Newsletter of the Bachelier Finance Society

Volume 16, Number 1, January 2024

Results of the Elections 2023

The Bachelier Finance Society has elected a new incoming Vice–President, Huyên Pham, and furthermore, five new Council members: Hansjörg Albrecher, Aurélien Alfonsi, Carole Bernard, Jin Ma and Thorsten Schmidt.
Our congratulations to all newly elected members and also our thanks to all those who indicated their willingness to serve as an officer of our Society.
We also want to thank the outgoing members of the Council for their commitment and contributions: Pauline Barrieu, Masaaki Fukusawa, Kay Giesecke (Beatrice Acciaio was replaced by Thorsten Schmidt when she became Executive Secretary and Jan Obloj was replaced by Aurélien Alfonsi when he became Vice-President).
https://www.bachelierfinance.org/forum/archives/10203

 12th BFS World Congress, Rio De Janeiro, 8-12 July 2024

The call for papers for the BFS World Congress is open.

All the details can be found on the website.

Reminder: Abstract Submission Deadline is on January 29th, 2024.

 JOB POSTINGS

The aim of these postings is to create a forum for the dissemination of information on academic and industrial positions related to mathematical finance, across different disciplines and different geographical regions. Please submit any job advertisements you are aware of to jobads@bachelierfinance.org, preferably in plain text and sending the link to the website containing all the information. Updates and new items appear continuously at: bachelierfinance.org/forum/jobs

Two postdoctoral positions
University of Verona
Deadline: January 4, 2024

Assistant Professor
LSE
Deadline: January 14, 2024

Assistant Professor
Osaka University
Deadline: January 15, 2024

PhD positions
Bayes Business School
Deadline: January 31, 2024

Assistant Professor
University of Lausanne
Deadline: February 8, 2024

Assistant Professor Position
Toronto Metropolitan University
Deadline: February 15, 2024

ANNOUNCEMENTS

Call for Submissions – Nicola Bruti Liberati Prize
https://www.bachelierfinance.org/nicola-bruti-liberati-prize
Theses defended in 2022 and 2023 must be submitted no later than January 31, 2024.

BOOKS & JOURNALS

The Society maintains a list of books, book reviews and journals at: bachelierfinance.org/publications. Members who would like to have their books added to the website, should please let us know.

UPCOMING BFS ONE WORLD SEMINARS

This list contains the next upcoming online seminars. A full list is available at bachelierfinance.org/bachelier-finance-society-world-seminars-online. Registration is free but compulsory.

Date: Thursday, 25 January 2024
Speaker: Marcel Nutz (Columbia University)
Title: TBA

Date: Thursday, 22 February 2024
Speaker: Carole Bernard (Grenoble Ecole de Management)
Title: TBA

Date: Thursday, 21 March 2024
Speaker: Daniel Lacker (Columbia University)
Title: TBA

UPCOMING CONFERENCES

This list contains conferences related to mathematical finance that take place in the next six months. A full list is available at bachelierfinance.org/conferences. Please let us know of conferences we are not aware of and include a URL for the event.

21th Winter School on Mathematical Finance
January 22–24, 2024
Soesterberg, The Netherlands

15th Actuarial and Financial Mathematics Conference: Interplay between Finance and Insurance
February 5–6, 2024
Brussels, Belgium

Energy Finance Italia 9 Conference (EFI9)
February 12–14, 2024
Bari, Italy

Recent Developments in the Mathematics of Machine Learning
March 26, 2024
Wuppertal, Germany

5th International Conference on Computational Finance (ICCF24)
April 2–5, 2024
Amsterdam, The Netherlands

11th International Conference “Mathematical and Statistical Methods for Actuarial Sciences and Finance”(MAF2024)
April 4–6, 2024
Le Havre Cedex, France

XXV Workshop on Quantitative Finance (QFW2024)
April 11–13, 2024
Bologna, Italy

35th International Summer School of the Swiss Association of Actuaries (2024)
June 3–7, 2024
Lausanne, Switzerland

WEBINARS

This list contains webinars related to mathematical finance. A full list is available at bachelierfinance.org/webinars.

SIAM Activity Group on FME Talk Series: http://wiki.siam.org/siag-fm/index.php/Current_events

Machine Learning in Finance Series: https://sites.google.com/view/mlfinance/home

The website researchseminars offers a comprehensive list of online seminars on a variety of topics that might be of interest to you: https://researchseminars.org/

MISCELLANEA

SIAG/FME Code Quest 2023 DeFi & RoboAdvising Challenge

Students around the world are invited to participate in the second edition of the SIAG/FME Code Quest – a programming challenge dedicated to solving mathematical and finance modeling problems using computational tools.
All the information can be found here.

Paul Lévy Prize

The Paul Lévy Prize in Probability Theory is a new prize jointly established by the European Mathematical Society, Ecole Polytechnique, the Foundation of Ecole Polytechnique, and the Paul Lévy family, with financial support from BNP Paribas.
Call for Nominations of Candidates for the Paul Lévy Prize in Probability Theory.
All the information can be found here.

Members of our Community in Journals