Newsletter of the Bachelier Finance Society

Volume 12, Number 2, April 2020


We are endlessly sad to convey the news of the passing of Mark Davis. He was an important member of the Society, serving several years on the Council and organising the London Congress in 2008. Our thoughts go out to his wife Jessica, his family and friends.
Find the obituary here:

Imperial College dedicates a website to Mark’s memory:


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 position
University of Pescara
Deadline: April 3, 2020

PostDoc position
University of Edinburgh
Deadline: April 29, 2020


Call for Papers for “Digital Finance”


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


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.

Many conferences are cancelled around the world due to the corona-virus pandemic. Please check the respective webpages for further information.

Broad Directions in Mathematical Finance
April 3–4, 2020
New Brunswick NJ, USA

Equilibrium Theory — Economic, Financial and Mathematical Aspects
April 6–7, 2020
London, UK

April 15–17, 2020
Geneva, Switzerland

April 24, 2020
Rome, Italy

Market Microstructure, Quantitative Trading, High Frequency Data and Large Data
April 30 – May 2, 2020
Chicago IL, USA

40th FDNSS Summer School on Probability and Statistics
May 25–29, 2020
Lammi, Finland

Intensive Research Program in Quantitative Finance
June – July, 2020
Bellaterra, Spain

Big Data and Machine Learning in Finance Conference
June 11–12, 2020
Milano, Italy

Junior female researchers in probability
June 17–19, 2020
Berlin, Germany

Commodity and Energy Markets Association – Annual Meeting 2020
June 18–19, 2020
Madrid, Spain

Advances in Mathematical Finance and Optimal Transport
June 22–26, 2020
Pisa, Italy

6th Symposium on Quantitative Finance and Risk Analysis (QFRA 2020)
June 24–26, 2020
Crete Island, Greece

7th Triennial Mathematics in Finance Conference
July 19–24, 2020
Kruger National Park, South Africa

Gaussian Random Fields, Fractals, SPDEs, and Extremes
August 3–7, 2020
Huntsville AL, USA

Bernoulli-IMS 10th World Congress in Probability and Statistics
August 17–21, 2020
Seoul, South Korea

Bath Mathematical Symposium on PDE and Randomness
August 26 – September 4, 2020
Bath, UK

13th European Summer School in Financial Mathematics
August 31 – September 4, 2020
Vienna, Austria
Application deadline for PhD students is 30 April 2020

Conference on High-Dimensional Stochastics
September 7–9, 2020
Vienna, Austria

Recent developments in dependence modelling with applications in finance and insurance
September 8–9, 2020
Island of Agistri (near Athens), Greece