---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 16 Dec 2003 18:57:30 -0500 (EST)
From: Steven Shreve <shreve(a)matt.math.cmu.edu>
Subject: Post-doc at Carnegie Mellon
CARNEGIE MELLON UNIVERSITY
Center for Computational Finance
The Center for Computational Finance expects to appoint a post-doctoral
fellow in mathematical finance, beginning in September 2004.
This position will be funded by Morgan Stanley and the National
Science Foundation, and is contingent upon approval of the
National Science Foundation funding. Applicants should have a strong
record of accomplishment in probability research and a serious interest
in the applications of probability to finance. This will be a two-year
appointment with no teaching duties. The recipient will be expected to
make short visits to Morgan Stanley during the academic year, and Morgan
Stanley is expected to offer an internship in the summer between the
academic years. Applicants should send a vita, list of publications, a
statement describing current and planned research, and arrange to have at
least three letters of recommendation sent. For full consideration,
applications should be received by January 12, 2004. All communications
should be addressed to: Computational Finance Post-doctoral Committee,
Department of Mathematical Sciences, Carnegie Mellon University,
Pittsburgh, PA 15213. Carnegie Mellon University is an Affirmative
Action/Equal Opportunity Employer
--
Steven E. Shreve
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213-3890
shreve(a)cmu.edu
http://www.math.cmu.edu/users/shreve
Direct Telephone: 412-268-8484
Department Telephone: 412-268-2545
Fax: 412-268-6380
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 16 Dec 2003 15:34:55 +0000 (GMT)
From: Chris Rogers <L.C.G.Rogers(a)statslab.cam.ac.uk>
Subject: Positions in Cambridge ...
(...)
There are currently two positions available at any point on the
Lecturer scale in this department, one in math finance, the other
in any area but with a preference for math finance. These are
very attractive for a variety of reasons, which I'm happy to
explain to anyone who is interested further after checking out
http://www.statslab.cam.ac.uk/Vacancies/
Please bring to the attention of anyone you think may be
suitable.
Closing date 5th Jan 2004.
Chris
///////////////////////////////////////////////////////////////////
// Professor L C G Rogers Tel: +44 1223 766806 //
// Statistical Laboratory Fax: +44 1223 337956 //
// Wilberforce Road Web: www.statslab.cam.ac.uk/~chris //
// Cambridge CB3 0WB, GB //
///////////////////////////////////////////////////////////////////
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Th, 11.12.2003 Stefan Geiss
Approximations of European type pay-offs, fractional
Sobolev spaces, and random time nets
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Thu, 4 Dec 2003 18:27:01 +0100 (MET)
From: Claudia Klueppelberg <cklu(a)ma.tum.de>
Subject: Postdoc positions at Munich University of Technology
(...)
Opening:
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
1 postdoctoral or doctoral position (for a maximum of 3 years)
starting March 1, 2004 at the Institute of Mathematical Statistics. Salary is
at the BAT IIa level and depends on the degree, age and family status of the
applicant.
We are looking for applicants who are interested in participating within the
project "Statistical Methods for Model Selection in Regression" sponsored by
the German Science Foundation (DFG). The aim is to develop interpretable
discrepancy measures and appropriate statistical tests for model selection.
Sound knowledge in asymptotic statistics and Bayesian Statistics with Markov
Chain Monte Carlo methods are required. Multivariate and time dependence
structures of the data will be considered. The methods will be be implemented
and tested on applications from insurance and finance.
Successful applicants are expected to have a Ph.D., a M.Sc. or Diploma in
mathematics or statistics. In addition, we expect computing experience with
statistical software (SAS and/or Splus) and programming languages (C++ and/or
Matlab). German language skills are helpful, but not necessary. An interest in
learning the German language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Czado
Zentrum Mathematik
Technische Universitaet Muenchen
Boltzmannstrasse 3
85747 Garching bei Muenchen
phone: +49 89 289 17428
email: cczado(a)ma.tum.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
------------------------------------------------------------------------------
OPENINGS
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
2 postdoctoral or doctoral positions (for a maximum of 3 years)
starting April 1, 2004 or later at the Chair of Mathematical Statistic
(Prof. Dr. Claudia Kl"uppelberg). Salary is at the BAT IIa level and
depends on the degree, age and family status of the applicant.
We are looking for participation in the project
"Risk Management in Finance and Insurance" with areas of concentration
(1) Modelling, quantification and simulation of credit risk portfolios
(joint project with the HVB (HypoVereinsbank M"unchen),
or
(2) Dynamic Integrated Risk Management
(joint project with the Munich Reinsurance Company).
The aim of research project (1) is to develop an appropriate model
for a realistic credit risk management,
to test the model in simulations and to implement it as a prototype.
Close collaboration with HVB is expected.
The aim of research project (2) is an effective dynamic
modelling of insurance and financial risk within an integrated model.
Important components of this project concern the choice of a suitable
risk measure and an appropriate capital allocation.
Close collaboration with Munich Re is expected.
We are looking for applicants with interest in stochastic modelling,
statistical analysis and computational implementation. Applicants are
expected to have a Ph.D., a M.Sc. or Diploma in mathematics or statistics.
In addition, we expect computing experience with statistical software
(SAS and/or Splus) and programming languages (C++ and/or Matlab).
German language skills are convenient, but not necessary. An interest
in learning the language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Klueppelberg
Chair of Mathematical Statistic
Center for Mathematical Sciences
Munich University of Technology
Boltzmannstrasse 3
D-85747 Garching
phone: +49 89 289 17432
e-mail: cklu(a)mathematik.tu-muenchen.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html