2020 Louis Bachelier Prize Winner

The 2020 Louis Bachelier Prize is awarded to Professor Mathieu Rosenbaum (École Polytechnique, Paris).

Professor Rosenbaum is internationally recognised as one of the foremost experts in stochastic modelling in finance. Rosenbaum's research, focused on stochastic processes and their applications in finance, impresses through the breadth of topics it has covered and the depth of results obtained on each topic. His research spans theoretical topics in probability and statistics as well as market microstructure, statistical modelling of high frequency financial data and volatility modelling. His highly visible international profile and remarkable scientific achievements make him an excellent candidate for the 2020 Louis Bachelier Prize.

A full citation can be found here.

An award ceremony will take place in October 2020 in Paris. Further information on the Louis Bachelier Prize can be found here. Any enquiries may be directed to prizes@lms.ac.uk.

The LMS would like to extend its congratulations to Mathieu Rosenbaum on this award.