1/1/11 - 12/31/12) | + | * Chair: [https://www.maths.ox.ac.uk/people/samuel.cohen Samuel Cohen], |
| - | *Program Director: Mike Ludkovski, (1/1/11 - 12/31/12) | + | * Vice Chair: [https://homepage.univie.ac.at/christa.cuchiero/ Christa Cuchiero], |
| - | *Secretary: Kay Giesecke, (1/1/11 - 12/31/12) | + | * Program Director: [https://personal.lse.ac.uk/veraart/ Luitgard A. M. Veraart], |
| + | * Secretary: [https://sites.google.com/site/ibrahimekren/home Ibrahim Ekren] | ||
| + | == Conferences == | ||
| - | == Getting started == | + | The SIAG/FME organizes the biennial [http://www.siam.org/meetings/archives.php#fm SIAM Conference on Financial Mathematics and Engineering]. |
| - | * [http://www.mediawiki.org/wiki/Help:Configuration_settings Configuration settings list] | + | * SIAM Conference on Financial Mathematics and Engineering ([https://www.siam.org/conferences/cm/conference/fm23 FM23]): June 6-9 2023 in Philadelphia, PA |
| - | * [http://www.mediawiki.org/wiki/Help:FAQ MediaWiki FAQ] | + | * SIAM Conference on Financial Mathematics and Engineering ([https://www.siam.org/conferences/cm/conference/fm21 FM21]): June 1-4 2021 virtual (originally scheduled in Philadelphia, PA) |
| - | * [http://mail.wikimedia.org/mailman/listinfo/mediawiki-announce MediaWiki release mailing list] | + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/Conferences/CM/Conference/fm19/ FM19]): June 2019 in Toronto, Canada |
| - | * [http://www.mediawiki.org/wiki/Help:FAQ MediaWiki FAQ] | + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm16/ FM16]): Nov 2016 in Austin, TX |
| + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm14/ FM14]): Nov 2014 in Chicago | ||
| + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm12/ FM12]): July 2012 in Minneapolis (joint with AN12) | ||
| + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm12/ FM10]): Nov 2010 in San Francisco | ||
| + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm08/ FM08]): Nov 2008 in New Brunswick, NJ | ||
| + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm106/ FM06]): July 2006 in Boston (joint with AN06) | ||
| + | |||
| + | == SIAG/FME virtual seminar series == | ||
| + | |||
| + | |||
| + | The series of virtual talks, started by [https://www.siam.org/membership/activity-groups/detail/financial-mathematics-and-engineering the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME)], aims at keeping the mathematical finance community connected worldwide beyond traditional formats. The goal is to host a diverse, across all dimensions, lineup of prominent speakers that will present the latest developments in the area of financial mathematics and engineering. [http://wiki.siam.org/siag-fm/index.php/Current_events More details, future talks, past recorded videos]. | ||
| + | |||
| + | == Financial Mathematics Mentoring Initiative == | ||
| + | |||
| + | The Mathematical Finance Mentoring Initiative aims at creating a mentoring platform for early career financial mathematicians and engineers from underrepresented groups. For more details, please visit [https://sites.google.com/view/finmathmentor/home https://sites.google.com/view/finmathmentor/home]. We kindly ask to consider participating in this initiative by filling the corresponding form: [https://sites.google.com/view/finmathmentor/mentor-form mentor] or [https://sites.google.com/view/finmathmentor/mentee-form mentee]. | ||
| + | |||
| + | This program is endorsed and supported by the SIAM activity group on Financial Mathematics and Engineering and the Bachelier Finance Society. | ||
| + | |||
| + | == SIAG Documents == | ||
| + | |||
| + | '''Interviews''' | ||
| + | |||
| + | * [[Media:Interview_Rene_Carmona-long.pdf|Full length interview with Rene Carmona]], Paul Wythes ’55 Professor of Engineering and Finance, Operations Research and Financial Engineering (ORFE), Princeton University | ||
| + | |||
| + | * [[Media:Interview_JP_Fouque-long.pdf|Full length interview with Jean-Pierre Fouque]], Editor-in-Chief of SIAM Journal on Financial Mathematics (SIFIN) and Distinguished Professor, Statistics and Applied Probability, University of California Santa Barbara | ||
| + | |||
| + | |||
| + | |||
| + | '''[https://sinews.siam.org/SIAG-FM-Newsletters SIAG-FME Newsletters Archive]''' | ||
| + | |||
| + | |||
| + | '''[http://wiki.siam.org/siag-fm/index.php/bm SIAG Business Meetings]''' | ||
| + | |||
| + | |||
| + | [http://wiki.siam.org/siag-fm/index.php/Special:Specialpages List of Special Pages for the wiki] | ||
Current revision
SIAG on Financial Mathematics & Engineering
The Activity Group on Financial Mathematics and Engineering focuses on research and practice in financial mathematics, computation, and engineering. Its goals are to foster collaborations among mathematical scientists, statisticians, computer scientists, computational scientists, and researchers and practitioners in finance and economics, and to foster collaborations in the use of mathematical and computational tools in quantitative finance in the public and private sector. The activity group promotes and facilitates the development of financial mathematics and engineering as an academic discipline.
Contents |
[edit] Activity Group Officers
for the term 1/Jan/2024 - 31/Dec/2025:
- Chair: Samuel Cohen,
- Vice Chair: Christa Cuchiero,
- Program Director: Luitgard A. M. Veraart,
- Secretary: Ibrahim Ekren
[edit] Conferences
The SIAG/FME organizes the biennial SIAM Conference on Financial Mathematics and Engineering.
- SIAM Conference on Financial Mathematics and Engineering (FM23): June 6-9 2023 in Philadelphia, PA
- SIAM Conference on Financial Mathematics and Engineering (FM21): June 1-4 2021 virtual (originally scheduled in Philadelphia, PA)
- SIAM Conference on Financial Mathematics and Engineering (FM19): June 2019 in Toronto, Canada
- SIAM Conference on Financial Mathematics and Engineering (FM16): Nov 2016 in Austin, TX
- SIAM Conference on Financial Mathematics and Engineering (FM14): Nov 2014 in Chicago
- SIAM Conference on Financial Mathematics and Engineering (FM12): July 2012 in Minneapolis (joint with AN12)
- SIAM Conference on Financial Mathematics and Engineering (FM10): Nov 2010 in San Francisco
- SIAM Conference on Financial Mathematics and Engineering (FM08): Nov 2008 in New Brunswick, NJ
- SIAM Conference on Financial Mathematics and Engineering (FM06): July 2006 in Boston (joint with AN06)
[edit] SIAG/FME virtual seminar series
The series of virtual talks, started by the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME), aims at keeping the mathematical finance community connected worldwide beyond traditional formats. The goal is to host a diverse, across all dimensions, lineup of prominent speakers that will present the latest developments in the area of financial mathematics and engineering. More details, future talks, past recorded videos.
[edit] Financial Mathematics Mentoring Initiative
The Mathematical Finance Mentoring Initiative aims at creating a mentoring platform for early career financial mathematicians and engineers from underrepresented groups. For more details, please visit https://sites.google.com/view/finmathmentor/home. We kindly ask to consider participating in this initiative by filling the corresponding form: mentor or mentee.
This program is endorsed and supported by the SIAM activity group on Financial Mathematics and Engineering and the Bachelier Finance Society.
[edit] SIAG Documents
Interviews
- Full length interview with Rene Carmona, Paul Wythes ’55 Professor of Engineering and Finance, Operations Research and Financial Engineering (ORFE), Princeton University
- Full length interview with Jean-Pierre Fouque, Editor-in-Chief of SIAM Journal on Financial Mathematics (SIFIN) and Distinguished Professor, Statistics and Applied Probability, University of California Santa Barbara
