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| == Conferences == | == Conferences == | ||
| - | The activity group organizes the biennial [http://www.siam.org/meetings/archives.php#fm SIAM Conference on Financial Mathematics and Engineering]. | + | The SIAG/FME organizes the biennial [http://www.siam.org/meetings/archives.php#fm SIAM Conference on Financial Mathematics and Engineering]. |
| * SIAM Conference on Financial Mathematics and Engineering ([https://www.siam.org/conferences/cm/conference/fm21 FM21]): June 1-4 2021 in Philadelphia, PA | * SIAM Conference on Financial Mathematics and Engineering ([https://www.siam.org/conferences/cm/conference/fm21 FM21]): June 1-4 2021 in Philadelphia, PA | ||
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| * 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/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) | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm106/ FM06]): July 2006 in Boston (joint with AN06) | ||
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| - | ''Related Conference'': | ||
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| - | '''2017 SIAM Workshop on Mathematical Modeling in Finance''': Aug 31 -- Sep 2, 2017 in London UK | ||
| == SIAG Documents == | == SIAG Documents == | ||
Revision as of 02:54, 24 May 2020
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.
Activity Group Officers
for the term 1/1/2020 - 12/31/2021:
- Chair: Agostino Capponi,
- Vice Chair: Birgit Rudloff,
- Secretary: Stephan Sturm,
- Program Director Igor Cialenco
Conferences
The SIAG/FME organizes the biennial SIAM Conference on Financial Mathematics and Engineering.
- SIAM Conference on Financial Mathematics and Engineering (FM21): June 1-4 2021 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)
SIAG Documents
- The activity group regularly publishes newsletters:
SIAG Newsletter Archive
- Business Meetings are held during FME Conferences:
SIAG Business Meetings
