Call for Nominations
SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME) Junior Scientist Prize
The SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME) will award the SIAG/FME Junior Scientist Prize at the SIAM Conference on Financial Mathematics and Engineering (FM12), to be held July 9-11, 2012, jointly with the 2012 SIAM Annual Meeting in Minneapolis, Minnesota.
The prize is awarded biennially to an outstanding junior researcher for distinguished contributions to mathematical modeling in finance in the three calendar years prior to the year of the award.
Eligibility
The recipient's work must be a significant research contribution to mathematical modeling in finance. At least one of the papers containing this work must be published in English in a peer-reviewed journal bearing a publication date within the three calendar years prior to the year of the award. For the 2012 award, the publication date must be within the calendar years 2009-2011. Moreover, either the recipient must be a graduate student or the paper's publication date must be no more than three (3) calendar years later than the year in which the author received the PhD or equivalent degree.
Description of the Award
The award will consist of a plaque and a certificate containing the citation. As part of the award, the recipient will be invited to give a brief plenary talk at the conference. Travel funds will be made available to reimburse the recipient for reasonable travel expenses incurred in attending the award ceremony and giving the talk.
Nominations
A letter of nomination, including a description of the contributions and bibliographic citation, should be sent, preferably via e-mail, to the address below. Nominations must be received in the SIAM office by October 15, 2011.
Professor Rama Cont
Chair, SIAG/FME Junior Scientist Prize Committee
c/o J. M.
Littleton
SIAM
3600 Market Street
Philadelphia, PA 19104-2688
USA
E-mail: littleton@siam.org
Telephone: +1-215-382-9800 ext. 303
Fax: +1-215-386-7999
Selection Committee
Members of the selection committee are:
Rama Cont (Chair), Columbia University
Damir Filipovic, EPFL, Switzerland
James Gatheral, Baruch College, CUNY
Kay Giesecke, Stanford University
Roger Lee, University of Chicago
Thaleia Zariphopoulou, Oxford University, United Kingdom
