Newsletter of the Bachelier Finance Society

Volume 18, Number 4, October 2026

BFS Membership renewal 2027 and Journal subscription

The membership renewal and subscription for journals for 2027 are online.
If you want to subscribe to journals, you have to finish the subscription by the end of November.
Please find all the information on the website: https://www.bachelierfinance.org/membership

BFS WORLD CONGRESSES

The 13th World Congress has taken place in Bologna, Italy in July. We thank the organisers and everyone who helped!

The 14th World Congress will take place from 17-21 July 2028 in Stellenbosch, South Africa. We hope to see many of you there.

IN MEMORIAM

Mike Staunton (1956-2026)

With great sadness we have to share the news that Dr. Mike Staunton has passed away.
He was a constant presence at the Bachelier Finance Society World Congresses and he will be sorely missed.
Obituary

ANNOUNCEMENTS

Call for Submissions – Nicola Bruti Liberati Prize
https://www.bachelierfinance.org/nicola-bruti-liberati-prize
Theses defended in 2025 and 2026 must be submitted no later than January 29, 2027.

Frontiers of Mathematical Finance is pleased to announce the launch of Rapid Communications.
Details to be found in the post.

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

Faculty Positions
University of Southern California
Deadline: October 10, 2026

Tenure-track position
University of Ottawa
Deadline: November 1, 2026

PostDoc research assistants
University of Oxford
Deadline: November 19, 2026

Postdoctoral fellowships
University of Ottawa
Deadline: December 2, 2026

PhD Program
University of Southern California
Deadline: December 15, 2026

PhD programme
University of Ottawa

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.

Recently published books

Alan L. Lewis
The Equity Risk Premium: An Options-based Approach
Finance Press (2026), ISBN 978-0967637228

UPCOMING JOINT SIAM-BFS MATHEMATICAL FINANCE ONLINE SEMINAR

This list contains the next upcoming online seminars. A full list is available at https://www.bachelierfinance.org/joint-siam-bfs-mathematical-finance-online-seminar. Registration is free but compulsory.

Date: Thursday, 8 October 2026
Speaker: Ulrich Horst (Humboldt-Universität zu Berlin)
Title: Microstructural Foundation of Rough Log-Normal Volatility Models

Date: Thursday, 12 November 2026
Speakers: Xiaofei Shi (University of Toronto) and Mehdi Talbi (Université Paris-Cité)
Titles: TBA

Date: Thursday, 10 December 2026
Speaker: Thaleia Zariphopoulou (University of Texas at Austin)
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.

ALGODEFI 26: Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets
October 8–9, 2026
Milano, Italy
Call for papers: until 1 September 2026

Thorsten Rheinländer Memorial Colloquium
October 12, 2026
Vienna, Austria

Peter Carr Conference on Mathematical Finance
November 6–7, 2026
College Park MD, USA

Research in Options (RiO2026)
December 2–6, 2026
Rio de Janeiro, Brazil

Climate Finance & Risk 2026
December 7–9, 2026
Sydney, Australia

3rd International Scientific Workshop “New Frontiers in Big Data and Artificial Intelligence” (BDAI 2026)
December 16–18, 2026
Aosta, Italy

19th Bachelier Colloquium
January 10–16, 2027
Métabief, France

24th Winter School on Mathematical Finance
January 18–20, 2027
Soesterberg, The Netherlands

2nd ASTIN Bulletin Conference
January 20–22, 2027
Naples, Italy

WEBINARS

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

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/