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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. | ||

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

- | for the term 1/1/17 - 12/31/18: | + | for the term 1/1/2020 - 12/31/2021: |

- | * Chair: [http://www.utstat.utoronto.ca/sjaimung/ Sebastian Jaimungal], | + | * Chair: [http://www.columbia.edu/~ac3827/ Agostino Capponi], |

- | * Vice Chair: [http://ieor.columbia.edu/tim-leung Tim Leung], | + | * Vice Chair: [https://www.wu.ac.at/statmath/faculty-staff/faculty/birgit-rudloff Birgit Rudloff], |

- | * Secretary: [http://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_biagini/index.html Francesca Biagini], | + | * Secretary: [https://users.wpi.edu/~ssturm/ Stephan Sturm], |

- | * Program Director [http://www.columbia.edu/~ac3827/ Agostino Capponi] | + | * Program Director [http://cialenco.com Igor Cialenco] |

== Conferences == | == Conferences == | ||

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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]. | ||

+ | * 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/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/fm14/ FM14]): Nov 2014 in Chicago | ||

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- | ''Upcoming Conference'': | + | ''Related Conference'': |

'''2017 SIAM Workshop on Mathematical Modeling in Finance''': Aug 31 -- Sep 2, 2017 in London UK | '''2017 SIAM Workshop on Mathematical Modeling in Finance''': Aug 31 -- Sep 2, 2017 in London UK | ||

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== SIAG Documents == | == SIAG Documents == | ||

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

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

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

## Revision as of 11:19, 25 February 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.

## 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 activity group organizes the biennial SIAM Conference on Financial Mathematics and Engineering.

- 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)

*Related 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