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.
We organize the biennial SIAM Conference on Financial Mathematics and Engineering, and minisymposia at the SIAM Annual Meeting. Members of the activity group receive discounted registration.
SIAM Journal on Financial Mathematics (SIFIN) addresses theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass.
SIAM Journal on Applied Mathematics (SIAP) is an interdisciplinary journal containing research articles that treat scientific problems using methods that are of mathematical interest.
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.
SIAM Activity Groups provide a more focused forum for SIAM members interested in exploring one of the areas of applied mathematics, data and computational science, or applications. Get connected.