Prof. S. Jaimungal elected as Vice Chair, SIAM Financial Mathematics & Engineering Activity Group

Prof. S. Jaimungal has been very busy. He has been elected as Vice Chair, SIAM Financial Mathematics & Engineering Activity Group.

He has also been asebastian_jaimungal part of the Organizing Committee for the following:

New Directions in Financial Mathematics and Mathematical Economics at BIRS

(https://www.birs.ca/events/2014/5-day-workshops/14w5168 )

 

SIAM Conference on Financial Mathematics & Engineering in Chicago

(http://www.siam.org/meetings/fm14/ )

 

In addition he delivered invited talks to:

 

[1] A Mean-Field Game approach to Optimal Execution, Research in Options, Buzios, Brazil, Dec 2014, 45

[2] Algorithmic & High Frequency Trading, Research in Options, Buzios, Brazil, Nov 2014, 4 hours.

[3] Liquidating in the presence of noise traders, U. Chicago, Nov 2014, 45 minutes.

[4] A Mean-Field Game approach to Optimal Execution, Toyko Metropolitan University, Nov 2014, 45 minutes.

[5] A Mean-Field Game approach to Optimal Execution, New Directions in Financial Mathematics and Mathematical

Economics, BIRS, July 2014, 45 minutes.

[6] Algorithmic Trading with Model Uncertainty, Center for Research in Financial Mathematics and Statistics Seminar Series, Feb,

2014, University California, Santa Barbara (UCSB), 50 minutes.

 

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