Igor Cialenco, associate professor of applied mathematics and director of the Master of Mathematical Finance program, spoke on “Market Making Via Acceptability Indices” during the Society for Industrial and Applied Mathematics Conference on Financial Mathematics and Engineering, November 13–15 in Chicago.

He also was the co-organizer of six mini-symposia during the conference: Dynamic Risk and Performance Measures and Related Fields, Parts I and II; Counterparty Risk, Liquidity, and Funding, Part I and II; Statistical Analysis of Risk and Stress Tests for Regulatory Policies, Parts I and II.

In December, he will give the Probability and Computational Finance Seminar at Carnegie Mellon University.