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  2. 2014 SIAM Conference on Fin...

2014 SIAM Conference on Financial Mathematics and Engineering

15 Course items

The 2014 Conference on Financial Mathematics and Engineering (FM14) took place on November 13-15, 2014 in Chicago, Illinois, USA, sponsored by the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FM). The Activity Group 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.

Use the search box in the upper right to search for a speaker, talk title, or topic. Select "Content" to see the list of other SIAM meetings with presentations available for viewing.

Variable Annuities

Section: 4 Presentations 4 Links

No-arbitrage Under Model ambiguity and Fundamental Theorems of Asset Pricing

Section: 1 Presentation 1 Link

Multi-Period Mean Variance Asset Allocation: Is It Bad To Win the Lottery?

Section: 1 Presentation 1 Link

Advanced Numerical Techniques in Financial Mathematics - Part I of II

Section: 1 Presentation 1 Link

Bid-Ask Imbalance and Trade Arrival Modeling

Section: 1 Presentation 1 Link

Mean Field Games - Part I of II

Section: 3 Presentations 3 Links

Robust Meets Realistic: Interpolating Between Model-Specific and Model-Free Settings for Pricing and Hedging

Section: 1 Presentation 1 Link

Long-Term Valuation and Misspecified Recovery

Section: 1 Presentation 1 Link

SIAG/FME Junior Scientist Prize Lecture: Some Financial Markets with Discontinuities

Section: 1 Presentation 1 Link

Robust Hedging and Pricing under Model Uncertainty - Part I of II

Section: 4 Presentations 4 Links

Forward Asset Allocation

Section: 3 Presentations 4 Links

Moral Hazard in Dynamic Risk Management

Section: 1 Presentation 1 Link

Adaptive Grids in Regression Monte Carlo

Section: 1 Presentation 1 Link

The Value of Being Lucky: Option Backdating and Non-diversifiable Risk

Section: 1 Presentation 1 Link

Counterparty Risk, Liquidity and Funding - Part II of II

Section: 3 Presentations 4 Links
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