Sponsored by the SIAM Activity Group Financial Mathematics and Engineering.
To RSVP to the conference on Facebook and connect with other attendees, find roommates etc., please visit https://www.facebook.com/events/1396903623898192/.
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 #SIAMFM14.
Sebastian Jaimungal, University of Toronto, Canada (Co-Chair)
Ronnie Sircar, Princeton University, USA (Co-Chair)
Erhan Bayraktar, University of Michigan, USA
Peter Cotton, JP Morgan, USA
Paul Glasserman, Columbia University, USA
Xin Guo, University of California at Berkeley, USA
Christoph Reisinger, Oxford University, United Kingdom
Martin Schweizer, ETH Zurich, Switzerland
Steve Shreve, Carnegie Mellon University, USA
Peter Tankov, University Paris-Diderot, 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.
- Algorithmic and High Frequency Trading
- Computational Finance: PDEs and Monte Carlo Simulation
- Credit Risk Modeling
- Dynamic Games, Mean Field Games & Equilibrium Models
- Energy Markets, Commodity Markets and Emissions Trading
- High-Dimensional Problems in Finance
- Liquidity Risk and Counterparty Risk
- Pricing and Hedging of Derivatives
- Statistical Modeling of Financial Data
- Stochastic Analysis and Mathematical Finance
- Stochastic Control and Optimal Investment
- Stochastic Volatility Models and Jump Processes
- Systemic Risk and Financial Stability
April 16, 2014: Minisymposium proposals
May 14, 2014: Abstracts for contributed and minisymposium speakers
TRAVEL FUND APPLICATION DEADLINE
April 30, 2014: SIAM Student Travel Award and Post-doc/Early Career Travel Award Applications
October 14, 2014 Disconnect time is 4:00 PM EDT/EST
HOTEL RESERVATION DEADLINE
October 14, 2014