Program SIAM Conference on Financial Mathematics & Engineering Sponsored by the SIAM Activity Group on Financial Mathematics and Engineering. The Activity Group on Financial Mathematics and Engineering 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. Society for Industrial and Applied Mathematics 3600 Market Street, 6th Floor Philadelphia, PA 19104-2688 U.S. Telephone: +1-215-382-9800 Fax: +1-215-386-7999 Conference E-mail:
[email protected] • Conference Web: www.siam.org/meetings/ Membership and Customer Service: (800) 447-7426 (U.S. & Canada) or +1-215-382-9800 (worldwide) https://www.siam.org/conferences/CM/Main/fm19 2 SIAM Conference on Financial Mathematics and Engineering Table of Contents Model Risk and Uncertainty Child Care Program-At-A-Glance… Optimal Stopping Tourism Toronto recommends Babysitting ..........................See separate handout Optimal Transport Angels and Care.com for attendees interested in child care services. Care.com provides a General Information .............................2 Option Pricing and Hedging web-based