The Louis Bachelier Prize is a biennial prize jointly awarded by the London Mathematical Society (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.
2020 Bachelier Prize Winner:
2020 Bachelier Prize award ceremony:
The award ceremony will be held on Thursday 15th October at the Natixis Head Office in Paris, France. See details here.
The next Bachelier Prize will be awarded in 2022. Nominations for that prize will open in autumn 2021.
The prize will be awarded to a mathematician who, on the 1st January of the year of its award, has fewer than 20 years (full time equivalent) of involvement in mathematics at postdoctoral level, allowing for breaks in continuity, or who in the opinion of the Bachelier Prize Committee is at an equivalent stage in their career.
The prize aims to recognise a European researcher (defined as a permanent resident in Europe). Nominees must be permanent residents in Europe. ‘Europe’ is taken as meaning Europe in the geographical sense.
The prize will be awarded to the winner for his/her exceptional contribution to mathematical modelling in finance, insurance, risk management and/or scientific computing applied to finance and insurance. The winner will have a list of outstanding publications in top quality academic journals in the areas of quantitative finance, insurance, risk management and/or computational methods in finance, and be recognized by their peers in academia and industry for their exceptional contribution to mathematical modelling in finance.
The prize winner will receive €20,000 including £5,000 to organise a scientific workshop in Europe on their area of research interests.
Any enquiries about the prize may be directed to firstname.lastname@example.org.
The full prize regulations are available.
2018 - Pauline Barrieu (London School of Economics and Political Science)
2016 - Damir Filipović (École polytechnique fédérale de Lausanne and Swiss Finance Institute)
2014 - Josef Teichmann, ETH Zurich
2012 - Nizar Touzi (Centre de Mathématiques Appliquées, Ecole Polytechnique)
2010 - Rama Cont (CNRS)
2007 - Huyen Pham (University Paris VII)
The Bachelier Prize Committee is: Dr Michel Crouhy (NATIXIS - Chair), Charles Albert Lehalle (Capital Fund Management and Imperial College), Rene Carmona (Princeton), Alexis Collomb (CNAM), Rama Cont (Oxford), Darrell Duffie (Stanford/Geneva), Nicole El Karoui (Paris VI), Paul Embrechts (ETH Zurich), Rajna Gibson (Geneva), Alex Lipton (New York), Olivier Pironneau (University Paris VI and French Academy of Sciences), Nicholas Polson (University of Chicago), Denis Talay (INRIA), Thaleia Zariphopulou (Austin Texas).