Financial Mathematics and 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, awards a junior scientist prize, and maintains a member directory, wiki, electronic newsletter, and electronic mailing list.
- Chair: Michael Ludkovski, email (1/1/15 - 12/31/16)
- Vice Chair: Sebastian Jaimungal, email (1/1/15 - 12/31/16)
- Program Director: Tim Leung, email (1/1/15 - 12/31/16)
- Secretary: Alex Schied, email (1/1/15 - 12/31/16)
- FM&E Wiki
- Financial Mathematics and Engineering Programs
- Rules of Procedure for SIAG on FM&E
- FM&E SIAG archive
- SIAG/FME Electronic Mailing List
- SIAG/FME electronic member directory (login required)
- SIAM Conference on Financial Mathematics & Engineering
- SIAG/FME Junior Scientist Prize
- SIAM Journal on Financial Mathematics