SIAM Conference on Financial Mathematics and Engineering (FM23)

About the Conference

This is the conference of the SIAM Activity Group on Financial Mathematics and Engineering.

The objective of the Activity Group on Financial Mathematics and Engineering is to advance fundamental research and implementation of practices in financial engineering, computation, and operations. The group aims at fostering collaborations among applied mathematicians, applied probabilists, statisticians, computer and data scientists, economists, as well as industry practitioners. The conference will expose state-of-art mathematical and computational tools in quantitative finance, including its uses in the public and private sector. The activity group promotes and supports the development of financial mathematics and engineering as an academic discipline.

Organizing Committee Co-chairs

Igor Cialenco, Illinois Institute of Technology, U.S.
Samuel Cohen, University of Oxford, United Kingdom

Organizing Committee

Jean-Pierre Fouque, University of California, Santa Barbara, U.S.
Emmanuel Gobet, Ecole Polytechnique, France
Julien Guyon, Ecole des Ponts ParisTech, France
Blanka Horvath, Technical University of Munich, Germany
Tomoyuki Ichiba, University of California Santa Barbara, U.S.
Johannes Muhle-Karbe, Imperial College London, United Kingdom
Mathieu Rosenbaum, Ecole Polytechnique, France
Mete Soner, Princeton University, U.S.
Luitgard Veraart, London School of Economics and Political Science, United Kingdom
Jianfeng Zhang, University of Southern California, U.S.

Funding Agency

National Science Foundation SIAM and the Organizing Committee wish to extend their thanks and appreciation to the U.S. National Science Foundation for its support of this conference.

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