FAM-news October 2005

fam-news@fam.tuwien.ac.at

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6 discussions

Position in Mathematical Finance @ U of Witwatersrand, Johannesburg (fwd)
by Andreas Schamanek 25 Oct '05

25 Oct '05

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Tue, 25 Oct 2005 09:46:25 +0300 From: mfinance <mfinance(a)cam.wits.ac.za> Subject: Position in Mathematical Finance Dear Colleague We would be very grateful if you would alert potential candidates to the following position in Mathematical Finance in the School of Computational & Applied Mathematics at the University of the Witwatersrand, Johannesburg, described below. The closing date for applications is 31 December, 2005. Yours sincerely, David Taylor UNIVERSITY OF THE WITWATERSRAND, JOHANNESBURG School of Computational & Applied Mathematics Permanent Senior Lecturer/Lecturer/Associate Lecturer Position in Mathematical Finance Applications are invited for a permanent position in MathematicalFinance at the University of the Witwatersrand, Johannesburg, to betaken up with effect from 1 February 2006 or as soon as possiblethereafter. Candidates for the Lecturer or Senior Lecturer position should have aPhD and, in the case of the Senior Lectureship, an established trackrecord of research in some area of financial mathematics. Candidatesfor the Associate Lecturer position should have an MSc and beengaged in PhD studies. Applications are encouraged from candidateswith a background in stochastic calculus or numerical mathematics,but this is not a prerequisite. We are also keen to attract applicantswho are already established applied mathematicians and who wish tochange their academic focus. The appointee to this permanent post in the School of Computational &Applied Mathematics will be expected to maintain an activeprogramme of research, and to play a significant role in all aspects ofthe organisation and teaching of financial mathematics at all levels. The School of Computational & Applied Mathematics has a history ofteaching and research in Mathematical Finance dating back to 1989.The Programme in Advanced Mathematics of Finance is the pre-eminent financial mathematics degree in South Africa. Graduates areemployed worldwide in leading financial institutions. It has hadnumerous research collaborations and funding agreements with localand international investment banks. The appointment will be made at the appropriate point on theAssociate Lecturer, Lecturer or Senior Lecturer scale. Furtherparticulars of the post, including information about remuneration, maybe obtained from Prof David Taylor at mfinance(a)cam.wits.ac.za +27-11-717-6149 (fax). More information can be found on our website: http://www.cam.wits.ac.za/mfinance Information on living in South Africa can be found on: http://www.safrica.info To apply, please submit a covering letter, detailed CV with names andcontact details of three referees & certified copies of degrees to: Mrs Kalpana Patel, Human Resources Manager Faculty of Science Wits University Private Bag 3 Wits 2050 South Africa The closing date for the receipt of completed applications is 31stDecember 2005. Equality of opportunity is University policy Prof David R Taylor Co-ordinator, Mathematics of Finance Programme School of Computational & Applied Mathematics University of the Witwatersrand PO WITS, 2050 South Afrika http://www.cam.wits.ac.za/mfinance/ (+27)-11-717-6110 (tel); (+27)-11-717-6149 (fax)

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reminder, this week's seminars
by Sandra Trenovatz 24 Oct '05

24 Oct '05

Timetable Tu, 25.10.2005 Uwe Schmock (FAM, TU Vienna) Presentation of the New Christian Doppler Laboratory on Portfolio Risk Management Tuesdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107. -------------------------------------------------------------------- Vortragsreihe aus Finanz- und Versicherungsmathematik Tu, 08.11.2005 Damir Filipovic homepage (LMU München) 16:30, FH 8 Equilibrium and optimality for monetary utility functions under constraints (joint with Michael Kupper) http://www.fam.tuwien.ac.at/events/vr/20051108.php -------------------------------------------------------------------- Workshop on Operational Risk Management (ORM05) http://www.univie.ac.at/crm/orm05/ --------------------------------------------------------------------

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reminder, this week's seminars
by Sandra Trenovatz 17 Oct '05

17 Oct '05

------------------------------------------------------------------------ Tuesday, 18.10.2005 Seminarroom 107, Freihaus TU Wien Hans Buehler (Deutsche Bank London und TU Berlin) "Variance Swap Market Models" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ Thursday's Seminar (winter term 2005/06): This seminar follows the book: Cedric Villani: "Topics in Optimal Transportation" It takes place at the Math-Department of UniVie: Nordbergstrasse 15, 7th floor, room C 714. For further information, please write an e-mail to Josef Teichmann <jteichma(a)fam.tuwien.ac.at> ------------------------------------------------------------------------ The Scientific Association for Insurance, Financial and Operational Risk Management (INFORM - http://www.inform.ac.at/) invites you to the Workshop on Operational Risk Management (ORM05) http://www.univie.ac.at/crm/orm05/ ------------------------------------------------------------------------

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quantitative economics/finance position at Caltech (fwd)
by Andreas Schamanek 11 Oct '05

11 Oct '05

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Mon, 10 Oct 2005 12:46:04 -0700 (PDT) From: Jaksa Cvitanic <cvitanic(a)hss.caltech.edu> Subject: quantitative economics/finance position at Caltech (...) The Division of Humanities and Social Sciences at Caltech has advertised a tenure-track position in Economics/Finance. The Social Sciences part of the division consists of faculty members most of which are involved in multi-disciplinary research with strong mathematical/statistical components. For details, see http://www.hss.caltech.edu/jobs/econad -----------------------

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reminder, this week's seminars
by Sandra Trenovatz 10 Oct '05

10 Oct '05

Timetable Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107 seminars within one week Tu, 11.10.2005 Miklos Rasonyi (Hungarian Academy of Sciences) Convergence of utility prices to the superreplication price For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Tenure-Track Position for Mathematical Finance (fwd)
by Andreas Schamanek 06 Oct '05

06 Oct '05

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Wed, 05 Oct 2005 10:50:09 -0400 From: Ferna R. Hartman <fh0d(a)andrew.cmu.edu> Subject: Tenure-Track Position for Mathematical Finance Dear Colleagues: Please assist me in disseminating the announcement of the following position. Thank you. -- Steve Shreve Tenure-Track Position in Mathematical Finance Department of Mathematical Sciences Carnegie Mellon University The Department of Mathematical Sciences expects to make a tenure-track appointment in Mathematical Finance at the Assistant or Associate Professor level, beginning September 2006. Applicants should have a strong record of academic research in mathematics, knowledge of probability theory, experience with finance applications, and demonstrated teaching ability. 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 to: Math Finance Appointments Department of Mathematical Sciences Carnegie Mellon University Pittsburgh, PA 15213. The deadline for application is January 18, 2006. Carnegie Mellon is an Affirmative Action/Equal Opportunity Employer and encourages applications from women and minorities.

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FAM-news October 2005