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.
Activity Group Website
SIAM Engage Online Community
Rules of Procedure
SIAG Leadership Suggestion Form
Virtual Seminar Series
Chair: Agostino Capponi Vice Chair: Birgit Rudloff Program Director: Igor Cialenco Secretary: Stephan Sturm
Chair: Sebastian Jaimungal Vice Chair: Tim Leung Program Director: Agostino Capponi Secretary: Francesca Biagini
Chair: Michael Ludkovski Vice Chair: Sebastian Jaimungal Program Director: Tim Leung Secretary: Alex Schied
Chair: Ronnie Sircar Vice Chair: Kay Giesecke Program Director: Sebastian Jaimungal Secretary: Michael Ludkovski
Chair: Rama Cont Vice Chair: Ronnie Sircar Program Director: Mike Ludkovski Secretary: Kay Giesecke
Chair: Jean-Pierre Fouque Vice Chair: Thaleia Zariphopoulou Program Director: Kay Giesecke Secretary: Kaushik Ronnie Sircar
Chair: Rene Carmona Vice Chair: Thaleia Zariphopoulou Program Director: Paul M. N. Feehan Secretary: Kaushik Ronnie Sircar
Chair: Rene Carmona