Newsletter of the Bachelier Finance Society

Volume 13, Number 2, April 2021


Lucien P. Foldes (1930–2021), professor emeritus at the London School of Economics (LSE), passed away on February 10 at the age of 90. A Vienna native, he received both his undergraduate and Masters degrees from LSE, before joining the academic staff. He was a member of the Department from 1951 until his retirement in 1996. Lucien Foldes started his career by writing on both applied and theoretical topics in business economics, public enterprise, and the economics of industry. Around 1970, going with the trend of the time in the profession, he taught himself more advanced mathematics and probability theory and became a mathematical economist, studying decision making under uncertainty and investment theory. He was a BFS member from 1999-2010. Our thoughts are with the family.
Adapted from the LSE Obituary.


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:

Associate Professor position
University of Oslo
Deadline: April 21, 2021


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 the next upcoming online seminars. A full list is available at Registration is free but compulsory.

Date: Thursday, 08 April 2021
Speaker: Tomoyuki Ichiba (University of California Santa Barbara)
Title: Relative arbitrage among investors

Date: Thursday, 22 April 2021
Speaker: Darrell Duffie (Stanford University)


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.

Beyond the Boundaries: New Directions in Financial and Actuarial Mathematics
May 4–7, 2021

Quant Insights Conference
May 27, 2021

SIAM Conference on Financial Mathematics and Engineering (FM21)
June 1–4, 2021

Commodity and Energy Markets Association (CEMA)
June 17–18, 2021

10th General AMaMeF Conference
June 22–25, 2021
Padova, Italy (Hybrid format)

6th Symposium on Quantitative Finance and Risk Analysis (QFRA 2021)
June 23–25, 2021
Crete Island, Greece

Virtual 24th International Congress on Insurance: Mathematics and Economics
July 5–9, 2021 (UTC-05:00)

Joint European Conference On Stochastic Optimization (ECSO) and Computational
Management Science (CMS) Conference

July 7–9, 2021
Venice, Italy

31st European Conference On Operational Research
July 11–14, 2021
Athens, Greece (Hybrid format)


This list contains webinars related to mathematical finance. A full list is available at

SIAM Activity Group on FME Talk Series:

Machine Learning in Finance Series:

The website researchseminars offers a comprehensive list of online seminars on a variety of topics that might be of interest to you: