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
Description
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
Insurance
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
Contact Information
Sponsors
SIAM Activity Group on Financial Mathematics and Engineering
Map
55 St George Street, Toronto, Ontario