Sponsored by the SIAM Activity Group on Financial Mathematics and Engineering.

Announcements

The first award of the SIAG/FME Junior Scientist Prize will be awarded to Erhan Bayraktar, University of Michigan, Ann Arbor at the SIAM Conference on Financial Mathematics & Engineering. The prize ceremony and lecture is scheduled for Friday, November 19 from 1:30 PM – 2:00 PM.

A tutorial will be held on Thursday, November 18 by Patrick S. Hagan, Head, Quantitative Analytics, Chief Investment Office, JP Morgan and the title is “Trading, Hedging, and Mathematical Finance”. For more information, please visit here.

As of January 12, 2009, a valid ESTA approval is required for all Visa Waiver Program (VWP) to travel to the United States. Please visit http://travel.state.gov/visa/temp/without/without_1990.html for additional information and procedures.

Organizing Committee

Organizing Committee Co-chairs
Jean-Pierre Fouque, University of California, Santa Barbara
Kay Giesecke, Stanford University

Organizing Committee
Peter Carr, Bloomberg LP and Courant Institute of Mathematical Sciences, New York University
Mark Davis, Imperial College London, United Kingdom
Helyette Geman, Birkbeck University of London, United Kingdom and ESCP Europe
Alex Lipton, Bank of America Merrill Lynch and Imperial College London, United Kingdom
Dilip Madan, University of Maryland
Olivier Pironneau, University Pierre and Marie Curie, France
Ronnie Sircar, Princeton University
Nizar Touzi, Ecole Polytechnique, France

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.

Funding Agency

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SIAM and the Conference Organizing Committee wish to extend their thanks and appreciation to the U.S. National Science Foundation for its support of this conference.





Themes

Invited Presentations

Keynote Speaker
Nicole El Karoui, Ecole Polytechnique, France

Plenary Speakers
Rene Carmona, Princeton University
Darrell Duffie, Stanford University
Marco Frittelli ,Università degli Studi di Milano, Italy
Emmanuel Gobet, Grenoble University, France
Michael Gordy, Federal Reserve Board
Roger Lee, University of Chicago
Jin Ma, University of Southern California
Alexander Schied, Mannheim University, Germany
Thaleia Zariphopoulou, University of Oxford, United Kingdom and University of Texas at Austin

Important Deadlines

SUBMISSION DEADLINES
April 20, 2010:  Minisymposium proposals
May 18, 2010:  Abstracts for contributed and minisymposium speakers

TRAVEL FUND APPLICATION DEADLINE
April 19, 2010: SIAM Student Travel Award and Post-doc/Early Career Travel Award Applications

PRE-REGISTRATION DEADLINE
October 25, 2010 Disconnect time is 4:00 PM EDT

HOTEL RESERVATION DEADLINE
October 15, 2010

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