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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.
- program 2000

The Proo
Proceedings of the 1st Colloquium
 
Commemorative plate on the wall of the old university building where Louis Bachelier was teaching  
The organizers and honorary guests of the First Bachelier Colloquium

The Second Bachelier Colloquium
Métabief, France, on January 9-15, 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. Springer-Verlag, 2006, 634 pp. 
Eds: Kabanov Yu., Liptser R., Stoyanov J.

- program 2005

Proceedings of the 2nd Colloquium
 
Albert Shiryaev in Metabief   
Main Street 
The Third Bachelier Colloquium
Métabief, France, on January 6-13, 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.
- program 2008

 
Shiryaev's talk  
On the Gold Mountain
The Fourth Bachelier Colloquium
Métabief, France, on January 6-13, 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.
- program 2010

 
Discussions  
Comments on snow
The Fifth Bachelier Colloquium
Métabief, France, January 16-23, 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

 
Downhill skies  
In the restaurant
The Sixth Bachelier Colloquium
Métabief, France, January 15-22, 2012.

The main topics of the colloquium:  actuarial and financial models.
- program 2012

 
In the mountings  
"I do not understand!"
The Seventh Bachelier Colloquium
Métabief, France, January 13-20, 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.

 
- program 2013

 
Metabief  
Following a talk

The Eighth Bachelier Colloquium
Métabief, France, on January 12-28, 2014.

The main topic of the colloquium was formulated as:  New trends in mathematical finance. 
- program 2014

 
Discussions  
Winter in Jura

The Ninth Bachelier Colloquium
Métabief, France, on January 11-18, 2015.

The main topic of the colloquium was formulated as:  Challenging problems in quantitative finance. 
- program 2015

 
Winter in Jura  
Discussions

The Tenth Bachelier Colloquium
Métabief, France, on January 18-23, 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. 
- program 2016

 
Winter in Jura  
Discussions

The Eleventh Bachelier Colloquium
Métabief, France, on January 16-21, 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 non-commutative stochastic calculus.  
- program 2017

 
Winter in Jura  
Restaurant

The Twelfth Bachelier Colloquium
Métabief, France, on January 15-20, 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 non-commutative stochastic calculus.  
- program 2018

 
"Azureva"  
Talk

The Thirteenth Bachelier Colloquium
Métabief, France, on January 7-12, 2019.

Topics: arbitrage theory, robust models, martingale transport, markets with transaction costs, energy markets, market microstructure, high speed trading, set-valued methods, actuarial models, systemic risk, defaultable securities, optimal stopping, stochastic control, fractional Brownian motion, BSDEs, classical and non-commutative stochastic calculus.  
- program 2019

 
"Azureva"  
Talk

 

 
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