SIAM Financial Mathematics & Engineering 2019 (FM19)

When and Where

Tuesday, June 04, 2019 7:30 am to Friday, June 07, 2019 7:00 pm
Myhal Centre for Engineering Innovation and Entrepreneurship
55 St George Street, Toronto, Ontario


The biennial SIAM Financial Mathematics & Engineering meeting is the premiere meeting of its kind. It brings together a large and diverse international crowd of students, academics, and practitioners covering a wide range of topics, including but not limited to:


Algorithmic Trading

Behavioral Finance

Commodity Markets

Computational Finance

Credit Risk

Financial Technology


Machine Learning

Market Micro-Structure

Mean Field Games

Model Risk and Uncertainty

Optimal Stopping

Optimal Transport

Option Pricing and Hedging

Regulations and Finance

Risk Measures

Robust Finance

Statistical Finance

Stochastic Control

Stochastic Games

Stochastic Volatility

Systemic Risk


Plenary speakers

  • Alvaro Cartea, University of Oxford, United Kingdom
  • Christa Cuchiero, University of Vienna, Austria
  • Jean Pierre Fouque, University of California, Santa Barbara, U.S.
  • Jim Gatheral, Baruch College, U.S.
  • Albert S. Kyle, University of Maryland, U.S.
  • Charles-Albert Lehalle, Capital Fund Management, France
  • Fabio Mercurio, Bloomberg LP, U.S.
  • Josef Teichmann, ETH Zurich, Switzerland


Please register for this event.


SIAM Activity Group on Financial Mathematics and Engineering


55 St George Street, Toronto, Ontario