Until 1999 membership in the Bachelier Finance Society has been free, but starting January 1, 1999, only persons who pay dues can be members. The dues are $30 for the year and there are several tangible benefits. Members are eligible for reduced-rate subscriptions for several journals (Journal subscriptions accepted only until December 6, 2009.):

Springer Publishers

• subscription to Finance and Stochastics ($48)
• subscription to Probability Theory and Related Fields ($55)

Wiley-Blackwell Publishers

• subscription to Mathematical Finance for North American subscribers ($108)
• subscription to Mathematical Finance for other subscribers ($128)

Taylor & Francis Routledge Journals

• subscription to Quantitative Finance ($150)

Incisive Media Publications

• subscription to The Journal of Computational Finance for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Computational Finance for other subscribers
  (print only $419, online ony $399, print and online $339)

• subscription to The Journal of Risk for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Risk for other subscribers
  (print only $419, online ony $399, print and online $339)

• subscription to The Journal of Credit Risk for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Credit Risk for other subscribers
  (print only $419, online ony $399, print and online $339)

• subscription to The Journal of Operational Risk for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Operational Risk for other subscribers
  (print only $419, online ony $399, print and online $339)

To join please fill in the web membership application form.

The membership form is also available as a pdf file.

You may pay with Credit card (preferred Visa or Mastercard) or by check (in U.S. dollars, payable to Bachelier Finance Society).

Last updated November 19, 2009     webmaster

Until 1999 membership in the Bachelier Finance Society has been free, but starting January 1, 1999, only persons who pay dues can be members. The dues are $30 for the year and there are several tangible benefits. Members are eligible for reduced-rate subscriptions for several journals (Journal subscriptions accepted only until December 6, 2009.):

Springer Publishers

• subscription to Finance and Stochastics ($48)
• subscription to Probability Theory and Related Fields ($55)

Wiley-Blackwell Publishers

• subscription to Mathematical Finance for North American subscribers ($108)
• subscription to Mathematical Finance for other subscribers ($128)

Taylor & Francis Routledge Journals

• subscription to Quantitative Finance ($150)

Incisive Media Publications

• subscription to The Journal of Computational Finance for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Computational Finance for other subscribers
  (print only $419, online ony $399, print and online $339)

• subscription to The Journal of Risk for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Risk for other subscribers
  (print only $419, online ony $399, print and online $339)

• subscription to The Journal of Credit Risk for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Credit Risk for other subscribers
  (print only $419, online ony $399, print and online $339)

• subscription to The Journal of Operational Risk for academic subscribers
  (print only $256, online ony $236, print and online $276)
• subscription to The Journal of Operational Risk for other subscribers
  (print only $419, online ony $399, print and online $339)

To join please fill in the web membership application form.

The membership form is also available as a pdf file.

You may pay with VISA or MASTERCARD or by check (in U.S. dollars, payable to Bachelier Finance Society).

Last updated October 30, 2009     webmaster

• Mathematical Finance (Wiley-Blackwell)
• Applied Mathematical Finance (Taylor & Francis Group)
• Finance and Stochastics (Springer)
• Quantitative Finance (Taylor & Francis Group)
• IIE Transactions (Taylor & Francis Group)
• The Journal of Computational Finance (Incisive Media)
• The Journal of Risk (Incisive Media)
• The Journal of Credit Risk (Incisive Media)
• The Journal of Operational Risk (Incisive Media)

Activities will include:

• seeking individuals and institutions who will organize international conferences, including the official BFS conference held every second year;
• assisting participants in attending the meetings;
• supporting relevant publications;
• establishing interrelationships between industry and academia; and,
• offering BFS members favorable subscription rates on a number of worthwhile journals.

The address of the Executive Secretary of the Bachelier Finance Society is

Ernst Eberlein
University of Freiburg (Germany)
eberlein @ stochastik.uni-freiburg.de

Any person supportive of the objectives of the Society may become a member by writing a letter to the Executive Secretary expressing his or her desire to become a member and willingness to pay the dues.

• Richard Flavell, Swaps and Other Derivatives, 2nd Edition, John Wiley & Sons, Inc. (2009), ISBN-13:9780470721919
• Paul P. Wilmott, Frequently Asked Questions in Quantitative Finance, 2nd Edition, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470748756
• Wim Schoutens, Jessica Cariboni, Levy Processes in Credit Risk, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470743065
• Shayne Fletcher, Christopher Gardner, Financial Modelling in Python, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470987841
• Damir Filipovic, Term-Structure Models, A Graduate Course, Springer Verlag (2009), ISBN-13: 9783540097266
• Conrad Gardner (Ed.), Qfinance: The Ultimate Resource, Bloomsbury Information Ltd (2009), ISBN-10: 1-84930-000-3, ISBN-13: 9781849300001
• Privault, Nicolas, An Elementary Introduction to Stochastic Interest Rate Modeling, World Scientific Publishing (2008), ISBN-10: 9812832734, ISBN-13: 9789812832733
• René Carmona (Ed.), Indifference Pricing: Theory and Applications, Princeton University Press (2008), ISBN-10: 0-691-13883-4, ISBN-13: 9780691138831
• Damien Lamberton, Bernard Lapeyre, Introduction to Stochastic Calculus Applied to Finance, Second Edition, Series: Financial Mathematics Series Volume: 11, Chapman & Hall/CRC (2007), ISBN-10: 1584886269, ISBN-13: 9781584886266
• Alan Brace, Engineering BGM, Series: Financial Mathematics Series Volume: 10, Chapman & Hall/CRC (2007), ISBN-10: 1584889683, ISBN-13: 9781584889687
• René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin, Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics No. 1919), Springer (2007), ISBN-10: 3-540-73326-4, ISBN-13: 9783540733263
• John Miller, David Edelman, John Appleby, Numerical Methods for Finance, Series: Financial Mathematics Series Volume: 8, Chapman & Hall/CRC (2007), ISBN 10: 158488925X, ISBN-13: 9781584889250
• Jean-Luc Prigent, Portfolio Optimization and Performance Analysis, Series: Financial Mathematics Series Volume: 7, Chapman & Hall/CRC (2007), ISBN 10: 1584885785, ISBN-13: 9781584885788
• Louis Bachelier, Louis Bachelier’s Theory of Speculation: The Origins of Modern Finance, translated and with an introduction by Mark Davis & Alison Etheridge, with a foreword by Paul A. Samuelson, Princeton University Press (2006), ISBN-10: 0-691-11752-7, ISBN13: 978-0-691-11752-2
• Yuri Kabanov, Robert Lipster, Jordan Stoyanov (Eds.), From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Springer Berlin (2006), ISBN-10: 3-540-30782-6, ISBN-13: 9783540307822
• Christian Bluhm, Ludger Overbeck , Structured Credit Portfolio Analysis, Baskets and CDOs, Series: Financial Mathematics Series Volume: 5 Chapman & Hall/CRC (2006), ISBN-10: 1584886471, ISBN-13: 9781584886471
• Eckhard Platen, David Heath, A Benchmark Approach to Quantitative Finance, Springer Verlag (2006), ISBN-10: 3-540-26212-1, ISBN-13: 9783540262121
• Williams, R. J., Introduction to the Mathematics of Finance, American Mathematical Society (2006), ISBN-10: 0-8218-3903-9, ISBN-13: 9780821839034
• Kerry Back, A Course in Derivative Securities. Introduction to Theory and Computation, Springer (2005), ISBN 3-540-25373-4, ISBN-13: 9783540253730
• Jerome Detemple, American-Style Derivatives: Valuation and Computation, Series: Financial Mathematics Series Volume: 4, Chapman & Hall/CRC (2005), ISBN-10: 158488567X, ISBN-13: 9781584885672
• Matthias R. Fengler, Semiparametric Modeling of Implied Volatility, Springer (2005), ISBN-10: 3-540-26234-2, ISBN-13: 9783540262343
• Attilio Meucci, Risk and Asset Allocation, Springer (2005), ISBN-10: 3-540-22213-8, ISBN-13: 9783540222132
• Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts, Quantitative Risk Management: Concepts, Techniques, and Tools, Princeton University Press (2005), ISBN-10: 0-691-12255-5, ISBN-13: 9780691122557
• Steven E. Shreve, Stochastic Calculus for Finance I. The Binomial Asset Pricing Model, Springer (2005), ISBN-10: 0-387-24968-0, ISBN-13: 9780387249681
• Jeff Cash (Ed.), Stochastic analysis with applications to mathematical finance, The Royal Society (2004) (pdf)
• Jaksa Cvitanic, Fernando Zapatero,
  Introduction to the Economics and Mathematics of Financial Markets, MIT Press Ltd (2004), ISBN-10: 0-262-03320-8, ISBN-13: 9780262033206
• Mark S. Joshi, The Concepts and Practice of Mathematical Finance,  Cambridge University Press ( 2003), ISBN-10: 0-521-82355-2
• Wim Schoutens, Lévy Processes in Finance: Pricing Financial Derivatives, John Wiley & Sons Ltd. (2003), ISBN-10: 0-470-85156-2
• Christian Bluhm, Ludger Overbeck, Christoph Wagner, An Introduction to Credit Risk Modeling, Chapman & Hall / CRC (2002), ISBN-10: 1-5848-8326X
• Jean-Michel Courtault, Youri Kabanov, Louis Bachelier Aux origines de la finance mathématique, Presses Universitaires Franc-Comtoises (2002), ISBN-10: 2-84627-064-3
• Hélyette Geman, Dillip Madan, Stan Pliska,Ton Vorst (Eds.), Mathematical Finance - Bachelier Congress 2000, Selected Papers from the First World Congress of the Bachelier Finance Society, Held in Paris, June 29-July 1, 2000, Springer (2002), ISBN-10: 3-540-67781-X
• Masaaki Kijima, Stochastic Processes with Applications to Finance, Chapman & Hall / CRC (2002), ISBN-10: 1-5848-8224-7
• Glenn Shafer, Vladimir Vovk, Probability and Finance: It’s Only a Game!, John Wiley & Sons, Inc. (2001), ISBN-10: 0-471-40226-5
• Dominique Guégan, Les chaos en finance : Approche statistique, Ed. Economica, Paris, Collection Statistique Mathématique et Probabilité, ISBN-10: 271784595X, ISBN-13: 9782717845952
• William T. Ziemba (Ed.), Handbooks in Finance, book series from Elsevier Science / North-Holland

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

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

Activities will include:

• seeking individuals and institutions who will organize international conferences to achieve the above objective
• approving plans of volunteers who wish to organize conferences or sessions at other meetings
• choosing/approving the official list of invited speakers for the conferences
• approving other major issues associated with the conferences, e.g. dates, venue, timing and scope of publicity, proceedings and registration fees
• assisting participants in attending the meetings
• supporting relevant publications
• establishing interrelationships between industry and academia
• offering honorary membership of the Society

The organs of the Bachelier Finance Society

• General Assembly, composed of the individual members. Any person or institution supportive of the objectives of the Society may become a member by sending a message by mail or e-mail to the Executive Secretary expressing her or his desire to become a member. A member may end her or his membership by sending a similar message. Dues are payable in respect of any calendar year during any part of which a member shall belong to the Bachelier Finance Society. Dues for any particular year are liable on the 31rst of December of the preceding year. A member who is a year or more in arrears will be considered to have resigned from the Society. The General Assembly shall be the Society’s supreme authority. This authority shall be exercised through mail vote in the elections.
• Council, composed of individual members. There shall be ten members of the Council. The term of office of a Council member shall be 4 years, beginning on January 1rst in an even-numbered year. One-half ordinarily retires every two years, but members may be re-elected. The Council shall formulate the policies of the Society. The Council meets at least every second year; the meetings could take place through electronic means. The Council is elected by the members of the Society. If a Council member leaves before the end of his term, the remaining Council members are empowered to co-opt a new Council member.
• Executive Committee, composed of the officers of the Society; Past President, President, Vice-President, Executive Secretary, Treasurer and two Council members selected by the Council. Council members may only serve on the Executive Committee as co-opted Council members, but not in any of the other Executive Committee positions. If a Council member joins the Executive Committee in any position other than co-opted Council member selected by the President, the remaining Council members are empowered to co-opt a new Council member.
  The Executive Committee shall conduct the affairs of the Society in accordance with the policies established by the Council. The Executive Committee can decide on organizational issues of the Society by absolute majority of its members. The Vice-President shall be elected by the membership for two years. Thereafter he shall automatically become the President. The Executive Secretary and the Treasurer serve two year terms, beginning on January 1rst in even-numbered years. They will be selected by the Executive Committee during the year immediately preceding their term of office. In the event of a vacancy occuring in either office, a new officer shall be nominated by the President and approved by the majority of the Executive Committee. These two officers may serve several consecutive terms. At the conclusion of their term of office, it shall be the responsibility of the President and the Executive Secretary to prepare a report to the Society about its activities during the last 2 years. This report shall be presented to the General Assembly at the ordinary meeting of the Society. At this time the funds of the Society and the relevant correspondence shall be transferred to the new Treasurer and the Executive Secretary.

Election

Meetings of the Society

• The Society will aim at organizing every second year an international conference on finance with invited speakers and contributed research papers in keeping with the objectives of the Society. This does not exclude meetings at a higher frequency. At these conferences, meetings of the General Assembly, the Council and the Executive Committee will be held.
• The Society may also organize and support smaller specialized conferences. These can be either regional meetings or conferences devoted to special topics.

Finance and secretariat

• Financial resources of the Society shall be membership dues and such donations as the Society may obtain. The acceptability of any donation shall be decided upon by the Council.
• The Society will offer three types of memberships:
  • individual memberships
  • institutional memberships
  • sponsoring memberships
• The membership dues shall be decided upon by the Council.
• The Society may undertake the administration and expenditure of grants and funds to be used for the purposes included in the objective of the Society (e.g. organization of special conferences, grants for young researchers, prizes for outstanding research papers). The control and expenditure of such means shall be administered by special committees appointed by the Council.
• The Bachelier Finance Society is a non-profit organization.
• The address of the Society is the address of the President.

Amendments to the statutes

Last updated 12. June 2001

Books

Louis Bachelier’s Theory of Speculation, The Origins of Modern Finance
Translated and with commentary by Mark Davis and Alison Etheridge, foreword by Paul A. Samuelson
Princeton University Press (2006)
ISBN: 978-0-691-11752-2

Louis Bachelier: Aux origines de la finance mathématique
Jean-Michel Courtault and Youri Kabanov
Presses Universitaires Franc-Comtoises (2002)
ISBN: 2-84627-064-3

Theory of Speculation, Translation of Louis Bachelier’s thesis (1900)
in The Random Character of Stock Market Prices
Paul H. Cootner (Ed.), MIT 1964, 18-91
reprintet by Risk Books (2000)
ISBN: 1-899332-847

Articles

Louis Bachelier: On the Centenary of Theorie de la Speculation
Jean-Michel Courtault
an article published in Mathematical Finance 10 (3), 341-353 (2000) (pdf).
Copyright Wiley-Blackwell

Bachelier and his Times: A Conversation with Bernard Bru
an article published in Mathematical Finance - Bachelier Congress 2000, 1-39
H. Geman, D. Madan, S.R. Pliska, T. Vorst (Eds.)
Springer (2001) (pdf).
Copyright Springer-Verlag

Links

Biographie: Louis Bachelier