---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 29 Nov 2005 21:16:52 -0000
From: Igor Evstigneev <igor.evstigneev(a)manchester.ac.uk>
Subject: research position in Mathematical Finance/Financial Economics
Dear Colleagues,
I would like to bring to your attention an opening of a research
position in Mathematical Finance/Financial Economics at the Economics
Department of the University of Manchester:
http://www.socialsciences.man.ac.uk/economics/about/vacancies.htm .
Please forward this announcement to those colleagues who fit the
profile described below and might be interested in the position.
The appointment will be made to Post-Doctoral Fellow or Research
Fellow, according to the experience and relevant qualifications of the
successful candidate. The position is established under the support
of Samuel Gratrix Fund to pursue research in Mathematical Finance or
Financial Economics. The research will be focused on the following
areas:
(a) random dynamical systems and models of financial markets
(evolutionary finance, growth theory);
(b) interactions-based models in economics and finance;
(c) new approaches to asset pricing in markets with frictions.
An ideal candidate for the position is a mathematician having research
experience and publications in Mathematical Finance or Financial
Economics, with a preferred background in one of the following fields:
(1) probability and dynamical systems;
(2) probability and control (stochastic control and optimization,
stochastic games);
(3) probability and functional analysis.
The period of employment is for two years, with the possibility of
extension for a third year. The annual salary will be in the range of
GBP 20 000 to GBP 30 000, depending on the experience and
qualifications of the candidate. The starting date is 1 March 2006 or
as soon as possible thereafter. The closing date for applications is 6
January 2006.
There are no teaching duties associated with this position.
For a formal position announcement and job specification, please see
the website indicated above. Informal enquiries can be addressed to
igor.evstigneev(a)manchester.ac.uk .
Sincerely,
Professor Igor Evstigneev
Chair in Mathematical Economics
Economics Department
University of Manchester
Oxford Road
Manchester M13 9PL
UK
Tel.: (+)44-161-2754275
Fax: (+)44-161-2754812
E-mail: igor.evstigneev(a)manchester.ac.uk
WWW: http://les1.man.ac.uk/ses/staff/evstigneev/
Tuesday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 29.11.2005 Mesrop Janunts (Institut für Mathematik, TU Berlin)
"Duality methods for portfolio optimization"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Tuesday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 22.11.2005 Walter Fisher
(IHS Institute for Advanced Studies, Vienna)
Relative Wealth and Endogenous Employment:
A Short- and Long-Run Analysis
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 15.11.2005 Birgit Rudloff (Martin-Luther-Universität Halle-Wittenberg)
Convex Hedging in Incomplete Markets and Generalizations
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
----------------------------------------------------------------------
FAM-jobs:
FAM @ TU Wien has an attractive job opportunity for
** PhD students and PostDocs **
within the first Christian-Doppler-Laboratory
in collaboration with a bank (BA-CA):
http://www.fam.tuwien.ac.at/jobs/20051102.php
----------------------------------------------------------------------
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik"
dürfen wir Sie zu folgendem Vortrag einladen:
Dienstag, 8. November 2005, 16:30, TU Wien, Nöbauer Hörsaal (FH 8):
Univ.Prof. Dr. Damir Filipovic
Mathematisches Institut, LMU München
"Equilibrium and optimality for monetary
utility functions under constraints"
http://www.fam.tuwien.ac.at/events/vr/20051108.php
Wir dürfen Sie weiters auf eine eintägige Vortragsveranstaltung am 16.
November an der Universität Wien hinweisen (siehe Anhang unten).
Mit freundlichen Grüßen,
Mag. Dr. Klaus Wegenkittl
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Gen.-Dir. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
o.Univ.-Prof. Dr. W. Schachermayer
Univ.-Prof. Dr. U. Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
----------------------------------------------------------------------
EINLADUNG
---------
Workshop on
OPERATIONAL RISK MANAGEMENT (ORM05)
http://www.univie.ac.at/crm/orm05/
Mittwoch, 16. November 2005
Elise-Richter-Saal der Universität Wien
Programm
--------
Paul Embrechts, ETH Zürich
Quantitative Models for Operational Risk:
Extremes, Dependence and Aggregation
Jack King, Universität Wien
Operational Risk - Organisational Theory or Financial Mathematics
Radoslaw Zwizlo, FMA
Operationales Risiko aus der Sicht der Finanzmarktwirtschaft
Veranstalter
------------
Instituts für Statistik und Decision Support Systems (Universität Wien)
http://www.univie.ac.at/statistics/
Wissenschaftlicher Vereins INFORM
(Insurance, Financial and Operational Risk Management)
http://www.inform.ac.at/
Österreichische Gesellschaft für Operations Research (ÖGOR)
http://www.oegor.at/
---------- Forwarded message ----------
From: Walter Schachermayer + Frank Oertel
---------- Forwarded message ----------
From: "Takis Konstantopoulos"
Date: Tue, October 25, 2005 10:49 am
Dear all, the 'numdam' site ( http://www.numdam.org/ )
has published ALL volumes of the famous
Se'minaire de probabilite's de Strasbourg
from 1967 to 2002. It is a wonderful resource for anyone interested in
Probability.
http://www.numdam.org/numdam-bin/browse?j=SPS&sl=0
Regards,
Takis