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33607 Conferences

SIAM Conference on Financial Mathematic and Engineering - FM12

Added by admin on 2012-02-26

Conference Dates:

Start Date Start Date: 2012-07-09
Last Date Last Day: 2012-07-11

Conference Contact Info:

Contact Person Contact Person: Rama Cont
Email Email: meetings@siam.org
Address Address: Hyatt Regency Minneapolis, Minneapolis, MN, United States

Conference Description:

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.

Themes

Systemic Risk and Financial Stability
Statistical Modeling of Financial Data
Mathematical Models of Limit Order Markets
Stochastic Analysis and Mathematical Finance
Credit Risk Modeling
Liquidity Risk and Counterparty Risk
Pricing and Hedging of Derivatives
Energy Markets, Commodity Markets and Emissions Trading
Computational Finance: PDEs and Monte Carlo Simulation
High-Dimensional Problems in Finance
Stochastic Volatility Models and Jump Processes
Stochastic Control and Optimal Investment
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