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

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1 Newsletter of the Bachelier Finance Society Volume 6, Number 2 April 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 Conferences: Please let us know of Conferences we are not aware of. We will also post these on the Society's webpage. 1

2 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 7th SGF CONFERENCE 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 June 17-20, 2014, Paris, France 2

3 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 January 3-5, 2015, Boston, USA 14th Winter School on Mathematical Finance January 26-28, 2015, Lunteren, The Netherlands January 3-5, 2016, San Francisco, USA 15th Winter School on Mathematical Finance January 25-27, 2016, Lunteren, The Netherlands 3

4 January 6-8, 2017, Chicago, USA January 5-7, 2018, Atlanta, USA January 4-6, 2019, Philadelphia, USA 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 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. Miscallenea: 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 SIAM (toll free in USA and Canada) or (outside USA and Canada), or by ing Please find more information on: Obituary for Marc Yor: It is with sadness that we announce the death of Marc Yor. Below are two notices. 4

5 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 5

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