Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Th, 03.03.2005: Daniel Dvorak
An Extension of Panjer's Recursion
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 24 Feb 2005 11:47:33 +0000 (GMT)
From: Josef Hofbauer <jhofb(a)math.ucl.ac.uk>
To: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
Subject: lectureship at UCL
2 Lectureships in
Mathematical Economics/
Mathematical Finance
Because of the overwhelming popularity of the joint courses in Economics,
the Departments of Mathematics and Statistical Science wish to make two
lecturer appointments from October 2005. The appointees will be expected
to teach basic first and second year modules in Economics. Applicants
should also have demonstrated considerable research potential in some
branch of Mathematics/Statistical Science. Salary will be according to
experience on the Lecturer B scale from £30,319 to £38,213 inclusive of
London Allowance.
Please send a full CV and details of three referees and current salary to
Prof D G Larman, Head of the Department of Mathematics, University College
London, Gower Street, London, WC1E 6BT telephone: +44 (0)20 7679 2855; fax
+44 (0)20 7383 5519; e-mail: d.larman(a)ucl.ac.uk. Please also return the
Equal Opportunities Form found on the Further Particulars page of the
Mathematics Department website.
Further particulars (which should be read prior to sending an
application), as well as general information about UCL can be found on our
websites:
http://www.ucl.ac.uk/maths/http://www.ucl.ac.uk/Mathematics/Adverts/MathEconPosts05/MathEconAdvert.html
The closing date for receipt of applications is Friday, 25 February 2005.
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
I remind that I am organizing a week on "Fundamentals" from april 25 - 29.
Walter
---------- Forwarded message ----------
Date: Mon, 21 Feb 2005 09:31:56 +0000
From: Victoria Henderson <vhenders(a)princeton.edu>
Subject: Developments in Quantitative Finance, 4-8 July 2005
Dear collegues,
This is a brief reminder that the closing date for applications to
attend the INI conference is next Monday 28th Jan.
We have generous EU and Nomura funding to assist phd students, postdocs
and young researchers and senior researchers who are EU nationals but
working outside the EU.
Please remind your collegues and students to apply.
Best regards
Vicky Henderson
David Hobson
Stan Pliska
Chris Rogers
[quote signs removed from the following text by admin#fam.tuwien.ac.at]
Dear collegues,
Please find below the announcement for the INI conference
"Developments in Quantitative Finance" to be held in Cambridge this
July.
We have generous funding from the EC and Nomura for this event, so
will be able to fund local expenses of students, young participants
and Europeans working outside the EU.
The official website for the conference can be found :
http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html
where there is an application form. The deadline is 28th February.
There are also more details about funding categories and accomodation
options on a second website :
http://www.bath.ac.uk/~masdgh/INI/conference.html
Please accept our apologies if you receive multiple announcements - we
want to advertise widely.
Best wishes,
Vicky Henderson
David Hobson
Stan Pliska
Chris Rogers
------------------------------------------------------------
Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
Quantitative Finance: Developments, Applications & Problems
(4 - 8 July 2005)
Supported by the European Commission, Sixth Framework Programme
Marie Curie Conferences and Training Courses - MSCF-CT-2004-516558 and
NOMURA
in association with the Newton Institute programme entitled
Developments in Quantitative Finance (24 January to 22 July 2005)
Organisers: V Henderson (Princeton), D Hobson (Bath), S Pliska
(Illinois), C Rogers (Cambridge).
Theme of Conference: The objective of this conference is to bring
together academics from various fields, including mathematicians, but
also researchers from economics and finance, together with industry
practitioners, to discuss the latest developments in the theory of
mathematical finance, the application of this theory to current issues
facing the industry and to identify the substantive problems
confronting academic researchers and finance professionals. Many
individual themes within quantitative finance are covered elsewhere in
the programme, and this conference will aim to promote the
developments in those areas to a wider audience, whilst simultaneously
providing a forum for the discussion of advances in other areas within
the field.
Invited Speakers: Y Ait-Sahalia (Princeton), P. Bank (Columbia), M.
Baxter (Nomura), D. Becherer (Imperial), N. Branger (Frankfurt), M.
Davis (Imperial), D. Duffie* (Stanford), R Frey (Leipzig), S Hodges
(Warwick), L. Hughston (Kings), R. Jarrow* (Cornell), E. Jouini
(Ceremade), S Kou (Columbia), D. Kramkov (Carnegie-Mellon), M.
Monoyios (Brunel), P. Mykland (Chicago), E Platen (UTS), J-C Rochet
(Toulouse), S. Ross (MIT), S. Shreve (Carnegie-Mellon), R Sircar
(Princeton) and M. Zervos (Kings).
*to be confirmed
Location & Cost: The Conference will take place at the Newton
Institute and accommodation for participants will be provided in
single study bedrooms with shared bathroom at Wolfson Court. The
conference package, costing 440GBP, includes accommodation, breakfast
and dinner from dinner on Sunday 3 July to breakfast on Saturday 9
July 2005, and lunch and refreshments during the days that lectures
take place. Self-supporting participants are very welcome to apply.
Further Information and Applications Forms are available from the WWW
at:
http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html
Completed application forms should be sent to Tracey Andrew at the
address below, or via email to: t.andrew(a)newton.cam.ac.uk
Closing Date for the receipt of applications is 28 February 2005
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
seminars within one week
Tu, 22.02.2005 Stefan Ankirchner
Enlargement of filtrations, continuous Girsanov-type
embeddings and utility maximization of insiders
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
-------- Original Message --------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Wed, 16 Feb 2005 18:05:03 +0100
From: Hans-Joachim Zwiesler <zwiesler(a)mathematik.uni-ulm.de>
To: zwiesler(a)mathematik.uni-ulm.de
Subject: SCOR-Preis für Aktuarwissenschaften in Verbindung mit der
Universität Ulm 2005
SCOR-Preis für Aktuarwissenschaften in Verbindung mit der Universität
Ulm 2005
Sehr geehrte Kolleginnen und Kollegen,
zum nunmehr neunten Mal stiftet das Rückversicherungsunternehmen SCOR
Deutschland, Tochtergesellschaft der französischen SCOR-Gruppe, die zu
den Top Ten unter den internationalen Rückversicherern zählt, drei
Preise zur Förderung von Nachwuchswissenschaftlern deutschsprachiger
Universitäten, deren Arbeiten einen Bezug zu aktuarwissenschaftlichen
Fragestellungen aufweisen. Die Ausschreibung ist bewusst breit und
interdisziplinär angelegt und erlaubt auch die Einreichung von
Dissertationen und Diplomarbeiten.
Im Namen der Jury und von SCOR Deutschland möchte ich Sie herzlich
bitten, die beiliegenden Ausschreibungen an geeignete Interessenten
weiterzugeben.
Mit freundlichen Grüßen
Hans-Joachim Zwiesler
Die Preisträger 2004 waren:
Michael Merz (Universität Tübingen):
"Credibility-Theorie - Das Konzept der orthogonalen Projektion zur
Bestimmung von Credibility-Schätzern in diskreter und kontinuierlicher Zeit"
Florian Helms (Technischen Universität München):
"Estimating LTC Premiums using GEE's for Pseudo Values"
Gregor Mummenhoff (Universität Ulm):
"Bewertung von Versicherungsrisiken mittels des Äquivalens-Nutzen-Prinzips"
[ PDF attachment can be found at
http://www.fam.tuwien.ac.at/listsdata/scor05.pdf ]
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 15.02.2005 Walter Schachermayer
Optimal Design of Risk Exchange for Cash-Invariant Risk
Measures
Th, 17.02.2005 Reinhold Kainhofer
Zur Erstellung der österreichischen Rententafeln AVÖ2005R
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/