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.
SIAG/FME on siam.org ↗Started by SIAG/FME, the series of virtual talks keeps the mathematical finance community connected worldwide beyond traditional formats. It hosts a diverse lineup, across all dimensions, of prominent speakers presenting the latest developments in financial mathematics and engineering.
Future talks and past recordings →The Early Career Prize recognises an outstanding researcher in their early career for contributions to the mathematical modelling of financial markets. The Conference Paper Prize rewards the best research presented by students and postdocs at our conference.
We organize the biennial SIAM Conference on Financial Mathematics and Engineering, and minisymposia at the SIAM Annual Meeting. Members of the activity group receive discounted registration.
Our conferences →SIFIN publishes theoretical advances in financial mathematics, motivated by models of modern finance, together with significant new computational methods for implementing them—a common platform for scholars and practitioners.
Visit SIFIN ↗The elected board leading the activity group.
Members of our group honoured as Fellows of SIAM.
How the activity group is organised and run.
Join SIAM and add the Activity Group on Financial Mathematics and Engineering to your membership.