Sponsored by SIAM Activity Group on Financial Mathematics and Engineering.

This conference is being held jointly with the 2012 SIAM Annual Meeting (AN12)

SIAM Presents ... Featured Lectures from our Archives
Most of the Invited and Prize Lectures, as well as selected minisymposia and the tutorial, from the 2012 Conference on Financial Mathematics and Engineering in Minneapolis have been captured and are available as slides with synchronized audio. In addition there are PDFs of the slides available for printing. View presentation slides with synchronized audio.


[PDF, 1.7MB]

Connect with other attendees and find roommates on Facebook here.

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 #SIAMFM12.

Organizing Committee

Organizing Committee Co-chairs
Rama Cont, Columbia University, USA & CNRS, France
Mike Ludkovski, University of California, Santa Barbara, USA

Organizing Committee
Nicole El Karoui, Université Pierre & Marie Curie, Paris, France
Jim Gatheral, Baruch College, CUNY, New York, USA
Kay  Giesecke, Stanford University, USA (AN12 liaison)
Roger Lee, University of Chicago, USA
Jin Ma, University of Southern California, USA
Alexander Schied, University of Mannheim, Germany
Nizar Touzi, Ecole Polytechnique, France


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.



Important Deadlines

January 9, 2012:  Minisymposium proposals The minisymposium deadline has been extended to January 30, 2012.
January 30, 2012:  Abstracts for contributed and minisymposium speakers

January 23, 2012: SIAM Student Travel Award and Post-doc/Early Career Travel Award Applications

June 8, 2012 Deadline Extended to Monday, June 11  Disconnect time is 4:00 PM EDT

June 8, 2012 Deadline Extended to Monday, June 18

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