Newsletter of the Bachelier Finance Society

Volume 10, Number 3, July 2018


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:

Wissenschaftliche/r Mitarbeiter/in
Universität Kiel
Deadline: July 13, 2018

Associate Director
Institute and Faculty of Actuaries
Deadline: July 20, 2018

Tenure Track Juniorprofessur
Universität Mannheim
Deadline: July 20, 2018

Associate Lecturer
University of Wollongong
Deadline: July 30, 2018

2 Associate or Assistant Professors
Heriot-Watt University
Deadline: August 05, 2018

PhD position
University of St.Gallen
Deadline: August 10, 2018

Post-Doc position
University of Vienna
Deadline: August 12, 2018

Professor of Applied Statistics with Particular Regard to Economic Applications
University of Vienna
Deadline: September 30, 2018

Professor of Statistics and Stochastic Optimisation
University of Vienna
Deadline: September 30, 2018

North Carolina State University
Deadline: November 01, 2018


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

Robert Jarrow
Continuous-Time Asset Pricing Theory: A Martingale-Based Approach
Springer (2018), ISBN 978-3-319-77820-4

M. A. H. Dempster, Juho Kanniainen, John Keane, Erik Vynckier
High-Performance Computing in Finance: Problems, Methods, and Solutions
CRC Press (2018), ISBN 9781482299663



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.

29th Conference of the European Federation of Operational Research Societies (EURO)
July 08–11, 2018
Valencia, Spain

VISS 2018 – Vienna International Summer School “Machine Learning Methods and Data Analytics in Risk and Insurance”
July 9–13, 2018
Vienna, Austria

Cass Summer School 2018
July 9–27, 2018
London, United Kingdom

Summer School on “Numerical analysis for deterministic and stochastic differential equations”
July 10–13, 2018
Athens, Greece

22nd International Congress on Insurance: Mathematics and Economics (IME 2018)
July 15–18, 2018
Sydney, Australia

Hausdorff Summer School: “Optimal Transport meets Economic Theory”
July 23–27, 2018
Bonn, Germany

Machine Learning & Finance: the New Empirical Asset Pricing
July 23–27, 2018
Chicago IL, USA

Stochastic Methods in Finance and Physics
July 23–27, 2018
Heraklion, Greece

Advanced Risk and Portfolio Management (ARPM) Bootcamp
August 13–18, 2018
New York NY, USA

Stochastic Analysis, Financial and Insurance Mathematics (SAFIM)
August 20–24, 2018
Accra, Ghana

11th European Summer School in Financial Mathematics
August 27–31, 2018
Paris, France

Robust Techniques in Quantitative Finance
September 3–7, 2018
Oxford, United Kingdom

Artificial Intelligence in Industry and Finance
September 6, 2018
Winterthur, Switzerland

4th European Actuarial Journal Conference 2018
September 9–11, 2018
Leuven, Belgium

Workshop BSDES, Information and MCKEAN-VLASOV Equations
September 10–12, 2018
Leeds, United Kingdom

Workshop Recent developments in dependence modelling with applications in finance and insurance
September 13–14, 2018
Island of Aegina (close to Athens), Greece