Friday and Saturday November 21-22, 2008
The conference is organized by the Financial Mathematics and Engineering (FME) SIAM Activity Group (SIAG). It will be held on the Campus of Rutgers, The State University of New Jersey, at the Heldrich Hotel, New Brunswick.
First SIAM Conference in Financial Mathematics and Engineering, Boston, July 9-12, 2006
Scientific Committee
Rene CARMONA (Princeton University) - Committee ChairAlexander EYDELAND (Morgan Stanley)
Paul FEEHAN (Rutgers University) - Committee Co-Chair & Local Organizer
Jean-Pierre FOUQUE (University of California Santa Barbara)
Paul GLASSERMAN (Columbia University)
Agnes SULEM (INRIA)
Thaleia ZARIPHOPOULOU (The University of Texas at Austin)
Website: main site and program.