Sponsored by the SIAM Activity Group Financial Mathematics and Engineering.
Presentations from the Conference
Most of the invited speakers, the prize speaker, and select minisymposia presentations from the 2014 Conference on Financial Mathematics and Engineering have been captured and are available as slides with synchronized audio. In addition there are PDF’s of the slides available for printing. View presentation slides with synchronized audio.
Announcements
SIAG/FME Conference Paper Prize Winners
- Operations Research and Financial Engineering
Author: Daniel Lacker, Princeton University, USA - Efficient Risk Analysis of Mortgage Pools
Author: Justin Sirignano, Stanford University, USA
Mobile App
A mobile app for the 2014 SIAM Conference on Financial Mathematics & Engineering taking place November 13-15, 2014 is available for download. Plug www.tripbuilder.com/siam2014events into your browser. The link will automatically detect the type of device and take you to the right place to download the app. Or, view the mobile site in HTML5 by connecting to www.tripbuilder.net/mw/apps/siam2014events. You can then select FM14 from the list of 2014 SIAM events on the app or mobile site to view the schedule, browse speakers, attendees and exhibitors, view maps and building layouts, sync events with your mobile calendar, create your own show by selecting specific sessions, and more!
Local Restaurant List [PDF, 70KB]
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.
Organizing Committee
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
Description
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.
Funding Agency
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.
Themes
- 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
Important Deadlines
SUBMISSION DEADLINES
April 16, 2014 May 1, 2014: Minisymposium proposals
May 14, 2014: Abstracts for contributed and minisymposium speakers
TRAVEL FUND APPLICATION DEADLINE
April 30, 2014: SIAM Student Travel Award and Early Career Travel Award Applications
PRE-REGISTRATION DEADLINE
October 14, 2014 Disconnect time is 4:00 PM EDT
HOTEL RESERVATION DEADLINE
October 14, 2014
