The prize recognizes outstanding research presented by students or postdocs at the SIAM Conference on Financial Mathematics and Engineering. Finalists are selected before the conference, and one or two winners are selected and awarded at the conference, based on the delivery of the paper.
The SIAM Activity Group on Financial Mathematics and Engineering Conference Paper Prize (SIAG/FME Conference Paper Prize) is awarded every two years to recognize outstanding research presented by students and postdocs at the SIAM Conference on Financial Mathematics and Engineering. Up to six finalists will be selected to present their work and up to two awards will be made at the conference. Each award has equal merit.
The candidate must be a student or postdoc who received their PhD or equivalent degree no more than two calendar years earlier than the award year. Candidates will have submitted the title and abstract for their presentation either in a minisymposium or as a contributed talk by the conference submission deadline. In the case of co-authored work, candidates must be listed as the speaker. For all talks, prize eligibility is conditional on acceptance of the presentation to the conference program.
For the 2019 award, the candidate must have been accepted to present at the 2019 SIAM Conference on Financial Mathematics and Engineering and awarded their PhD no earlier than 2017.
Congratulations to the 2019 winner, Philippe Casgrain, who received the award at the SIAM Conference on Financial Mathematics & Engineering in Toronto, Ontario, Canada.
Read the full prize specifications.
See all prizes with open calls for nominations.
Learn about the SIAM Activity Group on Financial Mathematics and Engineering.
Finalists present their papers at a dedicated session of the SIAM Conference on Financial Mathematics and Engineering. Selection of up to two winners is based on the paper presentation. The prize includes a $200 monetary award and a letter certifying the award and containing the citation.
The prize will next be awarded at the 2019 SIAM Conference on Financial Mathematics and Engineering.
Recipients of the prize will be announced at the conference. Due to the nature of the prize, they will receive the monetary prize and letter after the conference. An announcement of the award will appear in SIAM media.
Tim Siu-Leung (Chair) Igor Cialenco Josef Teichmann Charles-Albert Lehalle
Alexander Schied (Chair) Francesca Biagini Mike Giles Ronnie Sircar
Sebastian Jaimungal (Chair) Tom Bielecki Thaleia Zariphopoulou
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