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| for the term 1/1/17 - 12/31/18: | for the term 1/1/17 - 12/31/18: | ||
| * Chair: [http://www.utstat.utoronto.ca/sjaimung/ Sebastian Jaimungal], | * Chair: [http://www.utstat.utoronto.ca/sjaimung/ Sebastian Jaimungal], | ||
| - | * Vice Chair: [https://amath.washington.edu/people/tim-leung Tim Leung], | + | * Vice Chair: [http://amath.washington.edu/people/tim-leung Tim Leung], |
| * Secretary: [http://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_biagini/index.html Francesca Biagini], | * Secretary: [http://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_biagini/index.html Francesca Biagini], | ||
| * Program Director [http://www.columbia.edu/~ac3827/ Agostino Capponi] | * Program Director [http://www.columbia.edu/~ac3827/ Agostino Capponi] | ||
Revision as of 02:43, 25 January 2018
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 1/1/17 - 12/31/18:
- Chair: Sebastian Jaimungal,
- Vice Chair: Tim Leung,
- Secretary: Francesca Biagini,
- Program Director Agostino Capponi
Conferences
The activity group organizes the biennial SIAM Conference on Financial Mathematics and Engineering.
- 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)
Upcoming Conference:
2017 SIAM Workshop on Mathematical Modeling in Finance: Aug 31 -- Sep 2, 2017 in London UK
SIAG Documents
- The activity group regularly publishes newsletters:
SIAG Newsletter Archive
- Business Meetings are held during FME Conferences:
SIAG Business Meetings
