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SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize

Established in 2010, the prize is awarded to an individual in their early career for research contributions to the mathematical modeling of financial markets, based on publications in peer-reviewed journals.

Nomination Deadline: October 15, 2018

Submit a Nomination

Prize Description


Prize Description

The SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize (SIAG/FME Early Career Prize) is awarded at the SIAM Conference on Financial Mathematics and Engineering to one individual in their early career for distinguished contributions to mathematical modeling in finance in the eligibility period prior to the award year.

The biennial SIAM Conference on Financial Mathematics and Engineering is moving from even-numbered years to odd-numbered years, and the previous award was given in 2016. For the 2019 award, the eligibility period for the paper’s publication is extended to four years due to the three year gap between awards.


Eligibility Criteria

The candidate’s work must contain significant research contributions to mathematical modeling in finance. One key paper must be cited as evidencing the contributions, though a body of papers may be discussed in the nomination. The qualifying key paper must have been published in English in a peer-reviewed journal within the four calendar years preceding the award year. Either the recipient must be a graduate student or the key paper must have been published no more than three years after the candidate received their PhD.

For the 2019 award, the paper must have been published between the dates of January 1, 2015 – December 31, 2018. The candidate must have received their PhD no earlier than 2012. The key paper must have been published no more than three years after the candidate received their PhD.


Required Materials

  • Nominator’s letter of recommendation for candidate
  • Candidate's CV
  • Bibliographic citation for key contributing paper
  • Two or three letters of support from experts in the field

Call for Nominations

The SIAM Prize Program is now accepting nominations for the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. The nomination deadline is October 15, 2018.

~*Submit a Nomination*~



Prize Information

Prize Details

Read the full prize specifications.

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Nomination Deadline Calendar

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Related Activity Group

Learn about the SIAM Activity Group on Financial Mathematics and Engineering.

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Selection Committee

Selection Committee

Chair

Jean-Pierre Fouque
University of California, Santa Barbara

Members

Francesca Biagini
University of Munich
Alvaro Cartea
University of Oxford
Kay Giesecke
Stanford University
Matheus Grasselli
McMaster University
Harvey Stein
Not Provided

About the Award


About the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize


The SIAG/FME Early Career Prize includes a certificate containing the citation. As part of the award, the recipient will be invited to give a brief plenary talk at the conference. SIAM will reimburse the recipient for reasonable travel expenses incurred in giving the talk.

Award Date

The prize will next be awarded at the 2019 SIAM Conference on Financial Mathematics and Engineering.


Award Presentation

The Chair of the SIAM Activity Group on Financial Mathematics and Engineering and the Chair of the Prize Committee will announce the award at the SIAM Conference on Financial Mathematics and Engineering and present the award to the recipient. An announcement of the award will appear in SIAM News and on the activity group's website.

Prize History



Prize History

Selection Committee

Sebastian Jaimungal (Chair)
Rene Carmona
James Gatheral
Josef Teichmann

Selection Committee

Sebastian Jaimungal (Chair)
Rene Carmona
James Gatheral
Josef Teichmann

Read More about the Winner

Selection Committee

Ronnie Sircar (Chair)
Peter Bank
Erhan Bayraktar
Roger Lee
Mihai Sirbu

Read More about the Winner

Selection Committee

Rama Cont (Chair)
Damir Filipovic
James Gatheral
Kay Giesecke
Roger Lee
Thaleia Zariphopoulou

Selection Committee

Thaleia Zariphopoulou (Chair)
Rama Cont
Mark Davis
Knut Solna
Mete Soner

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