Date: Thursday 15th October 2020, 17:30
Location: Natixis Head Office, 30 avenue Pierre Mendès-France, 75013 Paris, France
The ceremony will be followed by a cocktail reception.
The Louis Bachelier Prize is a biennial prize jointly awarded by the London Mathematical Society, the Natixis Foundation for Research and Innovation and the Société de Mathématiques Appliquées et Industrielles. The winners are prominent personalities, widely recognised in the academic and professional worlds of quantitative finance and/or risk management.
The 2020 Louis Bachelier Prize Laureate is Mathieu Rosenbaum, Professor of Financial Mathematics at École Polytechnique (France). The prize was awarded in recognition of his contributions in statistical finance and stochastic modeling for finance. His research covers a wide range of topics spanning across probability and statistics, with a particular emphasis on actual financial issues. His works notably focus on market microstructure, high frequency and algorithmic trading, volatility modelling, risk management of derivatives and quantitative financial regulation. Mathieu has a highly visible international profile with unanimous recognition of his scientific achievements by the academic and financial communities.
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