Bachelier 2024

  • 12th Bachelier World Congress of the Bachelier Finance Society

    The 12th Bachelier World Congress of the Bachelier Finance Society will be held at FGV EMAp, Rio de Janeiro, from July 8 to 12, 2024 and will bring together academics, practicioners and researchers in Quantitative Finance. In this 12th edition, we intend to dedicate special attention to the problems of Sustainable Finance, Energy Market, Machine Learning and Blockchain.

    The event will feature a group of internationally renowned researchers, together with the participation of experts from the financial market and graduate students in areas related to Market Microstruture, Machine Learning, Enviromental Finance, Volatility Modeling, Acturial Mathermatics and Mean-Field Games.

    The congress will be hosted and it is being organised by Getulio Vargas Foundation, established in 1944 with the initial goal of training qualified administrators to work in Brazil’s public and private sectors, FGV transcended the boundaries of education and expanded into the
    areas of research and information, ultimately becoming a renowned center of excellence and quality.

    Local Committee

    Yuri F. Saporito (Getulio Vargas Foundation, Brazil) 

    Rodrigo S. Targino (Getulio Vargas Foundation, Brazil)

    Jorge P. Zubelli (Khalifa University, UEA)

    Vinicius Albani (Federal University of Santa Catarina, Brazil)

    Max O. Souza (Fluminense Federal University, Brazil)

    Scientific Committee

    Beatrice Acciaio (ETH Zurich, Switzerland) 

    Hans Buehler (XTX Markets, UK)

    Giorgia Callegaro (Università degli Studi di Padova, Italy)

    Nan Chen (Chinese University of Hong Kong, China)

    Giulia Di Nunno (University of Oslo, Norway)

    Jean-Pierre Fouque (University of California, Santa Barbara, USA)

    Emmanuel Gobet (École Polytechnique, France)

    Sebastian Jaimungal (University of Toronto, Canada)

    Steven Kou (Boston University, USA)

    Ernesto Mordecki (Universidad de la República, Uruguay)

    Christoph Reisinger (University of Oxford, UK)

    Yuri Saporito (Getulio Vargas Foundation, Brazil)

    Nizar Touzi (École Polytechnique, France)

    Thaleia Zariphopoulou (University of Texas at Austin, USA)

    Jorge Zubelli (Khalifa University, UAE)