Newsletter of the Bachelier Finance Society

Volume 14, Number 2, April 2022

11th BFS WORLD CONGRESS, HONG KONG

The upcoming BFS World Congress will take place online on 13-17 June 2022. Please find out the latest information 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

Associate Professor
University of Bergamo
Deadline: April 14, 2022

Ph.D. position
Bielefeld University
Deadline: April 14, 2022

Tenure Track Assistant Professor
University of Pavia
Deadline: April 30, 2022

Lecturer
University of Oxford
Deadline: May 9, 2022

UK income tax relief for BFS
UK members can deduct their membership subscriptions now:
https://www.bachelierfinance.org/forum/archives/8961

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.

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 April 2022
Speaker: Lisa Goldberg (University of California, Berkeley)
Title: TBA

Date: Thursday, 26 May 2022
Speaker: Charles-Albert Lehalle (Abu Dhabi Investment Authority (ADIA))
Title: TBA

Date: Thursday, 23 June 2022
Speaker: Luitgard Veraart (LSE)
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.

3rd Spring Colloquium on Probability and Finance, in honour of Wolfgang J. Runggaldier
April 28–29, 2022
Padova, Italy

Workshop “Taming Uncertainty and Complexity in Economics and Finance”
May 26–28, 2022
Rome, Italy
Deadline for the limited external participation: 15 April 2022 (workshopbielefeldluiss@gmail.com)

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

ECSO-CMS 2022 European Conference On Stochastic Optimization and Computational Management Science
June 29 – July 1, 2022
Venice, Italy

10th Lévy Conference
July 18–22, 2022
Mannheim, Germany

SIAM Gene Golub Summer School “Financial Analytics: Networks, Learning, and High Performance Computing”
August 1–12, 2022
L’Aquila, Italy

Workshop: Recent developments in dependence modelling with applications in finance, insurance and pensions
September 14–16, 2022
Island of Agistri, Greece

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/