Newsletter of the Bachelier Finance Society

Volume 14, Number 1, January 2022

Results of the Elections 2021

The Bachelier Finance Society has elected a new incoming Vice–President, Jan Obloj, and furthermore, five new Council members: Nicole Bäuerle, Agostino Capponi, Christa Cuchiero, Jim Gatheral, and Mike Ludkovski.
Our congratulations to all newly elected members and also our thanks to all those who indicated their willingness to serve as an officer of our Society.
We also want to thank the outgoing members of the Council for their commitment and contributions: Damiano Brigo, René Carmona, Xin Guo, Steven Kou, and Mathieu Rosenbaum.
https://www.bachelierfinance.org/forum/archives/8761

11th BFS WORLD CONGRESS, HONG KONG

While uncertainties remain, we are looking for a safe and feasible solution. Please find out the latest on the Congress website: https://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

Postdoctoral position
UC Santa Barbara
Deadline: January 07, 2022

Assistant Professor Financial Stochastics
TU Delft
Deadline: January 31, 2022

PhD and PostDoc positions
NTU Singapore

Postdoc positions
Princeton University

Call for Submissions – Nicola Bruti Liberati Prize
https://www.bachelierfinance.org/nicola-bruti-liberati-prize
Theses defended in 2020 and 2021 must be submitted no later than January 31, 2022.

Applied Probability Section launches biennial PhD competition
Applications are invited for a new prize, awarded by the RSS Applied Probability Section for the best PhD thesis defended in the last two years.
https://www.bachelierfinance.org/forum/archives/8605

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

Ulrich Bindseil, Alessio Fotia
Introduction to Central Banking
SpringerBriefs in Quantitative Finance (2021), ISBN 978-3-030-70883-2

Tomas Björk, Mariana Khapko, Agatha Murgoci
Time-Inconsistent Control Theory with Finance Applications
Springer Finance (2021), ISBN 978-3-030-81845-6

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, 27 January 2022
Speaker: TBA
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.

20th Winter school on Mathematical Finance
January 24–26, 2022
Lunteren, The Netherlands

23rd Workshop on Quantitative Finance (QFW2022)
January 27–28, 2022
Rome, Italy

Winter School in Quantitative Finance
January and February, 2022
online

3rd IMA Conference on Mathematics of Finance (and Climate Change Risk)
June 8–10, 2022
Liverpool, UK

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/