Louis Bachelier Prize Winner 2022

We are delighted to announce that the 2022 Bachelier Prize has been awarded to Professor Beatrice Acciaio.

Beatrice Acciaio is a full Professor in the Department of Mathematics at ETH Zürich, Switzerland. Her contributions to mathematical finance span a broad spectrum of theories and applications ranging from the duality theory of utility maximisation, the analysis of optimal execution problems on Wasserstein space, robust finance and causal and martingale optimal transport, all the way to her most recent projects in machine learning involving the design of new Generative Adversarial Networks (GANs). Her work has been influential both in the academic literature and among market practitioners. It is published in peer-reviewed journals with the highest standards, in applied probability, control, optimisation and quantitative finance.

The Louis Bachelier Prize is a biennial prize jointly awarded by the LMS, the Natixis Foundation for Quantitative Research and the Société de Mathématiques Appliquées et Industrielles (SMAI). The winners are prominent personalities, widely recognized in the academic and professional worlds of quantitative finance and/or risk management.

Read the full citation for Professor Acciaio here. Read more about the Bachelier Prize here.

Last updated 8 July 2022