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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 1/1/17 - 12/31/18: |

- | * Vice Chair: Ronnie Sircar, (1/1/11 - 12/31/12) | + | * Chair: [http://www.utstat.utoronto.ca/sjaimung/ Sebastian Jaimungal], |

- | *Program Director: Mike Ludkovski, (1/1/11 - 12/31/12) | + | * Vice Chair: [http://ieor.columbia.edu/tim-leung Tim Leung], |

- | *Secretary: Kay Giesecke, (1/1/11 - 12/31/12) | + | * 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] | ||

+ | == Conferences == | ||

- | == Getting started == | + | The activity group 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 ([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) | ||

+ | |||

+ | |||

+ | ---- | ||

+ | |||

+ | ''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: | ||

+ | [http://wiki.siam.org/siag-fm/index.php/newsletter 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 11:12, 15 January 2017

**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