This research area is for those interested in the mathematical theory of finance as well as practitioners interested in the rigorous treatments of related scientific computational issues.

By Zachary Feinstein SIAM Journal on Financial Mathematics, Volume 10, Issue 4, Page 877-906, January 2019. This paper provides a general framework for modeling financial contagion in a system with obligations in...

By Laurence Carassus, Jan Obłój, and Johannes Wiesel SIAM Journal on Financial Mathematics, Volume 10, Issue 4, Page 907-941, January 2019. In the frictionless discrete time financial market of Bouchard and Nutz [Ann. Appl. Probab., 25 (2015),...

By Leslie Greengard and Shidong Jiang SIAM Review, Volume 61, Issue 4, Page 733-755, January 2019. We present a new integral representation for the unsteady, incompressible Stokes or Navier--Stokes equations, based on a linear combination...

By Jon Cockayne, Chris J. Oates, T. J. Sullivan, and Mark Girolami SIAM Review, Volume 61, Issue 4, Page 756-789, January 2019. Over forty years ago average-case error was proposed in the applied mathematics literature as an alternative criterion with which...

By Gábor Pataki SIAM Review, Volume 61, Issue 4, Page 839-859, January 2019. Semidefinite programs (SDPs)---some of the most useful and versatile optimization problems of the last few decades---are often...

By Catherine F. Higham and Desmond J. Higham SIAM Review, Volume 61, Issue 4, Page 860-891, January 2019. Multilayered artificial neural networks are becoming a pervasive tool in a host of application fields. At the heart of...

By Guo Luo and Thomas Y. Hou SIAM Review, Volume 61, Issue 4, Page 793-835, January 2019. Whether the three-dimensional incompressible Euler equations can develop a singularity in finite time from smooth initial data is one...

By Olga Y. Kushel SIAM Review, Volume 61, Issue 4, Page 643-729, January 2019. Multiplicative and additive $D$-stability, diagonal stability, Schur $D$-stability, and $H$-stability are classical concepts which arise in studying linear dynamical...

By Darinka Dentcheva SIAM Review, Volume 61, Issue 4, Page 837-838, January 2019. The Education section of SIAM Review presents two papers in this issue. In the first paper Gábor Pataki ...

By Misha E. Kilmer SIAM Review, Volume 61, Issue 4, Page 731-731, January 2019. Numerical solution of the Navier--Stokes equations in both two and three dimensions is the subject of the first of...

By Volker H. Schulz SIAM Review, Volume 61, Issue 4, Page 895-906, January 2019. The book reviews section serves to inform readers about current important books from a personal point of view. However,...

By The Editors SIAM Review, Volume 61, Issue 4, Page 791-791, January 2019. The SIGEST article in this issue is “Formation of Finite-Time Singularities in the 3D Axisymmetric Euler Equations: A Numerics...

By J. M. Sanz-Serna SIAM Review, Volume 61, Issue 4, Page 641-641, January 2019. It is a safe bet that most readers use matrices in their work. It is often of interest to...

By Ben Hambly and Nikolaos Kolliopoulos SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 857-876, January 2019. In the article “Stochastic evolution equations for large portfolios of stochastic volatility models” [Hambly and Kolliopoulos,...

By Pieter M. van Staden, Duy-Minh Dang, and Peter A. Forsyth SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 815-856, January 2019. We investigate the mean-quadratic variation (MQV) portfolio optimization problem and its relationship to the time-consistent mean-variance...

By Álvaro Cartea, Luhui Gan, and Sebastian Jaimungal SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 790-814, January 2019. We consider an agent who takes a short position in a contingent claim and employs limit...

By Paolo Guasoni, Zsolt Nika, and Miklós Rásonyi SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 769-789, January 2019. In a market with an asset price described by fractional Brownian motion, which can be traded...

Daniel Lacker (Columbia University) and Mykhaylo Shkolnikov (Princeton University) are dual recipients of the 2019 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. ...

By Zachary Feinstein SIAM Journal on Financial Mathematics, Volume 10, Issue 4, Page 877-906, January 2019. This paper provides a general framework for modeling financial contagion in a system with obligations in...

By Laurence Carassus, Jan Obłój, and Johannes Wiesel SIAM Journal on Financial Mathematics, Volume 10, Issue 4, Page 907-941, January 2019. In the frictionless discrete time financial market of Bouchard and Nutz [Ann. Appl. Probab., 25 (2015),...

By Leslie Greengard and Shidong Jiang SIAM Review, Volume 61, Issue 4, Page 733-755, January 2019. We present a new integral representation for the unsteady, incompressible Stokes or Navier--Stokes equations, based on a linear combination...

By Jon Cockayne, Chris J. Oates, T. J. Sullivan, and Mark Girolami SIAM Review, Volume 61, Issue 4, Page 756-789, January 2019. Over forty years ago average-case error was proposed in the applied mathematics literature as an alternative criterion with which...

By Gábor Pataki SIAM Review, Volume 61, Issue 4, Page 839-859, January 2019. Semidefinite programs (SDPs)---some of the most useful and versatile optimization problems of the last few decades---are often...

By Catherine F. Higham and Desmond J. Higham SIAM Review, Volume 61, Issue 4, Page 860-891, January 2019. Multilayered artificial neural networks are becoming a pervasive tool in a host of application fields. At the heart of...

By Guo Luo and Thomas Y. Hou SIAM Review, Volume 61, Issue 4, Page 793-835, January 2019. Whether the three-dimensional incompressible Euler equations can develop a singularity in finite time from smooth initial data is one...

By Olga Y. Kushel SIAM Review, Volume 61, Issue 4, Page 643-729, January 2019. Multiplicative and additive $D$-stability, diagonal stability, Schur $D$-stability, and $H$-stability are classical concepts which arise in studying linear dynamical...

By Darinka Dentcheva SIAM Review, Volume 61, Issue 4, Page 837-838, January 2019. The Education section of SIAM Review presents two papers in this issue. In the first paper Gábor Pataki ...

By Misha E. Kilmer SIAM Review, Volume 61, Issue 4, Page 731-731, January 2019. Numerical solution of the Navier--Stokes equations in both two and three dimensions is the subject of the first of...

By Volker H. Schulz SIAM Review, Volume 61, Issue 4, Page 895-906, January 2019. The book reviews section serves to inform readers about current important books from a personal point of view. However,...

By The Editors SIAM Review, Volume 61, Issue 4, Page 791-791, January 2019. The SIGEST article in this issue is “Formation of Finite-Time Singularities in the 3D Axisymmetric Euler Equations: A Numerics...

By J. M. Sanz-Serna SIAM Review, Volume 61, Issue 4, Page 641-641, January 2019. It is a safe bet that most readers use matrices in their work. It is often of interest to...

By Ben Hambly and Nikolaos Kolliopoulos SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 857-876, January 2019. In the article “Stochastic evolution equations for large portfolios of stochastic volatility models” [Hambly and Kolliopoulos,...

By Pieter M. van Staden, Duy-Minh Dang, and Peter A. Forsyth SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 815-856, January 2019. We investigate the mean-quadratic variation (MQV) portfolio optimization problem and its relationship to the time-consistent mean-variance...

By Álvaro Cartea, Luhui Gan, and Sebastian Jaimungal SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 790-814, January 2019. We consider an agent who takes a short position in a contingent claim and employs limit...

By Paolo Guasoni, Zsolt Nika, and Miklós Rásonyi SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 769-789, January 2019. In a market with an asset price described by fractional Brownian motion, which can be traded...

By Peter Bank and Moritz Voß SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 723-768, January 2019. We introduce a price impact model which accounts for finite market depth, tightness, and resilience. Its...

By Jie Shen, Jie Xu, and Jiang Yang SIAM Review, Volume 61, Issue 3, Page 474-506, January 2019. We propose a new numerical technique to deal with nonlinear terms in gradient flows. By introducing...

By Arjun S. Ramani, Nicole Eikmeier, and David F. Gleich SIAM Review, Volume 61, Issue 3, Page 549-595, January 2019. Common models for random graphs, such as Erdös--Rényi and Kronecker graphs, correspond to generating random adjacency matrices where each...

By Johan S. H. van Leeuwaarden, Britt W. J. Mathijsen, and Bert Zwart SIAM Review, Volume 61, Issue 3, Page 403-440, January 2019. Multiserver queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines...

By Ben Adcock and Daan Huybrechs SIAM Review, Volume 61, Issue 3, Page 443-473, January 2019. Functions of one or more variables are usually approximated with a basis: a complete, linearly independent system of functions...

By T. J. Dodwell, C. Ketelsen, R. Scheichl, and A. L. Teckentrup SIAM Review, Volume 61, Issue 3, Page 509-545, January 2019. In this paper we address the problem of the prohibitively large computational cost of existing Markov chain Monte Carlo...

By Roger Cropp and John Norbury SIAM Review, Volume 61, Issue 3, Page 596-622, January 2019. Obligate mutualist interactions appear to be ubiquitous in nature but cannot be described by the simple models that have...

By The Editors SIAM Review, Volume 61, Issue 3, Page 507-507, January 2019. In this section we present “Multilevel Markov Chain Monte Carlo,” by T. J. Dodwell, C. Ketelsen, R. Scheichl, and...

By Volker H. Schulz SIAM Review, Volume 61, Issue 3, Page 625-640, January 2019. This time, the Book Reviews section has a large portion of books devoted to system dynamics and applications. The...

By Misha E. Kilmer SIAM Review, Volume 61, Issue 3, Page 441-441, January 2019. The issue of accurate function approximation is an important topic in numerical analysis. The first Research Spotlights article,...

By J. M. Sanz-Serna SIAM Review, Volume 61, Issue 3, Page 401-401, January 2019. Johan S. H. van Leeuwaarden, Britt W. J. Mathijsen, and Bert Zwart are the authors of the Survey and...

By Darinka Dentcheva SIAM Review, Volume 61, Issue 3, Page 547-548, January 2019. This issue of SIAM Review presents two papers in the Education section. The first is “Coin-Flipping, Ball-Dropping, and Grass-Hopping...

By Sergey Nadtochiy and Thaleia Zariphopoulou SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 698-722, January 2019. In this paper, we construct a solution to the optimal contract problem for delegated portfolio management...

By Erhan Bayraktar, Jingjie Zhang, and Zhou Zhou SIAM Journal on Financial Mathematics, Volume 10, Issue 3, Page 667-697, January 2019. Inspired by Strotz's consistent planning strategy, we formulate the infinite horizon mean-variance stopping problem as a...

By Kexin Chen, Mei Choi Chiu, and Hoi Ying Wong SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 632-665, January 2019. While cointegration models with constant parameters generate statistical arbitrage, the cointegration feature may change and even...

By Michael Schatz and Didier Sornette SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 615-631, January 2019. We investigate a deterministic criterion to determine whether a diffusive local martingale with a single jump...

By Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, and Daniel Ritter SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 578-614, January 2019. The aim of this paper is to quantify and manage systemic risk caused by default contagion...

By Bahman Angoshtari, Erhan Bayraktar, and Virginia R. Young SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 547-577, January 2019. We consider the optimal dividend problem under a habit-formation constraint that prevents the dividend rate from...

By Dan Wilson and Bard Ermentrout SIAM Review, Volume 61, Issue 2, Page 277-315, January 2019. While phase reduction is a tremendously useful tool for understanding the dynamics of weakly perturbed limit cycle oscillators,...

By Bernhard Beckermann and Alex Townsend SIAM Review, Volume 61, Issue 2, Page 319-344, January 2019. Matrices with displacement structure, such as Pick, Vandermonde, and Hankel matrices, appear in a diverse range of applications. In...

By Samuel Awoniyi and Ira Wheaton SIAM Review, Volume 61, Issue 2, Page 347-360, January 2019. This education article presents a case for first courses on Markov chain modeling to include the topic “sojourn time...

By Guodong Shi, Claudio Altafini, and John S. Baras SIAM Review, Volume 61, Issue 2, Page 229-257, January 2019. A signed network is a network in which each link is associated with a positive or negative sign....

By Richard D. Neidinger SIAM Review, Volume 61, Issue 2, Page 361-381, January 2019. Techniques of univariate Newton interpolating polynomials are extended to multivariate data points by different generalizations and practical algorithms. ...

By Beate Ehrhardt and Patrick J. Wolfe SIAM Review, Volume 61, Issue 2, Page 261-276, January 2019. We characterize the large-sample properties of network modularity in the presence of covariates, under a natural and flexible null...

By Misha E. Kilmer SIAM Review, Volume 61, Issue 2, Page 259-259, January 2019. The paper “Network Modularity in the Presence of Covariates," by Beate Ehrhardt and Patrick J. Wolfe, is the first...

By Darinka Dentcheva SIAM Review, Volume 61, Issue 2, Page 345-346, January 2019. This issue of SIAM Review contains two papers in the Education section. The first paper is “Case for First...

By J. M. Sanz-Serna SIAM Review, Volume 61, Issue 2, Page 227-227, January 2019. ``Dynamics over Signed Networks,” by Guodong Shi, Claudio Altafini, and John S. Baras, is the Survey and Review article...

By Volker H. Schulz SIAM Review, Volume 61, Issue 2, Page 385-400, January 2019. Sometimes, people confuse artificial neural networks (ANNs) with real biological brains, at least metaphorically. The section starts with a...

By The Editors SIAM Review, Volume 61, Issue 2, Page 317-317, January 2019. The SIGEST article in this issue is “Bounds on the Singular Values of Matrices with Displacement Structure,” by Bernhard...

By Sühan Altay, Katia Colaneri, and Zehra Eksi SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 512-546, January 2019. We study a portfolio optimization problem for an investor whose actions have an indirect impact on...

By Omar El Euch, Masaaki Fukasawa, Jim Gatheral, and Mathieu Rosenbaum SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 491-511, January 2019. A small-time Edgeworth expansion of the density of an asset price is given under a general...

By Paolo Guasoni, Antonella Tolomeo, and Gu Wang SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 466-490, January 2019. Most institutional investors gain access to commodities through diversified index funds, even though mean-reverting prices and...

By Francesca Biagini, Andrea Mazzon, and Thilo Meyer-Brandis SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 430-465, January 2019. We consider a banking network represented by a system of stochastic differential equations coupled by their...

By Ulrich Horst and Wei Xu SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 350-393, January 2019. In this paper we derive a scaling limit for an infinite-dimensional limit order book model driven...

By Bin Li, Peng Luo, and Dewen Xiong SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 394-429, January 2019. In the existing literature of robust utility maximization with ambiguity, agents are generally assumed to be...

By Eduardo Abi Jaber and Omar El Euch SIAM Journal on Financial Mathematics, Volume 10, Issue 2, Page 309-349, January 2019. Rough volatility models are very appealing because of their remarkable fit of both historical and implied...

By Damien Lamberton and Giulia Terenzi SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 261-308, January 2019. We give an analytical characterization of the price function of an American option in Heston-type models....

By Baojun Bian, Xinfu Chen, and Zuo Quan Xu SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 243-260, January 2019. This paper investigates a utility maximization problem in a Black--Scholes market, in which trading is subject...

By Ailing Zeng and Jungong Xue SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 214-242, January 2019. Building on the LIBOR market models, this paper considers some path-dependent barrier interest rate...

By Andrei Cozma, Matthieu Mariapragassam, and Christoph Reisinger SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 181-213, January 2019. We propose a novel and generic calibration technique for four-factor foreign-exchange hybrid local-stochastic volatility (LSV) models...

By Alain Bensoussan, SingRu CelineHoe, and Zhongfeng Yan SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 156-180, January 2019. We develop an improved model of capital investment under uncertainty that incorporates the variance of the...

By Cong Qin and Xinfu Chen SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 130-155, January 2019. In this paper, we study a Boltzmann-type mean field game model proposed in Achdou et al....

By Antoine Jacquier and Fangwei Shi SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 89-129, January 2019. We propose a randomized version of the Heston model---a widely used stochastic volatility model in mathematical...

By Martin J. Gander and Hui Zhang SIAM Review, Volume 61, Issue 1, Page 3-76, January 2019. Solving time-harmonic wave propagation problems by iterative methods is a difficult task, and over the last two decades an...

By Eddie Nijholt, Bob Rink, and Jan Sanders SIAM Review, Volume 61, Issue 1, Page 121-155, January 2019. Many systems in science and technology are networks: they consist of nodes with connections between them. Examples include electronic...

By Gjerrit Meinsma SIAM Review, Volume 61, Issue 1, Page 159-184, January 2019. A complete theory of dimensional and scaling analysis is presented and its power is demonstrated through a series of...

By Simone Carlo Surace, Anna Kutschireiter, and Jean-Pascal Pfister SIAM Review, Volume 61, Issue 1, Page 79-91, January 2019. Particle filters are a popular and flexible class of numerical algorithms to solve a large class of nonlinear filtering...

By Peter G. Fennell and James P. Gleeson SIAM Review, Volume 61, Issue 1, Page 92-118, January 2019. Multistate dynamical processes on networks, where nodes can occupy one of a multitude of discrete states, are gaining widespread...

By Silviu Filip, Aurya Javeed, and Lloyd N. Trefethen SIAM Review, Volume 61, Issue 1, Page 185-205, January 2019. The usual way in which mathematicians work with randomness is by a rigorous formulation of the idea of Brownian...

By Darinka Dentcheva SIAM Review, Volume 61, Issue 1, Page 157-158, January 2019. In this issue, the Education section of SIAM Review presents two papers. The first is “Dimensional and Scaling Analysis,”...

By Misha E. Kilmer SIAM Review, Volume 61, Issue 1, Page 77-77, January 2019. Short and to the point, “How to Avoid the Curse of Dimensionality: Scalability of Particle Filters with and...

By Volker H. Schulz SIAM Review, Volume 61, Issue 1, Page 209-225, January 2019. This time, the Book Reviews section has a large portion of reviews on books devoted to applications---in particular medical...

By J. M. Sanz-Serna SIAM Review, Volume 61, Issue 1, Page 1-1, January 2019. The Survey and Review article in this issue is “A Class of Iterative Solvers for the Helmholtz Equation: Factorizations,...

By The Editors SIAM Review, Volume 61, Issue 1, Page 119-119, January 2019. Over the last fifteen years, SIAM Review has published a range of articles in the general area of network...

By Maxim Bichuch and Zachary Feinstein SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 68-88, January 2019. This paper provides a framework for modeling financial contagion in a network subject to fire sales...

By Michael Kusnetsov and Luitgard Anna Maria Veraart SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 37-67, January 2019. We consider the problem of systemic risk assessment in interbank networks in which interbank liabilities can...

By Longjie Jia, Martijn Pistorius, and Harry Zheng SIAM Journal on Financial Mathematics, Volume 10, Issue 1, Page 1-36, January 2019. In this paper, we consider a utility maximization problem with defaultable stocks and looping contagion risk....

Daniel Lacker (Columbia University) and Mykhaylo Shkolnikov (Princeton University) are dual recipients of the 2019 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. ...

SIAM is pleased to announce the addition of a new section for the SIAM Journal on Financial Mathematics ( SIFIN ). Along with full-length research articles, authors can now submit “Short ...

Congratulations to these two members of the SIAM community, who were recently awarded the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize.
Daniel Lacker - ...

The SIAM Student Paper Prize is awarded annually to the student author(s) of the most outstanding paper(s) accepted by SIAM journals within the three years preceding the nomination deadline. Starting with the 2018 award, the focus of the prize is to recognize outstanding scholarship by students in SIAM journals.

Established in 2010, the prize is awarded to an individual in their early career for research contributions to the mathematical modeling of financial markets, based on publications in peer-reviewed journals.

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 Pioneer Prize is awarded every four years at the International Council for Industrial and Applied Mathematics (ICIAM) Congress to one individual for pioneering work introducing applied mathematical methods and scientific computing techniques to an industrial problem area or a new scientific field of applications. Nominations can be submitted via the ICIAM website.

This joint prize was established in 2002 to honor Sonia Kovalevsky and her work on the theory of differential equations. It is awarded to anyone in the scientific or engineering community whose work highlights the achievements of women in applied and computational mathematics. Nominations can be submitted via the AWM website.

This prize was created in 2013 to emphasize George Pólya’s legacy of communicating mathematics effectively. It joins two long-standing Pólya prizes SIAM has awarded in combinatorics and other fields beginning in 1969.

Through the generosity and inspiration of Gerald and Judith Porter, the Mathematical Association of America (MAA), American Mathematical Society (AMS), and SIAM offer this annual lecture at the Joint Mathematics Meetings. The lecture, first awarded in 2010, is given on a mathematical topic accessible to the broader community.

Named in honor of I. E. Block, a co-founder and the first managing director of SIAM, this lecture is open to the public at the SIAM Annual Meeting. It is intended to encourage public appreciation of applied mathematics and computational science by reaching out to the local community.

Established in 1959, the prize honors John von Neumann, a founder of modern computing. The prize is awarded annually for distinguished contributions to applied mathematics and for the effective communication of these ideas to the community.

The JPBM Communications Award is given annually to reward and encourage communicators who, on a sustained basis, bring mathematical ideas and information to non-mathematical audiences. The prize may be awarded in two categories: For Public Outreach and For Expository and Popular Books. Nominations can be submitted via the AMS website.

Established in 1998 in memory of Ralph E. Kleinman, the prize recognizes contributions that bridge the gap between high-level mathematics and engineering problems. The award is based on the quality and impact of the mathematics.

The prize was established in 1986 in memory of Richard C. DiPrima, who served SIAM for many years and in 1979–1980 as SIAM President. It aims to recognize an early career researcher in applied mathematics and is based on the doctoral dissertation.

The prize recognizes students for outstanding solutions to real world math problems. It is awarded to two of the teams judged "Outstanding" in the Mathematical Contest in Modeling (MCM) administered annually by the Consortium for Mathematics and Its Applications (COMAP). Registration is accepted via the COMAP website.

The SIAM Outstanding Paper Prizes bring attention to papers published in SIAM journals. Three awards are made each year to the authors of papers deemed by SIAM journal editors-in-chief worthy of particular attention.

The prize, established in 1985 and originally intended to be awarded periodically, is now awarded annually for contributions to the advancement of applied mathematics on the national or international level.

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.

SIAM Journal on Financial Mathematics (SIFIN) addresses both theoretical developments and computational challenges in financial mathematics. This journal provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the scientific computational issues related to implementation.

Multiscale Modeling & Simulation
SIAM J. on Applied Algebra and Geometry
SIAM J. on Applied Dynamical Systems
SIAM J. on Applied Mathematics
SIAM J. on Computing
SIAM J. on Control and Optimization
SIAM J. on Discrete Mathematics
SIAM J. on Financial Mathematics
SIAM J. on Imaging Sciences
SIAM J. on Mathematical Analysis
SIAM J. on Matrix Analysis and Applications
SIAM J. on Numerical Analysis
SIAM J. on Optimization
SIAM J. on Scientific Computing
SIAM/ASA J. on Uncertainty Quantification
SIAM Review
Theory of Probability & Its Applications

General Opportunities

We know it can be overwhelming to keep track of career opportunities that may be relevant to you as a member of the SIAM community. So, we’ve compiled lists of some of our favorite fellowship, internship, and research opportunities. Check ‘em out!

Fellowships

Looking for financial support to further your research? Fellowships often provide funding plus experiential learning opportunities to young researchers. Learn more about fellowship opportunities.

Internships allow you to network and forge connections for future job possibilities, while also exploring possible areas of interest. Look at this list of companies who offer valuable opportunities.

Our community is founded on igniting groundbreaking developments in applied math and computational science. Take a deeper dive into your area of study with one of these opportunities.