Newsletter of the Bachelier Finance Society

Volume 8, Number 2, April 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:
Research Associate
Imperial College London
Deadline: April 11, 2016
Junior Professorship
University of Konstanz
Deadline: April 15, 2016
Lecturer in Statistics
King’s College London
Deadline: May 4, 2016
Postdoctoral position
Leibniz Universität Hannover, Medizinische Hochschule Hannover and Georg-August-Universität Göttingen
Deadline: until filled

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.
Quant Summit Europe 2016
April 12-15, 2016, London, United Kingdom
Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop
April 18-19, 2016, Singapore
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
5th Annual Risk Americas 2016
May 3–4, 2016, New York NY, USA
First PKU-NUS Annual International Conference on Quantitative Finance and Economics
May 7–8, 2016, Shenzhen, China
Global Derivatives 2016
May 9–13, 2016, Budapest, Hungary
10% Discount for readers – VIP Code: FKN2466BACH
Market Microstructure and High Frequency Data
May 14–16, 2016, Chicago IL, USA
5th Annual Risk EMEA 2016
May 24–25, 2016, London, United Kingdom
Third Workshop on “Recent Developments in Dependence Modelling with Applications in Finance and Insurance“
May 27, 2016, Brussels, Belgium
5th Berlin Workshop on Mathematical Finance for Young Researchers
June 1–4, 2016, Berlin, Germany
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
2nd Symposium on Quantitative Finance and Risk Analysis (QFRA 2016)
June 9–10, 2016, Rhodes, Greece
Second International Congress on Actuarial Science and Quantitative Finance
June 15–18, 2016, Cartagena, Colombia
Financial Mathematics (BICFiM II)
June 20–21, 2016, Ramat Gan, Israel
5th V-FI Europe Summit
June 22–23, 2016, London, United Kingdom
Special 15% discount available. Quote VIP Code FKM63358BFS
Energy and Commodity Finance Conference 2016
June 23–24, 2016, Paris, France
PIMS Summer School 2016 in Mathematical Finance
June 25 – July 6, 2016, Edmonton, Canada
International “RARE” Conference on Risk Analysis, Ruin theory & Extremes
July 3–8, 2016, La Baule, France
Conference on the Mathematics of Energy Markets
July 5–7, 2016, Vienna, Austria
6th International IMS-FIPS Workshop
July 7–9, 2016, Edmonton, Canada
Quant Summit USA
July 11–14, 2016, New York NY, USA
XVI Encontro Brasileiro de Finanças
July 14–16, 2016, Rio de Janeiro, Brazil
9th World Congress of the Bachelier Finance Society
July 15-19, 2016, New York, USA
World Finance Conference
July 29–31, 2016, New York NY, USA
Advanced Risk and Portfolio Management (ARPM) Bootcamp
August 15–20, 2016, New York NY, USA
9th European Summer School in Financial Mathematics
August 29 – September 2, 2016, Pushkin, Russia
Deadline for applications is April 30th
3rd European Actuarial Journal (EAJ) Conference
September 5–8, 2016, Lyon, France
Deadline for abstract submission is May 30th
Vienna Congress on Mathematical Finance – VCMF 2016
September 12–14, 2016, Vienna, Austria
Vienna Congress on Mathematical Finance – VCMF Educational Workshop
September 15–16, 2016, Vienna, Austria
Salzburg Workshop on Dependence Models and Copulas
September 19–21, 2016, Salzburg, Austria
High-Frequency Trading – Curse or Blessing?
September 22–23, 2016, Vienna, Austria

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.
Lorenzo Bergomi
Stochastic Volatility Modeling
Chapman and Hall / CRC, 2016, ISBN 9781482244069
Zorana Grbac, Wolfgang J. Runggaldier
Interest Rate Modeling: Post-Crisis Challanges and Approaches
Springer, 2016, ISBN 978-3-319-25383-1


Ausschreibung SCOR-Preis für Aktuarwissenschaften 2016
Deadline August 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