9th Bachelier World Congress

July 15-19, 2016
Crowne Plaza Times Square
New York City, USA


Columbia University's Department of Statistics, Princeton University's Department of Operations Research and Financial Engineering and the University of Maryland's Robert H. Smith School of Business are proud to present the 9th Bachelier World Congress, July 15-19, 2016.

The world congress of the Bachelier Finance Society is the premier event in the international quantitative and mathematical finance calendar, attracting hundreds of participants every two years.

The congress will also provide interview opportunities for interested parties and sponsoring organizations.

Our platinum level sponsors are Morgan Stanley, and World Quant. Our bronze level sponsors are the Haas MFE program at UC Berkeley and D. E. Shaw.

Plenary Speakers (click here for speaker bios)

Robert Almgren Pauline Barrieu Erhan Bayraktar
Paolo Guasoni Takaki Hayashi Vicky Henderson
Vadim Linetsky Andrew Lo Jin Ma
Huyen Pham Jean-Charles Rochet Mathieu Rosenbaum
Alexander Schied Wim Schoutens  

Organizing Committee

Rene Carmona Peter Carr Dilip Madan
Philip Protter    

Scientific Committee

Carol Alexander Francesca Biagini Rene Carmona (Chair)
Jaksa Cvitanic Ernst Eberlein Paul Embrechts
Xin Guo David Hobson Philip Protter
Xun Yu Zhou    

Local Organizing Committee

Patrick Cheridito Jim Gatheral Olympia Hadjilidias
Ali Hirsa Petter Kolm Tim Leung
Lars Tyge Nielsen Marcel Nutz Mykhalyo Shkolnikov
Sasha Stoikov    


Robert H. Smith School of Business, University of Maryland Department of Statistics, Columbia University Operations Research and Financial Engineering, Princeton University 

World Quant, Platinum Sponsor Morgan Stanley, Platinum Sponsor 

UC Berkeley, bronze level sponsor D. E. Shaw., bronze level sponsor

Global Market Volatility: What's Going On?

The Smith School hosted a forum Tuesday on global market volatility, aimed at making sense of the recent tumult in international markets — notably in China, but also spilling over into other regions, including the United States. Finance faculty participants Russ Wermers, Haluk Unal, Albert "Pete" Kyle, Bill Longbrake, Phillip L. Swagel and Steve Heston. share their insights. Read more...

Will the Fed Raise Interest Rates? Albert 'Pete' Kyle

Even before the stock market correction that began on Friday, Smith School professor Albert “Pete” Kyle argued against interest rate hikes in the United States. "Today's plunging stock markets make it even less likely that the Fed will raise interest rates," he said Monday. "The Fed's justification for probably not raising rates will likely be to promote stable economic growth in a benign inflationary environment, not to stabilize the stock market, which they are obviously watching closely." Read more...

Will the Fed Raise Interest Rates? Kristen Fanarakis

What are the risks of not raising U.S. interest rates? Kristen Fanarakis, assistant director of the Center for Financial Policy at the Smith School, shares insights. "Extended periods of low interest rates can create distortions in financial markets and excessive risk taking," she says. "I think that is the Fed's biggest concern, along with the worry that with rates already near zero they aren't well equipped to deal with another economic downturn." Read more...

Will the Fed Raise Interest Rates? William Longbrake

What is the likelihood that the Fed will raise interest rates in September? William Longbrake, Smith School Executive in Residence and senior policy advisor at the school’s Center for Financial Policy, shares insights and assesses the risks of the various policy options. "The odds (of a rate hike) have fallen further in recent days as turmoil has engulfed global financial markets," he says. Read more...

Anne Duquerroy

Anne Duquerroy began the program in Fall 2011. Her research interests are in empirical corporate finance, specifically in the areas of investment, capital structure and SME finance as well as in banking and political economy. Prior to joining the Smith PhD Program, Anne worked as an economist in the Financial Stability Directorate of the French Central Bank. 

Xiaoyuan Hu

Xiaoyuan Hu began the program in Fall 2011. Her research interests include corporate finance, corporate governance, product markets, financial markets, financial institutions, law and finance, and international finance.


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