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Activity Groups

SIAM Activity Group on Financial Mathematics and Engineering

This activity group 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.


Related Activities

Group Activities

About the Activity Group

Related topics and applications:

mathematical theory of finance and related scientific computational issues

Related on SIAM News

Join the Activity Group
Join the Activity Group
SIAM Activity Groups provide a more focused forum for SIAM members interested in exploring one of the areas of applied mathematics, computational science, or applications. Get connected.
Vice Chair
Program Director

By the Numbers

Activity Group Archives

Activity Group Archives

2017- 2019

Chair: Sebastian Jaimungal
Vice Chair: Tim Leung
Program Director: Agostino Capponi
Secretary: Francesca Biagini

2015- 2016

Chair: Michael Ludkovski
Vice Chair: Sebastian Jaimungal
Program Director: Tim Leung
Secretary: Alex Schied

2013- 2014

Chair: Ronnie Sircar
Vice Chair: Kay Giesecke
Program Director: Sebastian Jaimungal
Secretary: Michael Ludkovski

2011- 2012

Chair: Rama Cont
Vice Chair: Ronnie Sircar
Program Director: Mike Ludkovski
Secretary: Kay Giesecke

2009- 2010

Chair: Jean-Pierre Fouque
Vice Chair: Thaleia Zariphopoulou
Program Director: Kay Giesecke
Secretary: Kaushik Ronnie Sircar

2007- 2008

Chair: Rene Carmona
Vice Chair: Thaleia Zariphopoulou
Program Director: Paul M. N. Feehan
Secretary: Kaushik Ronnie Sircar

2003- 2006

Chair: Rene Carmona