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SIAG on Financial Mathematics and Financial 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.

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

  • Chair: Ronnie Sircar, (1/1/13 - 12/31/14)
  • Vice Chair: Kay Giesecke, (1/1/13 - 12/31/14)
  • Program Director: Sebastian Jaimungal, (1/1/13 - 12/31/14)
  • Secretary: Mike Ludkovski, (1/1/13 - 12/31/14)

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