16th Colloquium Bachelier on Financial Mathematics and Stochastic Calculus

The 16th Colloquium Bachelier will take place from 15 to 19 January, 2024

We offer full support for travel and local expenses for students and
researchers from Ukraine.

The number of participants is limited to 80.

Update: The registration closes on 20 October 2023 midnight (Paris local time).

We are reaching maximal capacity and this is the extended and final deadline.

No registration or payment of fees will be accepted beyond this deadline.

The payments have to be done by credit or debit card.

The preliminary programme is now available.

Programme for Monday the 15th of January 2024

Preliminary programme for the whole week

The book of ABSTRACTS is now available.

Presentation :
The conference will last 5 days during which around ten presentations per day of varying length (30 to 45 min) will be presented. 
The high number of presentations will allow a significant number of young participants to present their work in a parallel 
session. The program will be complemented by a poster session and by discussion and exchange sessions.

Theme: Innovative problems in financial mathematics and stochastic calculus.

Program: The following areas will be covered:
 1. Financial market models with transaction costs;
 2. Risk measures;
 3. Stochastic control;
 4. Stochastic differential equations including BSDEs;
 5. Theory of arbitration (with or without friction);
 6. Actuarial science;
 7. Machine Learning;
 8. Artificial intelligence.

 Location: The conference will take place in Métabief (25-Doubs) at the AZUREVA residence center booked entirely 
for the occasion. 
All participants will benefit from full board at the venue of the event.