by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Wed, 27 Sep 2006 15:55:06 +0200
From: Antonella Basso <basso(a)unive.it>
Subject: Call for Papers Workshop on Quantitative Finance 2007
CALL FOR PAPERS
WORKSHOP ON QUANTITATIVE FINANCE
January 25-26, 2007
Department of Applied Mathematics
University Ca' Foscari of Venice (Italy)
The present edition is the eighth one of an increasingly successful
initiative whose aim is to set a common forum of ideas and discussions
among researchers and practicioners interested in finance. As in the
previous edition of the workshop, we wish to particularly encourage an
international participation of young researchers and both theoretical
and applied contributions.
We welcome contributions in any of the following subjects:
Mathematical Finance
Financial Economics
Computational Finance
Econometrics and Statistics of Financial Markets
Corporate Finance
Papers (even in preliminary form) should be submitted before November
24, 2006. Notification of acceptance will be received by December 23,
2006. Each accepted paper will be assigned to a discussant. The
deadline for Registration is January 14, 2007 (there is no
participation fee).
E-mail: <mailto:wqf2007@unive.it>wqf2007(a)unive.it
For further information, please visit the web-site
http://caronte.dma.unive.it/QuantitativeFinance2007 .
SCIENTIFIC COMMITTEE
Fabio Antonelli, Emilio Barucci, Antonella Basso,
Damiano Brigo, Marcello Esposito, Carlo A.
Favero, Fulvio Ortu, Loriana Pelizzon, Fabio Trojani.
ORGANIZING COMMITTE
Diana Barro, Antonella Basso, Monica Billio,
Marco Corazza, Martina Nardon, Loriana Pelizzon, Paolo Pianca.
Antonella Basso
Dipartimento di Matematica Applicata
Università Ca' Foscari di Venezia
Dorsoduro 3825/E - 30123 Venezia - Italy
Tel. +39-041-2346914 - Fax +39-041-5221756
E-mail address: basso(a)unive.it
Web page: http://www.dma.unive.it/~basso
by Walter Schachermayer by way of Andreas Schamanek
Ich unterstuetze diesen "Campaign-Aufruf" nachdruecklich und bitte
alle, einen Schneeball-Effekt auszuloesen.
LG Walter
---------- Forwarded message ----------
Date: Mon, 25 Sep 2006 08:59:00 +0200 (CEST)
From: Prof. Heinz W. Engl <heinz.engl(a)jku.at>
Subject: "austrian of the year"
dear colleagues
the newspaper "presse" elects as every year 3 "austrians of the year". in
the category science, one of the candidates is karl sigmund, the chairman
of the radon institute kuratorium.
although such election might be considered a bit questionable, they
are connected with a lot of publicity. if simgund should be chosen,
this would certainly give more public visibility for mathematics. in
addition to his mathematical work, karl sigmund also planned and
organized some high profil public exhibitions, e.g. on forced
emigration from austria of jewish scientists and on kurt gödel.
for these reasons, i would like to "campaign" for karl sigmund. the
election can be done by sending a form published (e.g. today) in
"presse" to the journal, i can be done online via
http://diepresse.com/austria06 or by sending an sms with the text
"austria 1e" to 0900 872872 (i do not know if voting by sms one has to
vote also for a candidate in the other categories, so that i suggest
that those who want to participtae (this is a suggestion , nothing
more, of course!) do so via internet).
best regards
heinz engl
---------------------------------------------------------------------------
Prof.Dr.Heinz W. Engl E-Mail: heinz.engl(a)jku.at
Institut fuer Industriemathematik secretary: doris.nikolaus(a)jku.at
Johannes-Kepler-Universitaet Phone:+43-(0)732-2468 9219
Altenbergerstrasse 69 secretary: +43-(0)732-2468 9220
A-4040 Linz Fax:+43-(0)732-2468 8855
Oesterreich / Austria
World Wide Web: http://www.indmath.uni-linz.ac.at/
and
Johann Radon Institute for Computational and Applied Mathematics (RICAM),
Austrian Academy of Sciences; http://www.ricam.oeaw.ac.at
EMail: heinz.engl(a)oeaw.ac.at
Mobile Phone: +43-(0)664-5209029 Mobile Fax: +43-(0)664-5274338
---------------------------------------------------------------------------
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 28.09.2006 Gregor Dorfleitner (WU Wien)
"Coherent risk measures, coherent capital allocations,
and the gradient allocation principle"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Fri, 22 Sep 2006 11:52:20 +0200
From: Josef Teichmann <josef.teichmann(a)fam.tuwien.ac.at>
-----Original Message-----
From: Philip Protter [mailto:pep4@cornell.edu]
Sent: Wednesday, September 20, 2006 10:18 PM
Subject: Position in Financial Engineering at Cornell
Dear Friends and Colleagues,
I wish to spread the word that Cornell ORIE is hiring this year, at the
senior or junior (tenure track) level, and also at the postdoc level, in
Financial Engineering. Thanks in advance for any help to spread the work
you may give. Below are the two ads, which are very similar. Yours,
Philip
CORNELL UNIVERSITY
SCHOOL OF OPERATIONS RESEARCH & INDUSTRIAL ENGINEERING
One or more tenure-track and/or tenured positions. Rank open. PhD required
in Mathematics, OR, Statistics, or related field. Expertise in Financial
Engineering research and teaching is required. Involvement in the School's
Masters Program in Financial Engineering is expected. Salary appropriate to
qualifications and engineering norms. ORIE at Cornell is a diverse group of
probabilists, math programmers, statisticians, and those working in
simulation and manufacturing systems. An ideal candidate will have broad
training and interests and two years' postdoctoral experience for a junior
position, although a senior position is being seriously considered as well.
CV, 1-page statement of research and teaching interests, doctoral transcript
for junior applicants, and four letters of recommendation should be sent to
Financial Engineering Search, ORIE, Rhodes Hall, Cornell University, Ithaca,
NY 14853-3801. Applications completed by December 31, 2006 given preference.
Women and minority candidates especially encouraged to apply. Cornell
University is an AA/EOE. Please indicate you are applying for the tenured
or tenure-track position on your application.
*******************
CORNELL UNIVERSITY
SCHOOL OF OPERATIONS RESEARCH & INDUSTRIAL ENGINEERING
One or more postdoctoral positions. PhD required in Mathematics, OR,
Statistics, or related field. Expertise in Financial Engineering research
and teaching is required. Involvement in the School's Masters Program in
Financial Engineering is expected. Salary appropriate to qualifications and
Engineering norms. ORIE at Cornell is a diverse group of probabilists, math
programmers, statisticians, and those working in simulation and
manufacturing systems. An ideal candidate will have broad training. CV,
1-page statement of research and teaching interests, doctoral transcript,
and three letters of recommendation should be sent to Financial Engineering
Search, ORIE, Rhodes Hall, Cornell University, Ithaca, NY 14853-3801.
Applications completed by December 31, 2006 given preference. Women and
minority candidates especially encouraged to apply. Cornell University is an
AA/EOE. Please indicate you are applying for the postdoctoral position in
your application.
--
Philip Protter
ORIE -- 219 Rhodes Hall
Cornell University
Ithaca, NY 14853-3801
USA
pep4(a)cornell.edu
Telephone: 607-255-9133
Fax: 607-255-9129
http://www.orie.cornell.edu/orie/people/faculty/profile.cfm?netid=pep4
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Fri, 22 Sep 2006 10:26:15 +0200
From: Monika Michel <michel(a)math.TU-Berlin.DE>
Subject: Deutsche Bank Professorships in Berlin
Dear colleague,
We would be grateful if you could pass on the attached information about two
Deutsche Bank research professorships in Berlin to potentially interested
scientists.
Our apologies if you receive this message more than once.
On behalf of the hiring committee,
Monika Michel
Sekr. MA 7-5
Fakultät II - Institut für Mathematik
Technische Universität Berlin
Straße des 17. Juni 136
10623 Berlin
phone: +49(0)30-31423217
fax: +49(0)30- 31421695
[attachment converted to plain text by admin]
Two Deutsche Bank Professorships (W3, tenure) in Mathematical Financce
Faculty II . Mathematics and Natural Sciences (TU Berlin) .
one position (reference number: II-610)
Faculty of Mathematics and Natural Sciences II (Humboldt University) .
one position (reference number: PR/015/06)
Deutsche Bank Quantitative Products Laboratory (QP Lab), Humboldt
University and TU Berlin invite applications for two permanent full
professor positions (W3) in Mathematical Finance. We are looking for
internationally recognized scientists with a strong research record,
who will be expected to cooperate with QP Lab in applied research
projects. For an initial period of four years, the positions will be
research professorships with a reduced teaching duty. Depending on a
positive evaluation, the reduction of teaching can be extended for
another four years.
Applicants must meet the legal requirements for a university professor
as stipulated in § 100 BerlHG.
TU Berlin and HU Berlin are committed to gender equality, and
therefore strongly encourage applications by female scientists.
Applications by women with equivalent qualifications will be given
preference. Severely disabled applicants with equivalent
qualifications will be given preferential treatment.
Please send your application including curriculum vitae, list of
publications, and a list of teaching activities to one of the
following addresses (closing date for applications: October 12, 2006):
concerning reference number II-610 concerning reference number PR/015/06
Präsident TU Berlin Prof. Dr. Jürg Kramer
Institut für Mathematik Direktor
Sekretariat MA 4-1 Institut für Mathematik
Straße des 17. Juni 136 Humboldt-Universität zu Berlin
Unter den Linden 6
10623 Berlin
Germany 10099 Berlin
Germany
Further details are available from Further details are available from
Prof. Dr. Alexander Schied Prof. Dr. Peter Imkeller
phone: +49-(0)30-314 24602 phone: +49-(0)30-2093-5850
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Fri, 22 Sep 2006 10:31:05 +0200
From: Monika Michel <michel(a)math.TU-Berlin.DE>
Subject: Head of junior research group in math finance at TU Berlin
Dear colleague,
Matheon and TU Berlin invite applications from young scientists for
the position of the
Head of a junior research group in mathematical finance.
We would be grateful if you could pass on the attached information to
potential applicants, and we apologize if you receive this message
more than once.
On behalf of the hiring committee,
Monika Michel
Sekr. MA 7-5
Fakultät II - Institut für Mathematik
Technische Universität Berlin
Straße des 17. Juni 136
10623 Berlin
phone: +49(0)30-31423217
fax: +49(0)30- 31421695
[attachment converted to plain text by admin]
Zeit 21.09./Internet 14.09./Fristende 12.10.2006
Technische Universität Berlin Berlin, 13.09.2006
Der Präsident Tel. (030) 314-28297
- II T 6-16 - Fax: (030) 314-29788
Zi. H 2123
Email: jobs(a)TU-Berlin.de
S t e l l e n a u s s c h r e i b u n g
The DFG Research center MATHEON "Mathematics for key technologies:
Modelling, simulation and optimization of real-world processes", and
the Institute of Mathematics of the Berlin University of Technology
are inviting applications for the position of the
Head of a junior research group in Mathematical Finance
We are looking for candidates on a postdoctoral level with a
university degree in mathematics, who are experts in mathematical
finance and have an excellent background in applied and stochastic
analysis. They should have a strong record showing ability for
conducting independent research. It is expected that the successful
candidate will take an active part in the scientific training of young
researchers and in the activities of MATHEON.
Salary will be on a BAT Ib level, and the initial contract duration
will be until May 31, 2010. After a positive evaluation, an extension
of the contract for a total of 6 years is possible.
The participating institutions strive to increase the female quota and
therefore emphatically requests applications from female applicants.
Women with equivalent qualifications would be preferentially employed.
Severely disabled applicants with equivalent qualifications will be
given preferential treatment.
For further information see: http://www.matheon.de
Please send your written application and the usual documents to the
Präsident der Technischen Universität Berlin, Fakultät II, Sekretariat
MA 3-1, Straße des 17. Juni 136, D- 10623 Berlin (Germany).
Closing date for applications: within 3 weeks after publication
reference number: FO-829
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 19.09.2006 Petra Posedel (University Bocconi, Milano)
Asymptotic analysis for a simple explicit estimator
in BNS stochastic volatility models
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Fri, 08 Sep 2006 10:21:08 +0200
From: Peter Ouwehand <Peter(a)MATHS.uct.ac.za>
Subject: position at uct
Dear all,
Apologies for multiple and/or unwanted emails. I've pasted (and also
attached) an advertisement for a position at the University of Cape
Town.
Regards,
Peter Ouwehand
______________________________________________________________________
UNIVERSITY OF CAPE TOWN
ASSOCIATE PROFESSOR/ SENIOR LECTURER/LECTURER
DEPARTMENT OF MATHEMATICS AND APPLIED MATHEMATICS
The Department is large and dynamic, with an establishment of over
thirty faculty members. We seek to make three new appointments with
effect from January 2007 or as soon as possible thereafter.
Applications are sought for posts at all levels, from Lecturer to
Associate Professor, in all fields compatible with the research
interests and activities of the Department, including enrichment
programmes for schools. Please see our website at www.mth.uct.ac.za
for details of research groupings and activities. We particularly
encourage applications from candidates with research and teaching
interests in Mathematics of Computer Science; or with computational
interests and expertise in areas of Applied Mathematics and
Mathematical Modelling; or in the Mathematics of Finance.
A minimum qualification of a PhD is normally expected and young
mathematicians are particularly encouraged to apply. Applicants for a
senior position should have good teaching and strong international
research records, and the ability to raise research funding and
develop strong research programmes in their fields of interest.
Candidates should indicate for which level of position they are
applying. Level of appointment will be commensurate with experience
and standing of applicants.
The annual remuneration packages, including benefits, are:
Associate Professor: R373 968
Senior Lecturer: R315 536
Lecturer: R257 103
Please send: a letter of motivation, your full CV (no certificates), a
summary CV (please refer to the template provided on our website
http://www.mth.uct.ac.za ) and details (email/tel) of 3 referees, to:
Mr K Salman (Ref: 1163), Staff Recruitment & Selection, University of
Cape Town, Rondebosch, South Africa 7701 by 22 September 2006.
Telephone: +27 21 650-2192, email: ksalman(a)bremner.uct.ac.za website:
http://www.uct.ac.za
We are committed to equity in our employment practices. It is our
intention to appoint individuals with the aim of meeting our equity
objectives.
--
--------------------------------------------------
Peter Ouwehand
Senior Lecturer
Department of Mathematics and Applied Mathematics
University of Cape Town
peter(a)maths.uct.ac.za
tel (021) 650 3198
cel 083 697 8425
fax (021) 650 2334
--------------------------------------------------
"Just at present, almost all university activities in Britain are
described in the language of accountancy. So even an activity such as
philosophy is described [...] in terms of deliverability, production
targets, output monitoring, measuring, auditing, appraisal,
value-added, point-of-service strategic resource allocations, and
other horrors[...] grotesquely unfitted to describing attempts to
understand the world."
[Simon Blackburn in "Truth: A Guide for the Perplexed".]
[attachment with same content as above removed by admin]
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Thu, 07 Sep 2006 17:59:06 -0400
From: Vladimir Dobric <vd00(a)Lehigh.EDU>
Subject: Hiring at associate or full professor level
I would appreciate if you alert potential candidates for the position at the
associate or full professor level described in the add below.
Best
Prof. Vladimir Dobric
Department of Industrial and Systems Engineering
Lehigh University, Bethlehem, PA 18015
The department of Industrial and Systems Engineering at Lehigh
University invites applications for a Full or Associate Professor. We
welcome applications from individuals with strong backgrounds in any
ISE-relevant discipline, including industrial engineering, operations
research, systems engineering, and computer science. Candidates with
a strong background in high-performance computing and/or large-scale
optimization with interests in *financial engineering* or
bioinformatics/health care are especially encouraged to apply. The
candidate must demonstrate a strong commitment to undergraduate and
graduate education, conduct an active research program with strong
external support, and be willing to explore interdisciplinary research
opportunities within the college and university.
The department is undergoing significant growth in various area of
operations research and computing. Current research thrusts include
(1) optimization, (2) high-performance computing, (3) manufacturing,
production, and logistics, (4) information systems, and (5) stochastic
processes. Recent hires at the junior level have joined the Department
in these and related areas with specializations in parallel
algorithms, grid computing, mathematical programming, robust
optimization, telecommunications, and supply chain analysis.
Established in 1926, the ISE Department currently has 15 full-time
faculty members, 130 undergraduates and 120 graduate students, about
50 of which are Ph.D. students. We offer comprehensive research and
education programs at the B.S., M.S., and Ph.D. levels. The ISE
faculty maintains an outstanding international reputation in a variety
of research areas. Active research topics include discrete
optimization, high performance computing, financial optimization,
telecommunications, and a variety of topics in logistics and supply
chain analysis. The Department maintains excellent computational and
laboratory facilities, including a 64-processor Beowulf cluster for
parallel computing. Annual research expenditures exceed $3.5 million.
The Department has extensive interdisciplinary ties with the business
school through the Center for Value Chain Research and finance and
mathematics departments through the Analytical Finance program.
Review of applications will begin December 1, 2006 and will continue
until the position is filled. Send a statement of research and
teaching interests, a curriculum vita, representative research
paper(s), names and addresses of at least three references, and a
cover letter to Professor Robert H. Storer, Search Committee Chair,
Dept. of Industrial and Systems Engineering, Mohler Laboratory, 200
West Packer Ave., Lehigh University, Bethlehem, PA, 18015-1582. The
department web site is http://www.lehigh.edu/inime/ .
Lehigh University is an affirmative action/equal opportunity employer
and provides equal opportunity on the basis of merit without
discrimination because of race, color, religious creed, ancestry,
national origin, age, handicap, gender, sexual orientation, or union
membership.