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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. | ||

+ | |||

+ | == Activity Group Officers == | ||

+ | |||

+ | for the term 1/1/17 - 12/31/18: | ||

+ | * Chair: [http://www.utstat.utoronto.ca/sjaimung/ Sebastian Jaimungal], | ||

+ | * Vice Chair: [http://ieor.columbia.edu/tim-leung Tim Leung], | ||

+ | * 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 == | ||

The activity group organizes the biennial [http://www.siam.org/meetings/archives.php#fm SIAM Conference on Financial Mathematics and Engineering]. | The activity group organizes the biennial [http://www.siam.org/meetings/archives.php#fm SIAM Conference on Financial Mathematics and Engineering]. | ||

- | * Chair: [http://www.pstat.ucsb.edu/faculty/ludkovski/ Mike Ludkovski], (1/1/15 - 12/31/16) | + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm16/ FM16]): Nov 2016 in Austin, TX |

- | * Vice Chair: [http://www.utstat.utoronto.ca/sjaimung/ Sebastian Jaimungal], (1/1/15 - 12/31/16) | + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm14/ FM14]): Nov 2014 in Chicago |

- | *Program Director: [http://ieor.columbia.edu/tim-leung Tim Leung], (1/1/15 - 12/31/16) | + | * SIAM Conference on Financial Mathematics and Engineering ([http://www.siam.org/meetings/fm12/ FM12]): July 2012 in Minneapolis (joint with AN12) |

- | *Secretary: [http://wima1.math.uni-mannheim.de/de/people/alexander-schied/ Alexander Schied], (1/1/15 - 12/31/16) | + | * 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 | ||

+ | |||

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

- | [http://wiki.siam.org/siag-fm/index.php/newsletter SIAG Newsletter Archive] | + | == SIAG Documents == |

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

+ | [http://wiki.siam.org/siag-fm/index.php/newsletter SIAG Newsletter Archive] | ||

- | == Getting started == | + | * 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