Sponsored by the SIAM Activity Group on Financial Mathematics and Engineering.
November 21-22 , 2008
The Heldrich Hotel
New Brunswick, New Jersey
Organizing Committee
Rene Carmona, Princeton University (Co-chair)
Alexander Eydeland, Morgan Stanley
Paul M.N. Feehan, Rutgers University (Co-chair and Local Organizer)
Jean-Pierre Fouque, University of California, Santa Barbara
Paul Glasserman, Columbia University
Halil Mete Soner, Sabanci University, Turkey
Agnes Sulem-Bialobroda, INRIA, France
Thaleia Zariphopoulou, The University of Texas at Austin
Description
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.
Themes
The conference will highlight the latest research in financial mathematics and engineering, with an emphasis on the following themes:
- Credit Risk
- Stochastic control and investment
- Volatility trading and risk management
- Numerical methods I: Computational PDE methods
- Numerical methods II: Monte Carlo methods
- Commodities/Energy and Environmental Finance
Important Deadlines
SUBMISSION DEADLINES
May 22, 2008: Minisymposium proposals
June 20, 2008: Abstracts for contributed and minisymposium speakers
REGISTRATION DEADLINE
October 27, 2008
HOTEL RESERVATION DEADLINE
October 27, 2008