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Logo General Assembly 2014 Bachelier Finance Society Wednesday, June 4 Brussels 2014

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Page 1: General Assembly 2014 - bachelierfinance.org

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General Assembly 2014

Bachelier Finance Society

Wednesday, June 4

Brussels 2014

Page 2: General Assembly 2014 - bachelierfinance.org

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Agenda

1 Opening,

2 President’s address,

3 General information,

Elections and current council

Committees

Other

4 Incorporation,

5 Bruti-Liberati Prize,

6 BFS 2016,

7 Questions.

Page 3: General Assembly 2014 - bachelierfinance.org

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Outline

1 General Information

Executive Committees

Committees

Other

2 Incorporation

3 Nicola Bruti Liberati Prize

4 BFS 2016

Page 4: General Assembly 2014 - bachelierfinance.org

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Structure

President, Vice President. Both serve for two years and the

Vice president becomes the President after two years.

President stays in the executive committee as the Past

President for two more years after his/her term.

Executive Secretary, Treasurer. They serve four or more

years.

Executive Council. It is composed of the President, Vice

President, Past President, Executive Secretary, Treasurer.

Council. Consists of ten members elected for four years each.

Every two years five of them are replaced.

Page 5: General Assembly 2014 - bachelierfinance.org

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Current Officers

President. Eckhard Platen, 2014-15

Vice President. Damir Filipovic, 2014-15 (will be the

President during 2016-17).

Past President. Nizar Touzi, was president during 2012-13.

Treasurer. Peter Carr, 2002-.

Executive Secretary. H. Mete Soner, 2011-.

Administrative Secretary. Denise Kunzli, 2011- .

Page 6: General Assembly 2014 - bachelierfinance.org

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Current Council

2012-15.

Francesca Biagini, David Hobson, Vladimir Piterbarg,

Paolo Guasoni, Ronnie Sircar.

2014-17.

Bruno Bouchard, Jean-Pierre Fouque, Matheus Grasselli,

Marek Musiela, Xun Yu Zhou.

Page 7: General Assembly 2014 - bachelierfinance.org

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Committees

Newsletter Committee :

John Fuqua, Paolo Guasoni, Antonis Papapantoleon,

Arnav Sheth.

Meeting Committee :

Matheus Grasselli, Peter Bank, Bruno Bouchard,

Vicky Henderson, Nizar Touzi

Relations and Education Committee :

Hernan Alzate, Pavel Gapeev, Thorsten Schmidt

Industry Relations Committee :

Walter Farkas, Igor Geninson, Stefan Jaschke,

Rachid Lassoued, Marco Lazzarino,

Francesco Velasquez Llatas, Sebastian Matei.

Page 8: General Assembly 2014 - bachelierfinance.org

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Other

Page 9: General Assembly 2014 - bachelierfinance.org

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Outline

1 General Information

Executive Committees

Committees

Other

2 Incorporation

3 Nicola Bruti Liberati Prize

4 BFS 2016

Page 10: General Assembly 2014 - bachelierfinance.org

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Outline

1 General Information

Executive Committees

Committees

Other

2 Incorporation

3 Nicola Bruti Liberati Prize

4 BFS 2016

Page 11: General Assembly 2014 - bachelierfinance.org

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Nicola Bruti Liberati

Figure: Nicola Bruti Liberati

Page 12: General Assembly 2014 - bachelierfinance.org

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Nicola Bruti Liberati Prize

This prize is given by the Bachelier Finance Society and the

Department of Mathematics of the Politecnico di Milano, in

cooperation with Springer, to commemorate Nicola Bruti Liberati.

It is awarded annually for a doctoral thesis in all subjects of

Mathematical Finance.

Nicola obtained an undergraduate degree from Bocconi University

(2001) in Mathematical Finance. He died in 2007 in a traffic

accident in Sydney, while he was a research associate with Prof.

Eckhard Platen after completing his PhD thesis. At that time, he

was also cooperating with the Quantitative Finance group of the

Department of Mathematics of the Politecnico di Milano.

Page 13: General Assembly 2014 - bachelierfinance.org

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2013 Recipient

Prof. Dylan Possamaı, Paris Dauphine.

He was chosen by a committee chaired by Jean-Pierre Fouque

Page 14: General Assembly 2014 - bachelierfinance.org

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Outline

1 General Information

Executive Committees

Committees

Other

2 Incorporation

3 Nicola Bruti Liberati Prize

4 BFS 2016

Page 15: General Assembly 2014 - bachelierfinance.org

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New York

Steering committee consists of Dilip Madan, Rene Carmona, Peter

Carr, Philip Protter

Proposed dates are July 15-19, 2016.

Page 16: General Assembly 2014 - bachelierfinance.org

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THANK YOUFOR ATTENDING.