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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.
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Activity Group Officers
for the term 1/1/2020 - 12/31/2021:
- Chair: Igor Cialenco,
- Vice Chair: Luitgard A. M. Veraart,
- Program Director: Samuel Cohen,
- Secretary: Tomoyuki Ichiba
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 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)
SIAG/FME virtual seminars 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.
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.
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
