Sehr geehrte Damen und Herren,
unten finden Sie die Ausschreibung für die Nachbesetzung der
Professur von Walter Schachermayer in der Forschungsgruppe Finanz-
und Versicherungsmathematik der TU Wien.
Bei Rückfragen können Sie sich gerne an mich wenden.
Mit freundlichen Grüßen,
Uwe Schmock
Offizieller Ausschreibungstext im Mitteilungsblatt der TU Wien:
http://tuwis.tuwien.ac.at/zope/_ZopeId/26032764A3wK04LT-RE/tpp/mb/mbl?n=609…
PDF-Datei für den Aushang:
http://info.tuwien.ac.at/dekzent/Download/Ausschreibung%20StochastMeth.pdf
Englische Version:
http://info.tuwien.ac.at/dekzent/Download/Announcment%20Stoch_Methods_Econo…
Siehe auch FAM-jobs:
http://www.fam.tuwien.ac.at/jobs/20090219.php
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An der Fakultät für Mathematik und Geoinformation der Technischen
Universität Wien ist am Institut für Wirtschaftsmathematik eine
unbefristete Stelle für eine/n
Universitätsprofessor/in für
Stochastische Methoden in den Wirtschaftswissenschaften
ab 1.1.2010 zu besetzen.
Der/Die Stelleninhaber/in soll das Fach in Forschung und Lehre
vertreten und am Scientific Management des Instituts für
Wirtschaftsmathematik mitarbeiten. Schwerpunkt der zukünftigen
Professur sollen wirtschaftliche Anwendungen sein, wobei Fragen der
Finanzmathematik und des Risikomanagements im Vordergrund stehen. Von
den Bewerberinnen und Bewerbern wird vorausgesetzt, dass sie auf dem
Gebiet der stochastischen Methoden in den Wirtschaftswissenschaften
(stochastische Prozesse, stochastische Analysis, Methoden zur
empirischen Validierung und datengetriebenen Modellierung)
international hervorragend ausgewiesen sind. Erwartet wird ferner
Erfahrung im Einwerben und der Durchführung von Forschungsprojekten.
Den Schwerpunkt der auszuübenden Lehrtätigkeit bildet die Mitarbeit
bei der Ausbildung von Studierenden der Finanz- und
Versicherungsmathematik sowie der Wirtschaftsmathematik.
Für die Stelle bestehen folgende Anstellungserfordernisse:
* eine entsprechende abgeschlossene Hochschulausbildung,
* hervorragende wissenschaftliche Qualifikation in Forschung
und Lehre für das zu besetzende Fach "Stochastischen Methoden
in den Wirtschaftswissenschaften"
* die pädagogische und didaktische Eignung,
* Qualifikation zur Führungskraft,
* facheinschlägige internationale Erfahrung.
Erwünscht sind ferner auch facheinschlägige außeruniversitäre Erfahrungen.
Die Technische Universität Wien strebt eine Erhöhung des
Frauenanteils insbesondere in Leitungsfunktionen und beim
wissenschaftlichen Personal an und lädt deshalb qualifizierte Frauen
ausdrücklich zur Bewerbung ein. Bewerberinnen, die gleich geeignet
sind wie der bestqualifizierte Mitbewerber, werden vorrangig
aufgenommen, sofern nicht in der Person eines Mitbewerbers liegende
Gründe überwiegen. Behinderte Menschen mit entsprechender
Qualifikation werden ebenfalls ausdrücklich zur Bewerbung
aufgefordert.
Bewerbungen mit ausführlichem Lebenslauf, Publikationsliste,
Vortragsliste, sowie Exemplare der fünf wichtigsten
Veröffentlichungen sind bis bis 31. März 2009 (Datum des
Poststempels) an den Dekan der Fakultät für Mathematik und
Geoinformation der Technischen Universität Wien, Getreidemarkt 9,
A-1060 Wien, zu richten. Der schriftlichen Bewerbung sollte eine
CD-ROM beigelegt werden, welche die kompletten Bewerbungsunterlagen
enthält.
---------------------------------------------------------------------
English Translation:
Full Professorship in the area of Mathematical Finance and Risk
Management (succeeding Walter Schachermayer)
Announcement of an open permanent position at the Institute of
Mathematical Methods in Economics, Faculty of Mathematics and
Geoinformation, Vienna University of Technology
Full Professorship in "Stochastic Methods in Economics"
The applicant is expected to have outstanding academic credentials
and an excellent track record of scientific accomplishments in the
field of stochastic methods in economics (stochastic processes,
stochastic analysis, methods for empirical validation and data-driven
modelling) focusing on problems in mathematical finance and risk
management. The successful candidate will be expected to make a
significant contribution to the institute's research output, to
provide leadership for researchers and postgraduate students and to
undertake an appropriate teaching and administrative load. Special
consideration will be given to the applicant's ability and
willingness to establish collaborations with colleagues working in
related fields of research and the demonstrated ability to attract
external project funding.
Knowledge of German is not a precondition; however we expect a
successful candidate to acquire a working knowledge of German.
The applicant must meet the following requirements:
* an Austrian or equivalent foreign terminal academic degree
in the field under consideration,
* an outstanding academic track record in research and teaching,
* pedagogic and didactic skills,
* leadership abilities,
* international working experience in the field of research.
The Vienna University of Technology is committed to increase female
employment in leading scientist positions. Qualified female
applicants are encouraged to apply and will be given preference when
equally qualified. Handicapped persons with appropriate
qualifications are also expressly encouraged to apply.
Applications including a detailed curriculum vitae, description of
scientific objectives, list of publications and copies of the five
most outstanding publications of the applicant should be sent to the
Dean of the Faculty of Mathematics and Geoinformation, Getreidemarkt
9, 1060 Vienna, Austria. In addition, a CD-ROM with the complete
application records should be attached.
The closing date for applications is March 31, 2009.
--
Univ.-Prof. Dr. Uwe Schmock
Finanz- und Versicherungsmathematik
Institut für Wirtschaftsmathematik
Technische Universität Wien
Wiedner Hauptstraße 8-10/105-1
A-1040 Wien
Österreich
DVR: 0005886
Personal Home Page:
<http://www.fam.tuwien.ac.at/~schmock/>
Financial and Actuarial Mathematics (FAM) at TU Vienna
<http://www.fam.tuwien.ac.at/>
CD-Laboratory for Portfolio Risk Management (PRisMa Lab)
<http://www.prismalab.at/>
---------- Forwarded message ----------
Date: Fri, 20 Feb 2009 09:13:40 +0100
From: GRETA Associati <credit(a)greta.it>
Subject: International Conference in Venice - CALL FOR PAPERS
INTERNATIONAL CONFERENCE
C. R. E. D. I. T. 2009
Credit Risk, Financial Crises, and the Macroeconomy
Venice, Italy
24 - 25 September 2009
GRETA Associati (Venice, Italy) and Intesa Sanpaolo (Milan, Italy) are
co-sponsors of a Conference to be held in Venice on September 24-25,
2009. The objective of the Conference is to bring together academics,
practitioners and PhD students working in the area of credit risk
modeling to discuss credit risk at a time of financial crisis and the
impact of macroeconomic factors on pricing risky debt, financial
distress, recovery rates, and banking stability. The conference will
provide an opportunity for participants engaged in research at the
forefront of this area to discuss both the causes and implications of
recent events in financial markets and may, in turn, suggest fruitful
directions for future research. The Conference, organised under the
auspices of the Department of Economics of the University Ca' Foscari
of Venice and ABI - Italian Banking Association, is the eighth of a
series dedicated to various aspects of credit risk.
The organizers encourage submissions of papers on any topic within the
overall theme of the conference and in the following areas in
particular:
* Impact of the financial crisis and banking instability on credit markets;
* Credit risk and business cycles;
* The interplay between the real and financial sides of the macroeconomy;
* Modeling the economics of financial crises.
The Scientific Committee for the Conference consists of:
Ilya Strebulaev, Graduate School of Business, Stanford University, Programme Chair
Viral Acharya, New York University, London Business School & CEPR
Monica Billio, University of Venice and GRETA
Darrell Duffie, Graduate School of Business, Stanford University
Robert Goldstein, Carlson School of Management, University of Minnesota
David Lando, Copenhagen Business School
Stephen Schaefer, London Business School
Allan Timmermann, Rady School of Management, University of California San Diego
The final program will include both submitted and invited papers.
Acceptances received from invited speakers include Martin Hellwig (Max
Planck Institute), Francesco Garzarelli (Goldman Sachs), Christopher
Mayer (Columbia Business School), and Ken Singleton (Graduate School
of Business, Stanford University). The Conference will also feature a
panel discussion on researchers' and practitioners' views of the major
outstanding problems.
FIRST ANNOUNCEMENT AND CALL FOR PAPERS
Those wishing to present a paper at the Conference should submit
completed versions or extended abstracts by May 15, 2009 to the
address given below (preferably in electronic format). Please indicate
to whom correspondence should be addressed. Decisions regarding
acceptance will be made by June 15, 2009. The final version of
accepted papers must be received by July 31, 2009.
Please send papers or extended abstracts to:
GRETA Associati
San Polo, 2605 - 30125 Venice, ITALY
Phone : +39 041 5238178 - Fax : +39 041 5286166
e-mail: <mailto:credit@greta.it>credit(a)greta.it
More detailed information on the Conference will be available shortly at the
following website:
http://www.greta.it/credit/credit2009/credit2009.htm
(...)
---------- Forwarded message ----------
Date: Thu, 19 Feb 2009 21:11:49 +0100
From: Oliver Blaskowitz <blaskowitz(a)wiwi.hu-berlin.de>
Subject: Financial E'trics Conferences 2009 in Berlin
Dear all,
please note that the preliminary program for the Humboldt-Copenhagen
Conference 2009 is now online available:
http://www.hu-ku-conference.de/download/HUKU_Program.pdf .
We approach our capacity limit, though there are still some places
available!
March 19, 2009: CASE-QPL Distinguished Lecture Series Tim Bollerslev and Torben
Andersen: "Recent Developments in Measuring and Modeling Financial Market
Volatility"
For further information please see on
http://www.case.hu-berlin.de/events/events/Archive/DLS2009/ .
March 20/21, 2009: Humboldt-Copenhagen Conference 2009: "Recent Developments in
Financial Econometrics"
Keynote speakers: Neil Shephard and Joel Hasbrouck
For further information please see on http://www.hu-ku-conference.de/
It would be a great pleasure meeting you in Berlin!
Sincerely yours
Oliver Blaskowitz
--
Oliver Blaskowitz
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Institut für Statistik und Ökonometrie
Spandauer Str. 1
10178 Berlin
Raum 309
Tel : +49 - (0)30 - 2093 - 5705
Fax : +49 - (0)30 - 2093 - 5712
Homepage: http://amor.cms.hu-berlin.de/~blaskowo/
(...)
---------- Forwarded message ----------
Date: Tue, 17 Feb 2009 16:30:47 +0100
From: Euroschoolmathfi09 <euroschoolmathfi09(a)cmapx.polytechnique.fr>
Subject: Second European summer school in Financial Mathematics
Dear Colleagues,
Please find attached an announcement for the second European summer
school in Financial Mathematics. [Attachment removed by admin. Please
see the web site below.]
The summer school will take place from August 24 to 29, in Paris.
All the details can be found on the web site
http://www.cmap.polytechnique.fr/~euroschoolmathfi09/
We would appreciate if you could circulate this announcement.
Yours sincerely,
The organizing commitee
Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre,
Gilles Pagès, Huyên Pham, Mathieu Rosenbaum, Nizar Touzi
***