Newsletter of the Bachelier Finance Society

Volume 10, Number 1, January 2018

Results of the Elections 2017

The Bachelier Finance Society has elected a new incoming Vice–President, Francesca Biagini, and furthermore, five new Council members: Damiano Brigo, René Carmona, Xin Guo, Steve Kou and Mathieu Rosenbaum.
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 leaving members of the Council for their commitment and contributions: Bruno Bouchard, Matheus Grasselli, Marek Musiela, Huyên Pham and Xunyu Zhou.

World Congress in Dublin in July

The deadline for paper submissions is drawing closer – please remember to submit your paper until 15 January 2018 through the Congress website:

Affiliation of “Mathematical Finance” with the Bachelier Finance Society

The Bachelier Finance Society is proud to announce that the journal “Mathematical Finance” published by Wiley is now officially affiliated with the Bachelier Finance Society.
Specifically, this means that Wiley will use the BFS logo on the journal and market it as “affiliated with the Bachelier Finance Society”. Moreover, Wiley will provide online access to the content of “Mathematical Finance” for society members free of charge, via a special link through the BFS website (to be implemented soon). The BFS in turn will be a resource for editorial succession and input on strategic development.
“Mathematical Finance” is arguably the top journal in our field. The affiliation hence adds true value to our society, by further increasing our visibility and outreach, and by giving free online journal access to our members.


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:
University of Edinburgh
Deadline: January 10, 2018
Research Grant
University of Padova
Deadline: January 18, 2018
University of York
Deadline: January 24, 2018
Academic position
University Libre de Bruxelles
Deadline: February 15, 2018
PostDoc Position
TU Wien
Deadline: February 28, 2018


Call for Submissions – Nicola Bruti Liberati Prize
Theses defended in 2016 and 2017 must be submitted no later than January 31, 2018.
Call for Papers – Mathematical Finance
We would like to send out a call for papers for the journal “Mathematical Finance”. Publish with MAFI!
Please follow this link to find out about publishing with MAFI.


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

Recently published books

Andrey Itkin
Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach
Birkhäuser/Springer (2017), ISBN 978-1-4939-6792-6
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
Parameter Estimation in Fractional Diffusion Models
Springer (2017), ISBN 978-3-319-71030-3
Alexander Melnikov, Amir Nosrati
Equity-Linked Life Insurance: Partial Hedging Methods
Chapman & Hall/CRC (2017), ISBN 9781482240269


This list contains conferences related to mathematical finance that take place in the next three 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.
17th Winter School on Mathematical Finance
January 22–24, 2018
Lunteren, The Netherlands
XIXth Workshop on Quantitative Finance
January 24–26, 2018
Rome, Italy
11th Actuarial and Financial Mathematics Conference: Interplay between Finance and Insurance
February 8–9, 2018
Brussels, Belgium
3rd workshop Energy Finance Italia
February 15–16, 2018
Pescara, Italy
13th German Probability and Statistics Days (GPSD 2018)
February 27 – March 2, 2018
Freiburg, Germany
5th Annual European Payments Forum
March 1–2, 2018
Amsterdam, The Netherlands
Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018)
April 4–6, 2018
Madrid, Spain