Newsletter of the Bachelier Finance Society

Volume 8, Number 1, January 2016



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:, preferably in plain text and sending the link to the website containing all the information. Updates and new items appear continuously at:
Quantitative Finance and Risk Management Employer Recruiting Coordinator
University of Michigan
Deadline: January 8, 2016
Assistant Professors of Mathematics
London School of Economics and Political Science
Deadline: January 15, 2016
Postdoc and PhD positions
Oxford University
Deadlines: January 22, 2016 (PhD) and January 25, 2016 (Postdoc)
PhD position
King’s College London
Deadline: February 29, 2016

UPCOMING Conferences

This list contains conferences related to mathematical finance that take place in the next six months. A full list is available at: Please let us know of conferences we are not aware of and include a URL for the event.
American Finance Association Annual Meeting
January 3–5, 2016, San Francisco, CA, USA
4th NUS Workshop on Risk & Regulation (4th R^2 Workshop)
January 7–8, 2016, Singapore
15th Winter School on Mathematical Finance
January 25–27, 2016, Lunteren, The Netherlands
Actuarial and Financial Mathematics Conference
February 1–2, 2016, Brussels, Belgium
International Conference: Frontiers in Stochastic Modelling for Finance
February 2–5, 2016, Padua, Italy
Winter School: Frontiers in Stochastic Modelling for Finance
February 8–12, 2016, Padua, Italy
4th Asian Quantitative Finance Conference (AQFC 2016)
February 21–23, 2016, Osaka, Japan
10th Annual Risk and Stochastics Conference 2016
April 21–22, 2016, London, United Kingdom
Marrakesh International Conference on Probability and Statistics (MICPS-2016)
April 25–28, 2016, Marrakesh, Morocco
First PKU-NUS Annual International Conference on Quantitative Finance and Economics
May 7–8, 2016, Shenzhen, China
International Conference on Computational Science
June 6–8, 2016, San Diego CA, USA
[Part of this conference is the Workshop on Computational & Algorithmic Finance]
Byrne Workshop on Stochastic Analysis in Finance and Insurance
June 6–10, 2016, Ann Arbor MI, USA
Second International Congress on Actuarial Science and Quantitative Finance
June 15–18, 2016, Cartagena, Colombia
9th World Congress of the Bachelier Finance Society
July 15-19, 2016, New York, USA

Books & Journals

The Society maintains a list of books, book reviews and journals at: If members would like to have their books added to the website, please let us know.
Álvaro Cartea, Sebastian Jaimungal, José Penalva
Algorithmic and High-Frequency Trading
Cambridge University Press (2015), ISBN 978-1107091146
Samuel N. Cohen, Robert J. Elliott
Stochastic Calculus and Applications,, 2nd Ed.
Birkhäuser (2015), ISBN 978-1-4939-2867-5
Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Quantitative Risk Management: Concepts, Techniques and Tools, revised edition
Princeton University Press (2015), ISBN 978-0-6911-6627-8


Journal offer for Members:
We happily announce that BFS members get a reduced subscription rate of $150 for the SIAM Journal on Financial Mathematics. Members need to subscribe to the journal directly with SIAM customer service by calling 1-800-447-SIAM (toll free in USA and Canada) or 215-382-9800 (outside USA and Canada), or by e-mailing Please find more information on:
Louis Bachelier Prize:
The closing date for nominations is January 31, 2016.
Nicola Bruti Liberati Prize:
Theses defended in 2014 and 2015 must be submitted no later than February 1, 2016.
SIAG/FME Early Career Prize:
The closing date for nominations is March 15, 2016.
Members of the Society are encouraged to send notices about jobs, conferences, new books by members, articles in the press about the recognition and uses of mathematical finance, etc,  to:
John Fuqua or Antonis Papapantoleon or Arnav Sheth.
Sincerely yours,
Damir Filipovic, President
Bachelier Finance Society