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SIAM FM 2014 : SIAM Conference on Financial Mathematics and Engineering (FM14) | |||||||||||
Link: http://www.siam.org/meetings/fm14/ | |||||||||||
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Call For Papers | |||||||||||
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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