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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 [http://www.siam.org/meetings/fm12/ SIAM Conference on Financial Mathematics and Engineering]. | + | == Activity Group Officers == |

- | * Chair: [http://www.princeton.edu/~sircar/ Ronnie Sircar], (1/1/13 - 12/31/14) | + | for the term 1/1/2020 - 12/31/2021: |

- | * Vice Chair: Kay Giesecke, (1/1/13 - 12/31/14) | + | * Chair: [http://www.columbia.edu/~ac3827/ Agostino Capponi], |

- | *Program Director: Sebastian Jaimungal, (1/1/13 - 12/31/14) | + | * Vice Chair: [https://www.wu.ac.at/statmath/faculty-staff/faculty/birgit-rudloff Birgit Rudloff], |

- | *Secretary: Mike Ludkovski, (1/1/13 - 12/31/14) | + | * Secretary: [https://users.wpi.edu/~ssturm/ Stephan Sturm], |

+ | * Program Director [http://cialenco.com Igor Cialenco] | ||

- | The activity group also publishes from time to time newsletters: | + | == Conferences == |

- | [http://wiki.siam.org/siag-fm/newsletter.php SIAG Newsletter Archive] | + | The SIAG/FME organizes the biennial [http://www.siam.org/meetings/archives.php#fm SIAM Conference on Financial Mathematics and Engineering]. |

- | == Getting started == | + | * 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 ([http://www.siam.org/Conferences/CM/Conference/fm19/ FM19]): June 2019 in Toronto, Canada | ||

+ | * 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 seminars 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]. | ||

+ | |||

+ | == SIAG Documents == | ||

+ | * The activity group regularly publishes newsletters: | ||

+ | [http://sinews.siam.org/Details-Page/tag/SIAG_FM_newsletters SIAG Newsletter Archive] | ||

+ | |||

+ | * Business Meetings are held during FME Conferences: | ||

+ | [http://wiki.siam.org/siag-fm/index.php/bm SIAG Business Meetings] | ||

- | * [http://www.mediawiki.org/wiki/Help:FAQ MediaWiki FAQ] | ||

- | * [http://mail.wikimedia.org/mailman/listinfo/mediawiki-announce MediaWiki release mailing list] | ||

* [http://wiki.siam.org/siag-fm/index.php/Special:Specialpages List of Special Pages for the wiki] | * [http://wiki.siam.org/siag-fm/index.php/Special:Specialpages List of Special Pages for the wiki] | ||

- | * [http://www.mediawiki.org/wiki/Help:Configuration_settings Configuration settings list] |

## Revision as of 06:03, 8 July 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.

## Contents |

## 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/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.

## SIAG Documents

- The activity group regularly publishes newsletters:

SIAG Newsletter Archive

- Business Meetings are held during FME Conferences:

SIAG Business Meetings