Sponsored by the SIAM Activity Group on Financial Mathematics and Engineering.
Statement on Inclusiveness
As a professional society, SIAM is committed to providing an inclusive climate that encourages the open expression and exchange of ideas, that is free from all forms of discrimination, harassment, and retaliation, and that is welcoming and comfortable to all members and to those who participate in its activities. In pursuit of that commitment, SIAM is dedicated to the philosophy of equality of opportunity and treatment for all participants regardless of gender, gender identity or expression, sexual orientation, race, color, national or ethnic origin, religion or religious belief, age, marital status, disabilities, veteran status, field of expertise, or any other reason not related to scientific merit. This philosophy extends from SIAM conferences, to its publications, and to its governing structures and bodies. We expect all members of SIAM and participants in SIAM activities to work towards this commitment.
Announcements
Local Restaurant List [PDF, 100KB]
To RSVP to the conference on Facebook and connect with other attendees, find roommates etc., please visit https://www.facebook.com/events/1761265380751561/.
If you are tweeting about the conference, please use the designated hashtag to enable other attendees to keep up with the Twitter conversation and to allow better archiving of our conference discussions. The hashtag for this meeting is #SIAMFM16.
Organizing Committee
Conference Co-Chairs
Tim Leung, University of Washington, USA
Mike Ludkovski, University of California, Santa Barbara, USA
Organizing Committee
Carlo Acerbi, MSCI Inc., Switzerland
Fred Espen Benth, University of Oslo, Norway
Bruno Bouchard, Université Paris-Dauphine, Ceremade, France
Jaksa Cvitanic, California Institute of Technology, USA
Peter Forsyth, University of Waterloo, Canada
Vicky Henderson, University of Warwick, United Kingdom
Jan Obloj, University of Oxford, United Kingdom
Thaleia Zariphopoulou, University of Texas at Austin
Description
The Activity Group on Financial Mathematics and Engineering 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.
Funding Agency
SIAM and the Conference Organizing Committee wish to extend their thanks and appreciation to the U.S. National Science Foundation for its support of this conference.
Themes
- Algorithmic Trading, Market Making and Optimal Execution
- Central Counterparty Clearing
- Commodities and Energy Markets
- Computational Finance and Numerical Analysis
- Credit and Further Valuation Adjustments
- Dynamic Risk and Performance Measures
- High Frequency Market Microstructure, Liquidity, and Limit Order Books
- Mean Field Games
- Model Uncertainty and Robust Hedging
- Monte Carlo Methods
- Real Options
- Statistical Finance & Econometrics
- Stochastic Portfolio theory
- Stochastic Volatility Modeling
- Stochastic Financial Equilibria
- Systemic Risk and Financial Networks
- Transaction Costs
Important Deadlines
SUBMISSION DEADLINES
April 18, 2016: Minisymposium Proposal Submissions
May 16, 2016: Contributed Lecture, Poster and Minisymposium Presentation Abstracts
August 1, 2016: SIAG/FME Conference Paper Prize Deadline
TRAVEL FUND APPLICATION DEADLINE
May 6, 2016: SIAM Student Travel Award and Post-doc/Early Career Travel Award Applications
PRE-REGISTRATION DEADLINE
October 13, 2016: Disconnect time is 4:00 PM EDT
HOTEL RESERVATION DEADLINE
October 13, 2016
