Sponsored by the SIAM Activity Group on Financial Mathematics and Engineering.

November 21-22 , 2008
The Heldrich Hotel
New Brunswick, New Jersey


Pictures and highlights of the SIAM Conference on Financial Mathematics & Engineering

Financial support from NSF is available for Ph.D. students and young researchers. This funding comes through two individual grants, one of them requiring proof of citizenship or permanent residency. Priority will be given to applications submitted before September 30, 2008. Late applications will be considering as long as funding remains available. Please click here for the webform.

The first round of notifications for the financial support will go out the weekend of October 4 and the second round of notifications will go out around October 27.

Organizing Committee

Rene Carmona, Princeton University (Co-chair)
Alexander Eydeland, Morgan Stanley
Paul M.N. Feehan, Rutgers University (Co-chair and Local Organizer)
Jean-Pierre Fouque, University of California, Santa Barbara
Paul Glasserman, Columbia University
Halil Mete Soner, Sabanci University, Turkey
Agnes Sulem-Bialobroda, INRIA, France
Thaleia Zariphopoulou, The University of Texas at Austin


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.


The conference will highlight the latest research in financial mathematics and engineering, with an emphasis on the following themes:

Important Deadlines

May 22, 2008:  Minisymposium proposals
June 20, 2008:  Abstracts for contributed and minisymposium speakers

October 27, 2008

October 27, 2008

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