by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Wed, 4 Oct 2006 13:51:13 +0200
From: Alexander Schied <schied(a)math.TU-Berlin.DE>
To: Recipient List Suppressed: ;
Subject: postdoc positions in Berlin
Dear collegue,
I would be grateful if you could pass on the following information to potential
applicants.
Applications are invited for up to 3 postdoctoral research positions in the
area of mathematical finance. The positions will be part of the new Quantitative
Products Laboratory, a joint research institute of Deutsche Bank, Humboldt
University and TU Berlin.
See attachment for more details. In case of questions please contact
Ms. Florence Siwak
Institut für Mathematik, MA 7-4
TU Berlin
phone: +49-30-314 24602
siwak(a)math.tu-berlin.de
[attachment converted to plain text by admin]
TECHNISCHE UNIVERSITÄT BERLIN
3 postdoctoral research positions . Vgr. Ib BAT
Fakultät II . Quantitative Products Laboratory
Kennziffer: FO-833 (limited to 4 years / closing date for applications
12.10.2006)
Responsibilities: applications are invited for up to 3 postdoctoral
research positions in the area of mathematical finance; the positions
will be part of the new Quantitative Products Laboratory, a joint
research institute of Deutsche Bank, Humboldt University and TU Berlin
Requirements: we are looking for applicants who are interested in
cooperating with Deutsche Bank in applied research projects concerning
liquidity risk, new market risk models, market microstructure or risk
management; candidates should hold a PhD and possess a strong
background in mathematical finance and stochastics
Please send your written application and the usual documents to the
Präsident der Technischen Universität Berlin, Fakultät II, Sekretariat
MA 4-1, Straße des 17. Juni 136, 10623 Berlin.
Weitere Informationen zur Tel.: +49(0)30 314 . 23756
Stelle erteilt Ihnen: email: grentzer(a)math.tu-berlin.de
Diese Stellenanzeige ist Zeit 05.10.2006
erschienen in:
by Walter Schachermayer by way of Andreas Schamanek
Liebe Family,
my lecture "Ausgewaehlte Kapitel der stoch FM" (wednesdays 9:45 - 11:15) is
adressed to PhD students in Math Fin and related areas and might also be of
interest for postdocs etc.
The first lecture will take place on
wednesday, 11 Oct.
I have not made up my mind yet what I am going to teach and I see 3
possibilities.
1. Recent papers (like the enclosed note on affine processes by Jan Kallsen)
on topics of interest (risk measures, transaction costs, utility
maximisation etc). In this case I would spend typically 2 - 3 lectures on
one paper and then take the next one.
2. Selected chapters of Revuz/Yor
3. Selected chapters of Bertoin (Levy processes).
Maybe we can discuss on wednesday over some sushis which of these plans is
most popular among you.
Regards from Walter
Attachment note:
Jan Kallsen: A didactic note on affine stochastic volatility models.
http://pcstatistik15.ma.tum.de/kallsen/timechange3.pdf
Timetable
Tuesday, 15:00
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 03.10.2006 Benedikt Blum (TU München)
15:00
Deterministic Pricing of Options on Levy driven Assets
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/