http://www.bachelierfinance.org Welcome! Fri, 27 Jan 2012 10:28:28 +0000 http://backend.userland.com/rss092 en The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, ... http://www.bachelierfinance.org/awards/bruti-liberati-prize.html Join the Bachelier Finance Society 2012 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 US $60 (student rate US $30) for the year and there are several tangible benefits. Members are eligible ... http://www.bachelierfinance.org/membership/membership2012.html 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) http://www.bachelierfinance.org/journals/journals.html The Bachelier Finance Society came into being in June 1996 by the initiative of a group of mathematical finance researchers who found the need of an organization where academia and practitioners could meet and exchange ideas. The aim of the Bachelier Finance Society is, through international contacts, the advancement ... http://www.bachelierfinance.org/society/bachelier-finance-society.html Gail Rolland, Market Players: A Guide to the Institutions in Today's Financial Markets, John Wiley & Sons, Inc. (2010), ISBN-13: 9780470665558 Alec Kercheval, Greg Anderson, Lectures on Financial Mathematics: Discrete Asset Pricing, Morgan & Claypool Publishers (2010), ISBN-13: 9781608454952 Elie Ayache, The Blank Swan: The End of Probability, John Wiley & Sons, ... http://www.bachelierfinance.org/books/new-books-dec-08.html 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, ... http://www.bachelierfinance.org/society/congresses-and-conferences-about-mathematical-finance.html The Executive Committee consists of (until December 2013) President Nizar Touzi Centre de Mathématiques Appliquées Ecole Polytechnique UMR CNRS 7641 F-91128 Palaiseau Cedex France Vice-President Eckhard Platen Finance Discipline Group and School of Mathematical Sciences University of Technology Sydney PO Box 123 Broadway NSW 2007 Australia Tel. +33-1-69-33-46-12 Tel. +61-2-9514-7759 Fax +33-1-69-33-30-11 Fax +61-2-9514-7777 e-mail nizar.touzi @ polytechnique.edu e-mail eckhard.platen @ uts.edu.au Executive Secretary Mete Soner Department of Mathematics ETH Zürich Rämistrasse 101 CH-8092 Zurich Switzerland Treasurer Peter Carr MD, Global Head of Market Modeling Morgan ... http://www.bachelierfinance.org/society/the-committee.html Objective of the Bachelier Finance Society The objective of the Bachelier Finance Society is, through international contacts, the advancement of the discipline of finance through the application of the theory of stochastic processes, statistics and mathematics. Activities will include: seeking individuals and institutions who will organize international conferences to achieve the above objective approving ... http://www.bachelierfinance.org/statutes/statutes.html Some publications on the remarkable life and work of Louis Bachelier (1870-1946), the founder of modern mathematical finance.   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 ... http://www.bachelierfinance.org/louis-bachelier/louis-bachelier.html