This conference is being held jointly with the 2012 SIAM Annual Meeting (AN12)
SIAM Presents ... Featured Lectures from our Archives
Most of the Invited and Prize Lectures, as well as selected minisymposia and the tutorial, from the 2012 Conference on Financial Mathematics and Engineering in Minneapolis have been captured and are available as slides with synchronized audio. In addition there are PDFs of the slides available for printing. View presentation slides with synchronized audio.
Connect with other attendees and find roommates on Facebook here.If you are tweeting about the conference, please use the designated hashtag to enable other attendees to keep up with the Twitter conversation and to allow better archiving of our conference discussions. The hashtag for this meeting is #SIAMFM12.
Organizing Committee Co-chairs
Rama Cont, Columbia University, USA & CNRS, France
Mike Ludkovski, University of California, Santa Barbara, USA
Nicole El Karoui, Université Pierre & Marie Curie, Paris, France
Jim Gatheral, Baruch College, CUNY, New York, USA
Kay Giesecke, Stanford University, USA (AN12 liaison)
Roger Lee, University of Chicago, USA
Jin Ma, University of Southern California, USA
Alexander Schied, University of Mannheim, Germany
Nizar Touzi, Ecole Polytechnique, France
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.
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.
- Systemic Risk and Financial Stability
- Statistical Modeling of Financial Data
- Mathematical Models of Limit Order Markets
- Stochastic Analysis and Mathematical Finance
- Credit Risk Modeling
- Liquidity Risk and Counterparty Risk
- Pricing and Hedging of Derivatives
- Energy Markets, Commodity Markets and Emissions Trading
- Computational Finance: PDEs and Monte Carlo Simulation
- High-Dimensional Problems in Finance
- Stochastic Volatility Models and Jump Processes
- Stochastic Control and Optimal Investment
January 9, 2012: Minisymposium proposals The minisymposium deadline has been extended to January 30, 2012.
January 30, 2012: Abstracts for contributed and minisymposium speakers
TRAVEL FUND APPLICATION DEADLINE
January 23, 2012: SIAM Student Travel Award and Post-doc/Early Career Travel Award Applications
June 8, 2012 Deadline Extended to Monday, June 11 Disconnect time is 4:00 PM EDT
HOTEL RESERVATION DEADLINE
June 8, 2012 Deadline Extended to Monday, June 18