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


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Local Restaurant List [PDF, 100KB]



To RSVP to the conference on Facebook and connect with other attendees, find roommates etc., please visit

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



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

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

May 6, 2016: SIAM Student Travel Award and Post-doc/Early Career Travel Award Applications

October 13, 2016: Disconnect time is 4:00 PM EDT

October 13, 2016


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