Newsletter of the Bachelier Finance Society

Volume 8, Number 3, July 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:
PhD Position
TU Dresden
Deadline: July 19, 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.
PIMS Summer School 2016 in Mathematical Finance
June 25 – July 6, 2016, Edmonton, Canada
3rd Young Researchers’ Meeting in Probability, Numerics and Finance
June 29 – July 1, 2016, Le Mans, France
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
Conference Celebrating 75th Birthday of S.R.S.Varadhan
August 15–19, 2016, Berlin, Germany
Advanced Risk and Portfolio Management (ARPM) Bootcamp
August 15–20, 2016, New York NY, USA
Stochastic processes – numerical methods and related topics
August 22–25, 2016, Hanoi, Vietnam
9th European Summer School in Financial Mathematics
August 29 – September 2, 2016, Pushkin, Russia
3rd European Actuarial Journal (EAJ) Conference
September 5–8, 2016, Lyon, France
Enlargement of filtration and financial applications
September 8–9, 2016, Zürich, Switzerland
Vienna Congress on Mathematical Finance – VCMF 2016
September 12–14, 2016, Vienna, Austria
Workshop on Extremes and Risks in Higher Dimensions
September 12–16, 2016, Leiden, The Netherlands
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
Set Optimization for Applications
September 19–23, 2016, Vienna, Austria
High-Frequency Trading – Curse or Blessing?
September 22–23, 2016, Vienna, Austria
7th CEQURA Conference
September 26–27, 2016, Munich, Germany


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.
Marcos C. S. Carreira, Richard J. Brostowicz Jr.
Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
Palgrave Macmillan UK (2016), ISBN 978-1-137-47726-2
30% discount with promotional code: PM16THIRTY


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