Posts Tagged ‘SIAGs’
SIAM welcomes new SIAG Officers
New SIAG officers have been elected for several of SIAM’s activity groups. Terms began on January 1. Officers of all SIAGs will serve 2-year terms, with the exception of the SIAG on Linear Algebra, which elects for three-year terms. We welcome all new appointees and thank all candidates for their participation.
Full details on all new officers, their research interests, and SIAM activities are below: Read the rest of this entry »
Posted in All News, Member News, News, Uncategorized | 
Tags: SIAG, SIAG Elections, SIAGs | 
Comments Closed
Sergey Nadtochiy of Oxford University is the 2012 SIAG/FME Junior Scientist Prize recipient
The Society for Industrial and Applied Mathematics (SIAM) Activity Group on Financial Mathematics and Engineering (SIAG/FME) awards its Junior Scientist Prize to an outstanding junior researcher for distinguished contributions to the mathematical modeling of financial markets. Established in 2010, the prize gives awardees a hand-calligraphed certificate and a plaque.
Sergey Nadtochiy of Oxford University has been awarded the 2012 prize for his impressive contributions to mathematical finance and his original, sophisticated, and rigorous mathematical analysis of challenging problems in volatility modeling and derivative pricing theory.
Nadtochiy delivered the associated prize lecture, Market-Based Approach to Modeling Derivatives Prices on the morning of Tuesday, July 10, and accepted the prize at the Prizes and Awards Luncheon that followed, at the SIAM Annual Meeting held in Minneapolis, Minnesota.
He is a senior postdoctoral research fellow at the Oxford-Man Institute of Quantitative Finance and the Mathematical Institute of the University of Oxford. He earned a Specialist (MSc) Degree in mathematics from Moscow State University, in addition to an MA and PhD in Operations Research and Financial Engineering from Princeton University.
His research interests are in the areas of market-based models for derivatives prices; optimal investment; static hedging; inverse problems; stochastic analysis; and PDE.
New SIAG officers
SIAM is pleased to announce newly-elected officers for the following SIAM activity groups. The new officers will serve terms from January 1, 2012—December 31, 2013.
SIAG on Dynamical Systems
Chair: Hans Kaper
Co-director of the NSF’s Mathematics and Climate Research Network, Dr. Kaper’s current work is focused on applying dynamical systems techniques to study the Earth’s climate system. Dr. Kaper also holds adjunct professorships at Georgetown University and the University of Illinois at Urbana-Champaign. His interest lies in the mathematics of physical systems, and the development of analytical and numerical methods for differential equations that describe these systems. He is a SIAM Fellow and has served on various SIAM committees. Read the rest of this entry »
New SIAG Officers elected
SIAM is pleased to announce the election results for its activity groups. We would like to express our thanks to everyone who stood for election and to those who participated. It is indeed a great honor to be chosen to run for office.
Please continue reading to get an introduction to the affiliations and research interests of the newly-elected officers, who will serve a two-year term starting January 1, 2011.
SIAG on Geosciences
Malgorzata Peszynska, Associate Professor of Mathematics at Oregon State University will be the new Chair of SIAG Geosciences. Professor Peszynska’s research is in the area of mathematical and computational modeling of flow and transport in porous media, and other similar phenomena defined by nonlinear coupled PDEs with highly heterogeneous and multiscale data.
Ivan Yotov of the University of Pittsburgh has been elected as the SIAG’s Vice Chair. A Professor of Mathematics, Dr. Yotov’s research interests include numerical analysis and solution of PDEs, in addition to large scale scientific computing that has applications in fluid flow and transport.
Jennifer Niessner, a private docent at the Institute of Hydraulic Engineering at the University of Stuttgart, Germany, has been elected as Secretary for SIAG Geosciences. She studies multi-scale, multi-physics, numerical models for flow and transport in porous media. Read the rest of this entry »