BFS2018

10th World Congress of the Bachelier Finance Society, 2018

Dublin, Ireland

16 - 20 July 2018

The conference ended on 20 July 2018

Important Dates

Abstract Submission Deadline

16th January 2018

About BFS2018

Every two years, the World Congress of the Bachelier Finance Society brings together academics and practitioners in the Mathematical and Quantitative Finance community to exchange ideas on the state-of-the-art, discuss the latest trends in the field, and find new collaborations and employment opportunities. The 10th World Congress of the Bachelier Finance Society will take place at Trinity College Dublin, July 16-20, 2018.

Topics

Hedging, Portfolio optimization, High-frequency trading, Credit and systemic risk, Price dynamics, Statistical analysis of financial data, Optimization methods, Simulation techniques, Numerical schemes, Financial mathematics

Call for Papers

Trinity College Dublin, July 16-20, 2018 Call for Papers

Every two years, the World Congress of the Bachelier Finance Society brings together academics and practitioners in the Mathematical and Quantitative Finance community to exchange ideas on the state-of-the-art, discuss the latest trends in the field, and find new collaborations and employment opportunities. The 10th World Congress of the Bachelier Finance Society will take place at Trinity College Dublin, July 16-20, 2018.

Plenary Speakers

René Aïd (Paris Dauphine), Hansjoerg Albrecher (HEC Lausanne), Bruno Bouchard (Paris Dauphine), J. Doyne Farmer (Oxford), Masaaki Fukasawa (Osaka), Xin Guo (Berkeley), Monique Jeanblanc (Evry), Charles-Albert Lehalle (Capital Market Fund), Walter Schachermayer (University of Vienna), José A. Scheinkman (Columbia), Mete Soner (ETH Zurich), Jiangfeng Zhang (USC).

Scientific Committee

Pauline Barrieu (LSE), Erhan Bayraktar (University of Michigan), Michel Crouhy (Natixis), Jean-Pierre Fouque (Santa Barbara), Paolo Guasoni (Dublin City University), Takaki Hayashi (Keio), Vicky Henderson (Warwick), Alexander Lipton (Stronghold Labs), Andrew Lo (MIT), Jin Ma (USC), Huyên Pham (Paris VII), Jean-Charles Rochet (University of Zurich), Mathieu Rosenbaum (Ecole Polytechnique), Alexander Schied (Waterloo), Wim Schoutens (KU Leuven).

Submissions open now

Submissions are open on the conference website through January 15, 2018: http://bacheliercongress2018.c...

Bachelier Finance Society Junior Scholar Award - sponsored by SIG

At SIG, Quantitative Researchers explore the latest concepts in financial mathematics to solve problems found in the markets. Sponsored by SIG, this new award will honour the most outstanding contribution by a PhD student or postdoc with EUR 5000 (conditions apply). The award has been created to recognise scholars who share SIG’s passion for cutting-edge research. Conference participants will also have the opportunity to submit their CVs and potentially interview with our sponsors. Click here to read more about the Bachelier Finance Society Junior Scholar Award.

The poster of the Congress can be downloaded here.