Newsletter of the Bachelier Finance Society

Volume 12, Number 3, July 2020

11th BFS WORLD CONGRESS, HONG KONG

Due to the current situation, it has been decided to postpone the Congress again:
http://www1.se.cuhk.edu.hk/~bfs2020/announcement/announcement.html

JOB POSTINGS

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 jobads@bachelierfinance.org, preferably in plain text and sending the link to the website containing all the information. Updates and new items appear continuously at: bachelierfinance.org/forum/jobs

Postdoc in Stochastic Modeling for Renewable Energy
UC Santa Barbara
Deadline: July 15, 2020

Postdoc position
TU Berlin
Deadline: August 10, 2020

Assistant/Associate Professors in Numerical Analysis – Computational Finance
TU Delft

Assistant/Associate Professor in Financial Stochastics
TU Delft
Deadline: August 23, 2020

ANNOUNCEMENTS

Nicola Bruti Liberati Prize
We are happy to announce that the Nicola Bruti Liberati Prize 2019 has been awarded to Dominykas Norgilas. We congratulate the winner warmly for his achievement.
https://www.bachelierfinance.org/nicola-bruti-liberati-prize

Special offers by World Scientific
World Scientific Publishing is granting BFS members 30% discount on all books and free access to selected journal contents from 2018-2020 until end of 2020. How to benefit from the offer will be published here shortly: https://www.bachelierfinance.org/benefits

BOOKS & JOURNALS

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

Recently published books

Andrey Itkin
Fitting Local Volatility
World Scientific (2020), ISBN 978-981-121-276-5

Tomas Björk
Arbitrage Theory in Continuous Time, 4th Ed.
Oxford University Press (2019), ISBN 9780198851615

Robert Jarrow, Arkadev Chatterjea
An Introduction to Derivative Securities, Financial Markets, and Risk Management, 2nd Ed.
World Scientific (2019), ISBN 978-1-944659-65-3

Cornelis W Oosterlee, Lech A Grzelak
Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
World Scientific (2019), ISBN 9781786348050

UPCOMING CONFERENCES

This list contains conferences related to mathematical finance that take place in the next three months. A full list is available at https://www.bachelierfinance.org/conferences. 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.

7th Triennial Mathematics in Finance Conference
July 19–24, 2020
Kruger National Park, South Africa
Postponed to 2021

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

Advanced Risk and Portfolio Management (ARPM) Quant Bootcamp
August 10–15, 2020
New York NY, 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

5th Eastern Conference on Mathematical Finance
October 16–17, 2020
New Brunswick NJ, USA