Congresses and Conferences about Mathematical Finance
- Seventh World Congress
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 2011
- Modeling and managing financial risks
January 10-13, 2011
CMAP, Ecole Polytechnique, Paris, France
- 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
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, Fance
- 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
- 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
