SIAM Conference on Financial Mathematics and Engineering (FM21)

About the Conference

This is the meeting of the SIAM Activity Group on Financial Mathematics and Engineering.

The objective of the Activity Group on Financial Mathematics and Engineering is to advance fundamental research and implementation of practices in financial engineering, computation, and operations. The activity group aims at fostering collaborations among applied mathematicians, applied probabilists, statisticians, computer and data scientists, economists, as well as industry practitioners. The conference will expose state-of-art mathematical and computational tools in quantitative finance, including its uses in the public and private sector. The activity group promotes and supports the development of financial mathematics and engineering as an academic discipline.

Organizing Committee Co-Chairs

Agostino Capponi, Columbia University, U.S.
Igor Cialenco, Illinois Institute of Technology, U.S.

Organizing Committee

Erhan Bayraktar, University of Michigan, U.S.
Sebastian Jaimungal, University of Toronto, Canada
Fabio Mercurio, Bloomberg, U.S.
Birgit Rudloff, Vienna University of Economics and Business, Austria
Ronnie Sircar, Princeton University, U.S.
Stephan Sturm ,Worcester Polytechnic Institute, U.S.
Josef Teichmann, ETH Zurich, Switzerland
Thaleia Zariphopoulou, University of Texas at Austin, U.S.

Funding Agency

SIAM and the Organizing Committee wish to extend their thanks and appreciation to the U.S. National Science Foundation for its support of this conference.

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