Oxford’s Siam Conference 2015

Date: 26 February 2015
Location: Mathematical Institute, University of Oxford


The 7th annual Oxford SIAM Student Conference will be hosted on Thursday 26 February 2015 in the Mathematical Institute of the University of Oxford. The keynote speakers are Professor Jon Chapman (University of Oxford) and Marek Musiela (Oxford-Man Institute).

The aim of the conference is to bring together undergraduate and graduate students, young researchers, and faculty from a wide range of disciplines sharing a common interest in industrial and applied mathematics. Participants will have the opportunity to interact with one another, share their research/study interests, and make useful contacts from the academic community and industry.



The conference will take place in Lecture Room 3 in the Mathematical Institute, University of Oxford.

9:30-10:00    Registration.

10:00-10:10  Prof Mason Porter, University of Oxford: Opening Remarks.

10:10-10:50  Prof Jon Chapman, University of Oxford, Asymptotics beyond all orders: the devil’s invention?

10:50-11:10  Lucy Hutchinson, Univeristy of Oxford, A Pseudo-multiscale mathematical model of angiogenesis.

11:10-11:30  Ana Victoria Ponce Bobadilla, University of Warwick, Modelling calcium waves in different dendritic structures.

11:30-12:00  Coffee Break

12:00-12:20  Matthew Saxton, University of Oxford, Contact-line dynamics of an evaporating drop.

12:20-12:40  Esther S. Daus, Vienna University of Technology, Hypocoercivity for a linearized multi-species Boltzmann system.

12:40-13:00  Dr Almut Eisentraeger, University of Oxford, How meshes and chains improve magnetic seperation.

13:00-14:20  Lunch Break/Poster Session

14:20-14:40  Arnold Mathijssen, University of Oxford, Tracer Trajectories and displacement due to a micro-swimmer near a surface.

14:40-15:00  Nanxin Wei, Imperial College London, Critical Behavior of aging interdependency networks.

15:00-15:20  Linus Schumacher, University of Oxford, Exploring the principles of collective cell migration and self-organisation.

15:20-15:40  Simon Philp, BNP Paribas, Current problems in FX Options pricing.

15:40-16:20  Coffee break with BNP Paribas

16:20-16:40  Dr Omri Ross, Technical University of Denmark, Feature selection for portofolio optimization.

16:40-17:00  Chaman Kumar, University of Edinburgh, On tames Milstein scheme of SDEs driven by Levy noise.

17:00-17:40   Dr Marek Musiela, Oxford-Man Institute, Are quantitative methods important to the financial services industry?

17:40-18:00   Closing Remarks/Awards

18:30-21:00   Dinner (Pierre Victoire)


Abstracts of presentations

Download (PDF, 206KB)


The conference will be hosted in the new Mathematical Institute, located on woodstock road. The address and a map of the location can be found below.

Address details:

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road


For accommodation you can try booking with one of the local hotels, B&Bs or hostels near the Mathematical Institute. We give a list of a few locations, but this is not exhaustive:

Oxford Backpackers, Central Backpackers Oxford, YHA Oxford, Star B&B, Parklands B&B, Eurobar Cafe & Hotel

You may also try booking with University accommodation.

 Financial Support

There is limited funding available for travel grants, and applications for travel grants can be made using the registration form. We do ask that you provide an itemized list of your expenses and estimated costs. There might also be limited funding available for accommodation. Priority will be given to speakers and poster presenters.

Delegates who need financial support to attend the conference, but are not offered a grant from us, are advised to look for funding from their own institutions or other sources. We do, however, hope to be able to provide at least partial financial support to all attendees.

For claiming your travel/accommodation fund, please visit the registration desk during the mid-morning and afternoon coffee breaks and bring a copy of your receipts and your bank details with you. You can contact our treasurer, Julen, julen.rotaetxe@st-hughs.ox.ac.uk who will be happy to answer any inquiries and sort out the payments via online transaction.


The conference is generously sponsored by BNP Parisbas, who will be available at the conference and will be taking CVs. 

BNP Paribas Corporate & Institutional Banking (CIB) is a leading European investment bank with global leadership in many of our businesses. We are part of the BNP Paribas Group, a financial institution with solid foundations and a proven ability to adapt to change. BNP Paribas CIB, with nearly 28,000 employees in over 50 countries, can offer you an exciting and truly global start to your career, a career where you, your ideas and your development matter.

We work continuously on behalf of our clients, helping them to realize their projects around the world. Our success is built on doing things differently, serving our clients and society responsibly, encouraging new ideas and giving our people the room to grow and innovate. If you are analytical, numerate and entrepreneurial, if you can, quickly understand complex financial concepts, if you speak good business English and are ready to learn, we want to hear from you. For information on available roles and application details go to www.graduates.bnpparibas.com


Details of the previous National SIAM Student Chapter Conferences can be found here:

2014, 2013, 2012