SIAM Conference



SIAM Conference on Financial Mathematics and Engineering (FM21)

June 1 - 4, 2021

DoubleTree by Hilton Philadelphia - Center City | Philadelphia, Pennsylvania, U.S.

COVID-19 Contingency Plans for FM21    

Conference Announcements

Announcements and important information for this conference.

Call for Nominations

SIAM is now accepting nominations for the 2021 SIAG/FME Conference Paper Prize!

Nomination Deadline: February 15, 2021

~*Submit a Nomination*~



 
 

Deadlines

Upcoming conference deadlines and important dates.

About the Conference


About the Conference

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This is the meeting of the SIAM Activity Group on Financial Mathematics and Engineering.

The objective of the Activity Group on Financial Mathematics and Engineering is to advance fundamental research and implementation of practices in financial engineering, computation, and operations. The activity group aims at fostering collaborations among applied mathematicians, applied probabilists, statisticians, computer and data scientists, economists, as well as industry practitioners. The conference will expose state-of-art mathematical and computational tools in quantitative finance, including its uses in the public and private sector. The activity group promotes and supports the development of financial mathematics and engineering as an academic discipline.

Learn more about the about the benefits if sponsoring FM21.

Included Themes


Included Themes

  • Algorithmic Trading
  • Behavioral Finance
  • Commodity Markets
  • Computational Finance
  • Credit Risk
  • Data Science
  • Financial Technology
  • Intelligent and Automated Asset Management
  • Insurance Mathematics
  • Machine Learning
  • Market Microstructure
  • Market Liquidity and Frictions
  • Mean Field Games
  • Model Risk and Uncertainty
  • Optimal Stopping
  • Optimal Transport
  • Option Pricing and Hedging
  • Risk Measures
  • Robust Finance
  • Stochastic Control
  • Stochastic Games
  • Stochastic Volatility
  • Systemic Risk
  • Stochastic Modeling of Epidemics

Conference Committees


Related on SIAM News

Conference Sponsors

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Funding Agency

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

Ways to Sponsor

SIAM invites you to show support of this meeting through sponsorship opportunities ranging from support of receptions, audio-video needs, to awards for student travel, and more.

Learn More

Thank you to our sponsors

Thank you to our conference sponsors

Thank you to our sponsors

Statement on Inclusiveness


As a professional society, SIAM is committed to providing an inclusive climate that encourages the open expression and exchange of ideas, that is free from all forms of discrimination, harassment, and retaliation, and that is welcoming and comfortable to all members and to those who participate in its activities. In pursuit of that commitment, SIAM is dedicated to the philosophy of equality of opportunity and treatment for all participants regardless of gender, gender identity or expression, sexual orientation, race, color, national or ethnic origin, religion or religious belief, age, marital status, disabilities, veteran status, field of expertise, or any other reason not related to scientific merit. This philosophy extends from SIAM conferences, to its publications, and to its governing structures and bodies. We expect all members of SIAM and participants in SIAM activities to work toward this commitment.

If you have experienced or observed behavior that is not consistent with the principles expressed above, you are encouraged to report any violation using the SIAM hotline, hosted by the third-party hotline provider, EthicsPoint. The information you provide will be sent to us by EthicsPoint on a totally confidential and anonymous basis if you should choose. You have our guarantee that your comments will be heard. Please submit reports here.