Newsletter of the Bachelier Finance Society

Volume 13, Number 4, October 2021

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

Faculty Positions
Carnegie Mellon
Deadline: November 19, 2021

Faculty position
Columbia University
Deadline: November 19, 2021

PostDoc positions
Imperial College

Premiere Issue Launch Summit of Frontiers of Mathematical Finance
You are invited to the Premiere Issue Launch Summit of Frontiers of Mathematical Finance. The event is virtual and free of charge, but registration is required.
https://www.bachelierfinance.org/forum/archives/8454

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

Recently published books

Romain Deguest, Lionel Martellini, Vincent Milhau
Goal-based Investing: Theory and Practice
World Scientific (2021), ISBN 978-981-124-094-2

Frank J. Fabozzi, Francesco A. Fabozzi, Marcos López de Prado, Stoyan V. Stoyanov
Asset Management: Tools and Issues
World Scientific (2021), 978-981-122-293-1

John B. Guerard, William T. Ziemba (Eds.)
Handbook of Applied Investment Research
World Scientific (2020), ISBN 978-981-121-672-5

Tim Leung
Employee Stock Options: Exercise Timing, Hedging, and Valuation
World Scientific (2021), ISBN 978-981-3209-63-3

Alexander Lipton, Adrien Treccani
Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics
World Scientific (2021), ISBN 978-981-122-151-4

Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
An Introduction to Machine Learning in Quantitative Finance
World Scientific (2021), ISBN 978-1-78634-936-1

UPCOMING BFS ONE WORLD SEMINARS

This list contains the next upcoming online seminars. A full list is available at bachelierfinance.org/bachelier-finance-society-world-seminars-online. Registration is free but compulsory.

Date: Thursday, 28 October 2021
Speaker: TBA

Date: Thursday, 11 November 2021
Speaker: Thaleia Zariphopoulou (University of Texas at Austin)
Title: TBA

UPCOMING CONFERENCES

This list contains conferences related to mathematical finance that take place in the next six months. A full list is available at 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.

Winter School in Quantitative Finance
January and February, 2022
online

WEBINARS

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

SIAM Activity Group on FME Talk Series: http://wiki.siam.org/siag-fm/index.php/Current_events

Machine Learning in Finance Series: https://sites.google.com/view/mlfinance/home

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