Newsletter of the Bachelier Finance Society Volume 6, Number 2 April






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Newsletter of the Bachelier Finance Society

Volume 6, Number 2

April 2014

Job Postings:

If you know of academic openings at universities or industry openings for summer, full time or part-time interns, please let us know. Since the Newsletter is quarterly, timing of the announcement and application deadlines need to be considered.

Postdoc Position

Swiss Finance Institute, Ecole Polytechnique Fédérale de Lausanne (EPFL)

CFM-Imperial Postdoctoral Research Fellowship in Quantitative Finance

Department of Mathematics, Imperial College London Closing date: April 9, 2014

Professor/Reader/Senior Lecturer/Lecturer in Actuarial Science, Financial Risk or Related Field

School of Mathematical and Computer Sciences, Heriot-Watt University Closing date: April 11, 2014

Professor/Reader/Senior Lecturer/Lecturer in Stochastics

School of Mathematical and Computer Sciences, Heriot-Watt University Closing date: April 11, 2014

Assistant Professor

Department of Mathematics, ETH Zurich Closing date: April 15, 2014

PhD Research Fellowship in Stochastic Analysis or Statistics

Department of Mathematics, University of Oslo Closing date: April 20, 2014

W2-Professorship for Stochastic Processes and their Applications

University of Hamburg Closing date: May 8, 2014

Professor/Associate Professor/Senior Lecturer

University of Cape Town Closing date: May 31, 2014


Please let us know of Conferences we are not aware of. We will also post these on the Society's webpage.


Free Boundary Problems and Related Topics

January 6-July 4, 2014, Oxford, UK

Quant Europe

April 1–3, 2014, London, UK

Workshop on Stochastic Volatility and Multi-Curves April 2-4, 2014, Munich, Germany

Computation in Finance and Insurance, post Napier

April 3, 2014, Edinburgh, UK


April 11, 2014, Zurich, Switzerland

MathFinance Conference

April 14-15, 2014, Frankfurt, Germany

Mathematical and Statistical Methods for Actuarial Sciences and Finance

April 22-24, 2014, Vietri sul Mare (Salerno), Italy

The Jacobs Levy Equity Management Center for Quantitative Financial Research

April 25, 2014, Philadephia, USA

The 21st Annual Global Derivatives Trading & Risk Management

May 12-16, 2014, Amsterdam, The Netherlands

Humboldt Distinguished Lecture Series in Applied Mathematics - Paul Glasserman: "Topics in Financial Stability"

May 19-20, Berlin, Germany

1st Berlin-Singapore Workshop on Quantitative Finance and Financial Risk May 21-24, 2014, Berlin, Germany

8th Conference in Actuarial Science & Finance May 29 - June 1, 2014, Samos, Greece

8th World Congress of the Bachelier Finance Society

June 2-6, 2014, Brussels, Belgium

3rd Annual V-FI London 2014 Valuation of Financial Instruments

June 10-14, 2014, London, UK

(Special 10% discount available. Quote VIP Code FKM62764BFSL)

SIAM Activity Group on Financial Mathematics & Engineering


1st International Congress on Actuarial Science and Quantitative Finance

June 17-20, 2014, Bogotá, Colombia

11th International Vilnius Conference on Probability Theory and Mathematical Statistics

June 30-July 4, 2014, Vilnius, Lithuania

World Finance Conference,

July 2-4, 2014, Venice, Italy

4th IMS-FPS-2014 Workshop on Finance, Probability and Statistics

July 2-6, 2014, Sydney, Australia

Summer School: Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus

July 7-20, 2014, Bielefeld, Germany

Quant Congress USA 2014

July 16-18, 2014, New York, USA

MiF 2014: Fifth International Conference on Mathematics in Finance

August 24-29, 2014, Kruger National Park, South Africa

7th European Summer School in Financial Mathematics

September 1-5, 2014, Oxford, UK

Stochastics of Environmental and Financial Economics September 15-19, 2014, Oslo, Norway

4th SIAM Conference on Financial Mathematics and Engineering

November 13-15, 2014, Chicago, Illinois, USA

World Finance & Banking Symposium

December 12-14, 2014, Singapore

Quantitative Methods in Finance Conference

December 17-20, 2014, Sydney, Australia

American Finance Association

January 3-5, 2015, Boston, USA

14th Winter School on Mathematical Finance

January 26-28, 2015, Lunteren, The Netherlands

American Finance Association

January 3-5, 2016, San Francisco, USA


American Finance Association

January 6-8, 2017, Chicago, USA

American Finance Association

January 5-7, 2018, Atlanta, USA

American Finance Association

January 4-6, 2019, Philadelphia, USA

American Finance Association

January 3-5, 2020, San Diego, USA

Books & Journals:

The Society has a list of books and journals on its website. If members would like to have their books added to the website, please let us know.

New Books:

Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou (Eds.)

Inspired by Finance: The Musiela Festschrift

Springer Verlag (2014), ISBN 978-3-319-02069-3

Mathematics and Financial Economics: Special issue on “Quantitative

Behavioral Finance”

The special issue of Mathematics and Financial Economics is designed to foster research in quantitative behavioral finance. We are looking for high-quality contributions that combine experimental findings on people’s behavior with a rigorous formal framework to study problems in finance, e.g., portfolio selection and asset pricing. All papers will go through the standard review process.


Journal offer for Members: We happily announce that BFS members get a reduced subscription rate of $150 for the SIAM Journal on Financial Mathematics.

Members need to subscribe to the journal directly with SIAM customer service by calling 1-800-447-SIAM (toll free in USA and Canada) or 215-382-9800 (outside USA and Canada), or by e-mailing Please find more information on:

Obituary for Marc Yor: It is with sadness that we announce the death of Marc Yor.


Members of the Society are encouraged to send notices of Conferences, new books by members, articles in the press about the recognition and uses of mathematical finance to:

John Fuqua or Antonis Papapantoleon or Arnav Sheth. Members are reminded that we are already looking forward to the

Eighth World Congress

of the Bachelier Finance Society in Brussels, Belgium (2014).

Sincerely yours,

Eckhard Platen, President Bachelier Finance Society





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