

The First Bachelier Colloquium
Besançon, March 2000.
The colloquium was organized on occasion of the centenary of the
Bachelier thesis "Théorie de la spéculation", the work which is
the foundation stone of the modern financial mathematics
and theory of stochastic processes.
The scientific and cultural programs were highly appreciated by
the participants. The colloquium was accompanied by a series of
manifestations including opening a commemorative plate on the wall
of the university building where Bachelier, the founding father of
stochastic calculus and mathematical finance, gave his lectures.
A street in Besançon was named after Bachelier.

The Proo 


The Second Bachelier Colloquium
Métabief, France, on January 915, 2005.
The meeting was dedicated to the outstanding mathematician, member of Russian Academy of Sciences, professor Albert Shiryaev, on the occasion of his 70th anniversary. He was the honorary guest of the meeting and gave a lecture course on optimal stopping problem.
The Proceedings of the 2nd Colloquium :
From Stochastic Calculus to Mathematical Finance.
The Shiryaev Festschrift. SpringerVerlag, 2006, 634 pp.
Eds: Kabanov Yu., Liptser R., Stoyanov J.




The Third Bachelier Colloquium
Métabief, France, on January 613, 2008.
The main topics of the colloquium were: financial markets
with transaction costs, dynamic risk measures, BSDEs in financial
problems, econometric approach to bank ratings, utility theory.


The Fourth Bachelier Colloquium
Métabief, France, on January 613, 2010.
The main topics of the colloquium were: financial markets
with transaction costs, mathematics of financial crisis, BSDEs in financial
problems, duality methods, stochastic control, optimal stopping.


The Fifth Bachelier Colloquium
Métabief, France, January 1623, 2011.
The meeting was dedicated to our colleague Marek Musiela for his great contributions to the development of mathematical finance, on the occasion of his 60th anniversary.
The main topics of the colloquium: financial markets
with transaction costs, mathematics of financial crisis, BSDEs in financial
problems, duality methods, stochastic control, optimal stopping.
 program 2011


The Sixth Bachelier Colloquium
Métabief, France, January 1522, 2012.
The main topics of the colloquium: actuarial and financial models.


The Seventh Bachelier Colloquium
Métabief, France, January 1320, 2013.
The main topics of the colloquium:
role of information in risky investments, markets with transaction costs, market microstructure, benchmark approach, high speed trading, market viability, equilibrium models, fractional Brownian motion, defaultable securities.



The Eighth Bachelier Colloquium
Métabief, France, on January 1228, 2014.
The main topic of the colloquium was formulated as: New trends in mathematical finance.
The Ninth Bachelier Colloquium
Métabief, France, on January 1118, 2015.
The main topic of the colloquium was formulated as: Challenging problems in quantitative finance.
The Tenth Bachelier Colloquium
Métabief, France, on January 1823, 2016.
Topics: arbitrage theory, stochastic control with financial applications,
information in risky investments, markets with transaction costs, market microstructure,
benchmark approach, high speed trading, equilibrium models, fractional Brownian motion, defaultable securities, optimal stopping, martingale transport, financial regulations.
The Eleventh Bachelier Colloquium
Métabief, France, on January 1621, 2017.
Topics: arbitrage theory, markets with transaction costs, market microstructure, high speed trading, financial regulations, actuarial models, systemic risk, defaultable securities, optimal stopping, stochastic control, fractional Brownian motion, classical and noncommutative stochastic calculus.
The Twelfth Bachelier Colloquium
Métabief, France, on January 1520, 2018.
Topics: arbitrage theory, markets with transaction costs, market microstructure, high speed trading, financial regulations, actuarial models, systemic risk, defaultable securities, optimal stopping, stochastic control, fractional Brownian motion, classical and noncommutative stochastic calculus.



