Congresses and Conferences on Mathematical Finance

• Request for Proposals
  Eighth World Congress of the Bachelier Finance Society (2014)
• Seventh World Congress (Abstract submission now open)
  of the Bachelier Finance Society in Sydney, Australia (2012)
  June 19–22, 2012
• Sixth World Congress
  of the Bachelier Finance Society in Toronto, Ontario, Canada (2010)
  June 22–26, 2010
• Fifth World Congress
  of the Bachelier Finance Society, London, United Kingdom (2008)
  July 15–19, 2008
  Mark Davis and Lane Hughston, Organizers
• Fourth World Congress
  of the Bachelier Finance Society in Tokyo, Japan (2006)
  August 17–20, 2006
  Ryozo Miura, Head of the Organizing Committee
• Third World Congress
  of the Bachelier Finance Society in Chicago, USA (2004)
  July 21–24, 2004 at the Intercontinental Hotel, Chicago, USA
  Stanley R. Pliska, Head of the Organizing Committee
• Second World Congress
  of the Bachelier Finance Society on Crete, Greece (2002)
  June 12–15, 2002
  Thaleia Zariphopoulou, Organizer
• First World Congress
  of the Bachelier Finance Society in Paris, France (2000)
  June 28–July 1, 2000
  Helyette Geman, Organizer
  Bachelier Congress Volume:
  Mathematical Finance – Bachelier Congress 2000
  Geman, H.; Madan, D.; Pliska, S: R.; Vorst, T. (Editors)
  Springer (2002),
  ISBN: 978-3-540-67781-9

Conferences in 2012

• School in Financial Mathematics
  January 16-27, 2012
  Mumbai, India
• 11th Winter School on Mathematical Finance
  January 23-25, 2012
  Lunteren, The Netherlands
• Quantitative Methods in Finance
  June 26-30, 2012
  Cairns, Australia

Conferences in 2011

• Modeling and managing financial risks
  January 10–13, 2011
  CMAP, Ecole Polytechnique, Paris, France
• 10th Winter school on Mathematical Finance
  Special Topics: Energy Markets and Malliavin Calculus in Finance
  January 24–26, 2011
  Lunteren, The Netherlands
• First school on Math and Finance, Mathematical methods for Finance,
  March–May 2011
  Euro-Mediteranean Research Center for Mathematics and its Applications (EMRCMA),
  Institut de Formation de la Bourse de Tunis(IFBT), Tunis, Tunisia
• Recent developments in Mathematical Finance – In honour of Tomas Björk’s
  64th birthday
  May 9-10, 2011
  KTH, Stockholm, Sweden
• Advances in Portfolio Theory and Investment Management Workshop
  May 12–14, 2011
  the Oxford-Man Institute, Eagle House, Oxford, United Kingdom (pdf)
• IMS focus group and workshop
  June 23, 2011
  New York City
• 11th Brazilian Finance Meeting - 2011
  July 28–30,2011
  Rio de Janeiro, Brazil
• Fourth International Conference on Mathematics in Finance
  August 21–26, 2011
  Berg-en-Dal, Kruger National Park, South Africa
  information (pdf), call papers (pdf)
• Swissquote Conference on Asset Management
  October 20–21, 2011
  École Polytechnique Fédérale de Lausanne (EPFL), Switzerland
  information (pdf)
• Workshop on Interest Rates and Credit Risk
  November 23-25, 2011
  Chemnitz University of Technology
• Quantitative Methods in Finance
  December 14-17, 2011
  Sydney, Australia
  information (pdf)

Conferences in 2010

• The American Finance Association Annual Meeting 2010
  January 3–5, 2010
  Atlanta, Georgia, USA
• Workshop on Foundations of Mathematical Finance
  January 11–15, 2010
  The Fields Institute, Toronto, Ontario, Canada
• 9th Winter School on Mathematical Finance
  January 18–20, 2010
  Lunteren, The Netherlands
• Actuarial and Financial Mathematics Conference (AFMathConf 2010)
  February 4–5, 2010
  Brussels, Belgium
• Frankfurt MathFinance Conference
  Derivatives and Risk Management in Theory and Practice,
  March 15–16, 2010
  Frankfurt a. M., Germany
• Robust Techniques in Quantitative Finance Conference
  March 18–19, 2010
  Oxford-Man Institute, University of Oxford, Oxford, United Kingdom
• Integration of Extremal Events in Quantitative Risk Management
  March 19, 2010
  Paris, France
• Workshop on Computational Methods in Finance
  March 22–24, 2010
  The Fields Institute, Toronto, Ontario, Canada
• 3rd International Financial Research Forum – Risk Dependencies
  March 25–26, 2010
  Paris, France
• Conference on Latest Developments in Heavy-Tailed Distributions
  March 26–27, 2010
  Brussels, Belgium
• MAF 2010 – Mathematical and Statistical Methods for Actuarial Sciences and Finance
  April 7–9, 2010
  Villa Rufolo – Ravello, Italy
• Volatility and Systemic Risk
  April 16, 2010
  New York University, L. N. Stern School of Business, New York, USA
• Workshop on Stochastics, Control and Finance
  April 12-14, 2010
  Imperial College London, United Kingdom
• Workshop on Financial Econometrics
  April 23–24, 2010
  The Fields Institute, Toronto, Ontario, Canada
• Current Developments in Valuation and Hedging in Incomplete Markets
  April 30–May 1, 2010
  Cass Business School, City University, London, United Kingdom
• The Fifth General Conference on Advanced Mathematical Methods in Finance - AMaMeF 2010
  May 4–8, 2010
  University of Ljubljana, Faculty of Mathematics and Physics, Ljubljana, Slovenia
• Workshop on Financial Derivatives and Risk Management
  May 24–28, 2010
  The Fields Institute, Toronto, Ontario, Canada
• EcoMod2010
  July 7–10, 2010
  Bilgi University, Istanbul, Turkey
• Conference on Contemporary Issues and New Directions in Quantitative Finance (CIND 2010)
  July 9–11, 2010
  Oxford-Man Institute of Quantitative Finance, University of Oxford, Oxford, United Kingdom (poster)
• 10th Brazilian Finance Meeting
  July 29–31, 2010
  Brazilian Finance Society, São Paulo, Brazil
• Third SMAI European Summer School in Financial Mathematics,
  August 23–27, 2010
  Applied and Industrial Mathematics Society (SMAI), Paris, France
• Conference Energy Finance / INREC 2010
  October 6–8, 2010
  Universität Duisburg-Essen, Essen, Germany
• 6th Oxford-Princeton Workshop
  October 8–9, 2010
  Oxford-Man Institute, University of Oxford, Oxford, United Kingdom
• New advances in Backward SDEs for financial engineering applications
  October 25–28, 2010
  Tamerza, Tunisia
• Swissquote Conference on Interest Rate and Credit Risk
  October 28–29, 2010
  Ecole Polytechnique Fédérale de Lausanne (EPFL), Lausanne, Switzerland
• Texas Quantitative Finance Festival
  November 6, 2010
  McCombs School of Business, University of Texas at Austin, Austin, Texas
• SIAM Conference on Financial Mathematics and Engineering (FM10)
  November 19–20, 2010
  SIAM Activity Group on Financial Mathematics and Engineering, San Francisco, California, USA
• Mathematical Finance and Partial Differential Equations Conference 2010
  December 10, 2010
  Rutgers University, New Brunswick, New Jersey, USA

Conferences in 2009

• Risk Sharing Workshop
  January 16, 2009
  University Paris Dauphine
  Paris, France (pdf)
• 8th Winter School on Mathematical Finance
  January 19–21, 2009
  Lunteren, The Netherlands
• X Workshop on Quantitative Finance
  January 29–30, 2009
  Politecnico di Milano, Milan, Italy
• Conference on small time asymptotics, perturbation theory and
  heat kernel methods in mathematical finance
  February 10–12, 2009
  Vienna, Austria
• Asia Pacific Futures Research Symposium 2009 (APFRS 2009)
  March 2–3, 2009
  Taipei, Taiwan
• Spring School “Finance and Insurance—Stochastic Analysis and Practical Methods”
  March 2–13, 2009
  Marie Curie Initial Training Network (ITN), Jena, Germany
• Workshop “Finance and Insurance”
  March 16–20, 2009
  Marie Curie Initial Training Network (ITN), Jena, Germany
• 2nd Financial Risks International Forum
  Risk Management and Financial Crisis
  March 19–20, 2009
  Paris, France
• Distinguished Lecture Series 2009
  March 19 , 2009
  School of Business and Economics
  Humbolt-University of Berlin, Berlin, Germany
• Humboldt-Copenhagen Conference 2009
  March 20–21, 2009
  School of Business and Economics
  Humboldt-University of Berlin, Berlin, Germany
• Risk and Stochastics Day 2009
  March 23, 2009
  The London School of Economics and Political Science (LSE), London, United Kingdom
• Frankfurt MathFinance Conference
  Derivatives and risk management in theory and practice,
  March 23–24, 2009
  Frankfurt a. M., Germany
• Third Conference on Numerical Methods in Finance
  April 15–17, 2009
  Department of Applied Mathematics (CERMICS) of Ecole des Ponts ParisTech
  Marne-la-Vallée near Paris, France
• Istanbul Workshop on Mathematical Finance
  May 18–21 2009
  Sabanci University, Istambul, Turkey
• Non-Semimartingale Techniques in Mathematical Finance
  May 26–28, 2009
  Helsinki University of Technology, Finland
• 2b) or not 2b) Conference
  June 2–3, 2009
  University of Lausanne, Lausanne, Switzerland
  This conference is in honor of Prof. Hans U. Gerber.
• Workshop on Filtering in Mathematical Finance 2009
  June 17–19, 2009
  Chemnitz, Germany
• Optimal Stopping with Applications Symposium
  June 23–26, 2009
  Åbo/Turku, Finland
• Workshop on Stochastic Analysis & Finance
  June 29–July 3, 2009
  City University of Hong Kong, Hong Kong, Republic of China
• Quant Congress USA
  July 14–16, 2009
  New York, USA
• Workshop on Statistical Inference for Lévy Processes with Applications to Finance
  July 15–17, 2009
  EURANDOM, Eindhoven, The Netherlands
• Third Annual Risk Management Conference
  Systemic Risk and the Challenges for Risk Management
  July 16–18, 2009
  Risk Management Institute (National University of Singapore ), Singapore
• Second European Summer School in Financial Mathematics
  August 24–29, 2009
  Paris, France
• C. R. E. D. I. T. 2009
  Credit Risk, Financial Crises, and Macroeconomy
  September 24–25, 2009
  Venice, Italien
• Workshop on Copula Theory and Its Applications
  September 25–26, 2009
  Warsaw, Poland
• Recent Advancements in the Theory and Practice of Credit Derivatives
  September 28–30, 2009
  Université de Nice Sophia Antipolis, Nice, France
• The Third Western Conference in Mathematical Finance (WCMF’09)
  November 13–15, 2009
  Santa Barbara, California, USA
• Quantitative Methods in Finance Conference 2009 (QMF 2009)
  December 16–19, 2009
  Quantitative Finance Research Centre (University of Technology), Sydney, Australia

Conferences in 2008

• IX Workshop on Quantitative Finance
  January 24–25, 2008
  University of Rome “Tor Vergata”, Rom, Italy
• Actuarial and Financial Mathematics Conference (AFMathConf 2008)
  Interplay between Finance and Insurance
  February 7–8, 2008
  Ghent University, Brussel, Belgium
• 8th Frankfurt MathFinance Conference
  Derivatives and risk management in theory and practice,
  March 17–18, 2008
  Frankfurt a. M., Germany
• Risk and Stochastics Day 2008
  March 19, 2008
  Risk and Stochastics Group
  London School of Economics, London, United Kingdom
• Financial Risks International Forum: Structured Products and Credit Derivatives
  March 27–28, 2008
  Paris, France
• 18th Annual Asia Pacific Futures Research Symposium
  April 3–4, 2008
  Seoul, Korea (e-mail contact: apfrs@kent.edu)
• The European Finance Winter Summit (EFWS) 2008
  April 6–9, 2008
  Department of Finance, Norwegian School of Economics and Business Administration, Hemsedal, Norway
• NMF2008 – 2nd International Conference on Numerical Methods for Finance
  June 4–6, 2008
  Institute for Numerical Computation and Analysis
  Dublin, Ireland
• Conference on Numerical Methods in Finance
  June 25–27, 2008
  Department of Finance, University of Udine, Udine, Italy
• 2008 Meeting of the Brazilian Finance Society
  July 31–August 2, 2008
  IBMEC-RJ
  Rio de Janeiro, Brazil
• Special Semester on Stochastics with Emphasis on Finance
  September 2008–December 2008
  Johann Radon Institute for Computational and Applied Mathematics (RICAM)
  Austrian Academy of Sciences
  Linz, Austria
• Mathematics in Finance International Conference
  September 1–6, 2008
  Berg-en-dal Camp
  Kruger National Park, South Africa
• The Northern Finance Association 2008 Conference
  September 5–7, 2008
  Haskayne School of Business
  University of Calgary, Kananaskis Village, Canada
• First European Summer School in Mathematical Finance
  September 6–14, 2008
  Dourdan (near Paris), France
• Risk Day 2008
  September 19, 2008
  ETH Zürich, Zürich, Switzerland
• The 5th Fixed Income Conference
  September 24–26, 2008
  Budapest, Hungary
• Risk Theory and Related Topics
  EMS School in Applied Mathematics
  September 28–October 8, 2008
  Bedlewo (near Poznan), Poland
• PRisMa 2008: One-Day Workshop on Portfolio Risk Management
  September 29, 2008
  Vienna, Austria
• The 6th NoonToNoon Meeting, Insurance and Financial Mathematics – Theory and Practice
  October 2–3, 2008
  Department of Mathematics and Statistics
  University of Jyväskylä
  Jyväskylä, Finland
• International Conference on Price, Liquidity, and Credit Risks
  October 3–4, 2008
  Center of Finance and Econometrics, University of Konstanz, Konstanz, Germany
• Workshop on Mathematical Finance for Young Researchers
  October 6–7, 2008
  Quantitative Products Laboratory (dbqpl)
  Berlin, Germany
• Conference on Numerical Methods for American and Bermudan Options
  October 17–18, 2008
  Vienna, Austria
• Workshop on Optimization and Optimal Control
  October 20–24, 2008
  Radon Institute, Austrian Academy of Sciences
  Linz, Austria
• 11th Symposium on Finance, Banking, and Insurance
  December 17–19, 2008
  Universität Karlsruhe (TH), Karlsruhe, Germany

Conferences in 2007

• Conference on Commodities and Energy
  January 17–19, 2007
  The Commodities Finance Centre at Birkbeck
  University of London, United Kingdom
• VIII Workshop on Quantitative Finance
  January 25–26, 2007
  Department of Applied Mathematics (Università Ca Foscari di Venezia), Venezia, Italy
• Skinance Workshop 2007
  March 19–21, 2007
  Vienna Graduate School of Finance (VGSF) and
  Norwegian School of Economics and Business Administration (NHH)
  Lech, Austria
• Frankfurt MathFinance Workshop:
  Derivatives and risk management in theory and practice
  March 26–27, 2007
  Frankfurt a. Main, Germany
• Computational Finance World Congress: The First Decade
  March 26, 2007
  London, United Kingdom
• Advances in Mathematics of Finance, Second General AMaMeF Conference
  April 30–May 5, 2007
  Polish Academy of Sciences, Bedlewo, Poland
• SPRING SCHOOL IN FINANCE 2007
  May 17–18, 2007
  Dipartimento di Matematica, Bologna, Italy
• Radon Workshop on Financial and Actuarial Mathematics for Young Researchers
  May 30–31, 2007
  Linz, Austria
• Gutmann Center Symposium on
  “Credit Risk and the Management of Fixed-Income Portfolios”
  June 1, 2007
  University of Vienna, Austria
• Program Trading Techniques and Financial Models for Hedge Funds: 3rd Annual CARISMA Seminar
  June 26–27 , 2007
  CARISMA, Brunel University, London, United Kingdom
• Summer School – Quantitative Risk Management
  July 5–6, 2007
  LUM, München, Germany
• Further Developments in Quantitative Finance
  July 9–13, 2007
  ICMS, Edinburgh, United Kingdom
• 11th International Congress on Insurance: Mathematics and Economics (IME 2007)
  July 10–12, 2007
  Department of Statistics and Insurance Science of the University of Piraeus, Greece
• The 5th International Conference on Extreme Value Analysis (EVA2007),
  Probabilistic and Statistical Models and their Applications
  July 23–27 2007
  University of Bern, Bern, Switzerland
• Computational Methods in Finance
  July 26–27, 2007
  University of Waterloo, Waterloo Ontario, Canada
• Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance
  September 17–22, 2007
  PRisMa Lab and FAM, Vienna University of Technology, Vienna, Austria
• The Fourth IASTED International Conference onFinancial Engineering and Applications (FEA 2007)
  September 24–26, 2007, UC Berkeley, Berkeley, California, USA
• C. R. E. D. I. T. 2007
  September 27–28, 2007
  Venice, Italy
• Quantitative Methods in Finance Conference (QMF) 2007
  December 12–15, 2007
  Quantitative Finance Research Centre (University of Technology), Sydney, Australia

Conferences in 2006

• Optimal Stopping with Applications, School & Symposium
  January 17–27, 2006
  The University of Manchester, Manchester, United Kingdom
• Numerical Methods in Finance
  February 1–3, 2006
  Inria-Rocquencourt, France
• Conference on Stochastics in Science in Honor of Ole E. Barndorff-Nielsen
  March 20–24, 2006
  CIMAT (CENTRO DE INVESTIGACION EN MATEMATICAS)
  Guanajuato, Mexico
• Frankfurt MathFinance Workshop: Derivatives and risk management in theory and practice
  March 27–28, 2006
  Frankfurt a. Main, Germany
• First Conference of Advanced Mathematical Methods for Finance
  April 26–29, 2006
  ESF Programme AMaMeF, Antalya, Turkey
• International Symposium on Insurance and Finance
  May 10–11, 2006
  Norwegian School of Economics and Business Administration
  Bergen, Norway
• Multivariate Modelling in Finance and Risk Management (MMF2006)
  June 16–18, 2006
  CAF (University of Aarhus), Sandbjerg Manor, Denmark
• Summer School Risk Measurement and Optimal Investment
  June 29–30, 2006
  Ludwig-Maximilians-University of Munich, Munich, Germany
• Workshop on Risk Measures
  July 6–7, 2006
  University of Evry, France (pdf)
• Summer Course in Mathematics – Cortona 2006
  July 23–August 13, 2006
  Scuola Mathematica Interuniversitatia (SMI), Cortona, Italy
• ICE-EM Workshop on Mathematical Methods in Finance
  September 25–26, 2006
  ICE-EM, AMSI, FIRN, CMSS at Monash University, Melbourne, Australia
• 5th National Symposium on Financial Mathematics
  September 27–29, 2006
  ICE-EM, AMSI, FIRN, CMSS at Monash University, Melbourne, Australia
• Mathematical Finance Conference in honor of the 60th birthday of Dilip B. Madan
  September 29–October 1, 2006
  Norbert Wiener Center
  University of Maryland, College Park, Maryland, USA
• The 13th Annual CAP Workshop on Derivative Securities and Risk Management
  November 3, 2006
  Center for Applied Probability (Columbia University), New York, USA
• Quantitative Methods in Finance Conference (QMF) 2006
  December 13–16, 2006
  Quantitative Finance Research Centre (University of Technology)
  Sydney, Australia

Conferences in 2005

• The Second Bachelier Colloquium on Stochastic Calculus and Finance
  January 9–15, 2005
  Metabief, France
• The NHH Skinance Workshop 2005
  February 16–18, 2005
  Skarsnuten, Hemsedal, Norway
• 3rd International Finance Conference, IFC
  March 3–5, 2005
  In collaboration with the French Finance Association
  AFFI & the Euro-Mediterranean Network Investments
  Information Technologies, Value and Control
  Hammamet, Tunisia
• Workshop on The Interface Between Quantitative Finance and Insurance
  April 4–8, 2005
  Heriot-Watt University, Edinburgh, United Kingdom
• Summer School on Financial Derivatives 2005
  April 26–June 10, 2005
  Imperial College, London, United Kingdom
• Workshop “Risk Measures & Risk Management General Aspects”
  May 9–11, 2005
  EURANDOM, Eindhoven, The Netherlands
• Fifth Minisyposium on Stochastic Methods in Financial Models (and Seminar on Stochastic Analysis, Random Fields and Applications) (pdf)
  May 29–June 3, 2005
  Ascona, Switzerland
• Workshop in Finance Announcement
  June 16–17, 2005
  Évry University, Évry, France
• Stochastic Modeling in Financial Mathematics
  June 1–5, 2005
  Montreal, Canada
• Stochastic Calculus and its applications to Quantitative Finance and Electrical Engineering
  July 24–27, 2005
  Calgary, Canada
• International Conference on Mathematics in Finance
  August 7–12, 2005
  Berg-en-Dal, Kruger National Park, South Africa
• Fall 2005 SAMSI Program on Financial Mathematics, Statistics and Econometrics
  Opening Workshop
  September 18–21, 2005
  Research Triangle Park, North Carolina, USA
• Financial Modelling Workshop
  September 20–22, 2005
  University of Ulm, Ulm, Germany
• The 3rd Zurich Workshop on Quantitative Risk Management
  October 17–20, 2005
  Federal Institute of Technology (ETH), Zurich, Switzerland
• Quantitative Methods in Finance Conference (QMF) 2005
  December 14–17, 2005
  QFRC (University of Technology Sydney), Sydney, Australia

Conferences in 2004

• The 2nd IASTED International Conference on FINANCIAL ENGINEERING AND APPLICATIONS
  November 8–10, 2004
  MIT, Cambridge, MA, USA