FAM-news January 2007

fam-news@fam.tuwien.ac.at

3 participants
9 discussions

Klimawandel
by Walter Schachermayer 29 Jan '07

29 Jan '07

Betreff: Weltweite "5-min.-Aktion" zum Klimawandel. Alles Ausschalten am 1.Februar 2007 von 19h55 bis 20h00 Am 1. Feb 2007: können Sie an der weltweit größten Bewegung gegen den Klimawechsel teilnehmen. Verschiedene Naturschutz-Organisationen senden eine Aufforderung an alle BewohnerInnen unseres Planten, die 5 "Schweigeminuten": jede(r) soll Licht, Strom und sonstiges ausschalten, zwischen 19h55 und 20h00. Fünf Minuten, nicht nur um Energie zu sparen, sondern besonders, um die Bevölkerung, die Medien und PolitikerInnen auf die tägliche Energieverschwendung aufmerksam zu machen. Ein Akt, der nur 5 Minuten dauert, der nichts kostet, der aber Regierungen zeigt, dass die Klimakatastrophe ein schwerwiegendes Thema der Weltpolitik sein sollte. Warum dieses Datum? Am ersten Februar 2007 veröffentlicht die UNO die neuesten Erkenntnisse zum Thema Klimawechsel!

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Risk and Stochastics Day 2007 (fwd)
by Walter Schachermayer by way of Andreas Schamanek 25 Jan '07

25 Jan '07

[This event has already been announced through FAM-news on November 22, 2006. The announcement now includes a preliminary programme.] ---------- Forwarded message ---------- Date: Wed, 24 Jan 2007 17:23:42 -0000 From: P.M.Barrieu(a)lse.ac.uk Subject: Risk and Stochastics Day 2007 Dear All, On March 19th 2007, the Risk and Stochastics Group at the London School of Economics organises the Risk and Stochastics Day 2007, the first in a series of annual events aiming to communicate current advances in stochastic methods for measurement and management of risk in the areas of insurance, finance, and their interface. The first Risk and Stochastics Day features the following invited speakers: - Hans Foellmer (Humboldt University, Berlin), - Stewart Hodges (University of Warwick), - Monique Jeanblanc (University of Evry), - Mogens Steffensen (University of Copenhagen), - Angelos Dassios (LSE) - Adrian Gfeller (LSE). They will present results from their research reflecting the ongoing merger of insurance and finance into a comprehensive concept of risk management. They will consider especially the problems of risk measurement and modelling and the design of exotic products based on risks at the frontier of finance and insurance. A preliminary programme is now available (see attachment). Further updates on the conference programme can be found on the Risk and Stochastics webpage <http://www.lse.ac.uk/collections/riskAndStochastics/events.htm>. To attend this event, registration is necessary. To register, please complete the attached form and return it to the Risk and Stochastics Group (email: t.w.hewlett(a)lse.ac.uk or fax: +44 (0) 20 955 7416). Queries can be directed to the Chair of the organizing Committee, Pauline Barrieu (email: p.m.barrieu(a)lse.ac.uk ). Do not hesitate to forward this message to anyone who might be interested. I am looking forward to seeing you there, Best wishes, Pauline Barrieu. To learn about the Risk and Stochastics Group at LSE, please go to our website <http://www.lse.ac.uk/collections/riskAndStochastics/> [attachment removed and saved to below URL by admin] URL : http://www.fam.tuwien.ac.at/listsdata/20070125T2029.pdf Type: PDF document, version 1.4 Size: 24KB

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[/Ricam-all] RICAM Group Seminar - Financial Mathematics: Prof. Nicole Baeuerle - March 6 (fwd)
by Walter Schachermayer by way of Andreas Schamanek 23 Jan '07

23 Jan '07

---------- Forwarded message ---------- Date: Tue, 23 Jan 2007 15:28:57 +0100 From: Annette Weihs <annette.weihs(a)oeaw.ac.at> Subject: [Ricam-all] RICAM Group Seminar - Financial Mathematics: Prof. Nicole Bäuerle - March 6 GROUP: Financial Mathematics Prof. Nicole Bäuerle University of Karlsruhe Tuesday March 6, 16:00, HF136 Title: Dependence modeling for multivariate processes with applications in finance and insurance Abstract: In the first part of the talk we discuss different methods for constructing multivariate counting processes and investigate their properties. As interpretation of these counting processes we have claim arrivals of different business lines of an insurance company in mind. Some asymptotic results of Cramer type for ruin probabilities are also shown. In the second part of the talk we investigate the class of multivariate Levy processes and characterize dependence properties by means of the Levy measure and the Levy copula. Comparison results for Levy processes are also given. These findings are applied to some financial and actuarial models. Annette Weihs Johann Radon Institute for Computational and Applied Mathematics (RICAM) Austrian Academy of Sciences Altenbergerstr. 69 A-4040 Linz Tel.: +43 (0)732 2468-5211 Fax: +43 (0)732 2468-5212 e-mail: annette.weihs(a)oeaw.ac.at http://www.ricam.oeaw.ac.at [PDF attachment with same text content removed by admin]

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reminder, this week's seminars
by Sandra Trenovatz 22 Jan '07

22 Jan '07

Timetable Tuesday, 16:30-18:00, Freihaus of TU Wien, green area, 6th floor, seminar room 107. Tu, 23.01.2007 Maria Siopacha Taylor Expansions of Option Prices For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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reminder, this week's seminars
by Sandra Trenovatz 15 Jan '07

15 Jan '07

Timetable Tuesday, 16:30-18:00, Freihaus of TU Wien, green area, 6th floor, seminar room 107. Tu, 19.09.2006 Tom A. Ashu (University of Kaiserslautern, Germany) Asset Liability Management for Pension funds using Conditional Value at Risk constraints For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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PostDoc Position at RICAM (Linz, Austria) (fwd)
by Walter Schachermayer by way of Andreas Schamanek 10 Jan '07

10 Jan '07

---------- Forwarded message ---------- Date: Wed, 10 Jan 2007 18:05:17 +0100 (CET) From: Prof. Heinz W. Engl <heinz.engl(a)jku.at> Subject: PostDoc Position at RICAM (Linz, Austria) Postdoc Position at the Inverse Problems Group of the Johann Radon Institute for Computational and Applied Mathematics (RICAM), Austrian Academy of Sciences, Linz, Austria The "Inverse Problems Group", led by Prof.Heinz W. Engl, is searching for a PostDoc with a strong background in inverse problems or related fields. The research focus will be adjusted according to the interests of the successful candidate. Cooperations with other groups at RICAM, e.g., Optimizaion and Control, Mathematical Finance, Computational Methods for Direct Field Problems, Mathematical Imaging are strongly encouraged. A doctorate in mathematics or a closely related field is required. The working language is English. The initial contract can be for up to three years, a renewal for three more years is possible depending on achievements. RICAM is a research institute which went into operation on January 1, 2003, and currently has about 60 scientific employees (from 15 countries) in seven areas: Computational Methods for Direct Field Problems, Inverse Problems, Optimization and Optimal Control, Symbolic Computing, Analysis of Partial Differential Equations, Mathematical Finance, Mathematical Imaging. The inverse problems group has 19 scientific members. The institute is housed on the campus of the Johannes Kepler University in Linz, a town of about 240.000 on the Danube, very close to the Austrian Alps, and half-way between Vienna and Salzburg. Further information is available under: http://www.ricam.oeaw.ac.at Applications with personal and scientific data, copies of relevant documents and a statement about scientific interests and achievements should be sent, prefarably by email, to heinz.engl(a)oeaw.ac.at Postal address: Prof. Dr. Heinz W. Engl RICAM Altenbergerstrasse 69 A-4040 Linz, Austria The Austrian Academy of Sciences is an equal opportunity employer. --------------------------------------------------------------------------- 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 ---------------------------------------------------------------------------

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reminder - Postdoctoral Fellowship In Financial Mathematics (fwd)
by Walter Schachermayer by way of Andreas Schamanek 09 Jan '07

09 Jan '07

---------- Forwarded message ---------- Date: Mon, 8 Jan 2007 13:43:41 -0500 From: Matheus Grasselli <grasselli(a)math.mcmaster.ca> Subject: reminder - POSTDOCTORAL FELLOWSHIP IN FINANCIAL MATHEMATICS Dear Colleagues Just a reminder about our open postdoctoral position in Financial Mathematics. Best regards, Matheus. ---------- Forwarded message ---------- MCMASTER UNIVERSITY - POSTDOCTORAL FELLOWSHIP IN FINANCIAL MATHEMATICS Applications are invited for a postdoctoral fellowship position in financial mathematics in the Department of Mathematics & Statistics. This fellowship provides an opportunity to spend up to two years engaged in research, with a limited amount of teaching, and is particularly suitable for a talented young mathematician who has recently completed the Ph.D. degree. McMaster University is located 65 km from downtown Toronto, the financial heartland of Canada. The Department of Mathematics and Statistics is home to PhiMAC, the Financial Mathematics Lab at McMaster, a group of faculty, postdoctoral fellows and graduate students working in financial mathematics (please see http://www.math.mcmaster.ca/ phimac/) for more information. The appointee will be expected to participate in PhiMAC seminars and meetings. The Fellowship is open to candidates of any nationality and selection will be based upon the candidate's research potential. McMaster is committed to Employment Equity and encourages applications from all qualified candidates, including aboriginal peoples, persons with disabilities, members of visible minorities and women. Starting July 1, 2007 or thereafter, the stipend will be CAD 44,000 per annum plus a CAD 2,000 grant per annum for research expenses. Candidates are required to apply for these fellowships by January 15, 2007. Applicants should provide 3 Reference Letters 1 Cover Letter 1 Curriculum Vitae 1 Publication List 1 Research Statement 1 Teaching Statement One of the reference letters should report on the candidate's teaching abilities. Please send the application directly to: Dr. Matheus Grasselli and Dr. Tom Hurd Mathematics & Statistics McMaster University Hamilton, Ontario Canada, L8S 4K1

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postdoc fellowships at Oxford (fwd)
by Walter Schachermayer by way of Andreas Schamanek 02 Jan '07

02 Jan '07

---------- Forwarded message ---------- Date: Sat, 30 Dec 2006 17:52:35 +0000 (GMT) From: Sam Howison <howison(a)maths.ox.ac.uk> Subject: postdoc fellowships at Oxford Dear Colleague I am pleased to announce that we have two Nomura Research Fellowships available in Oxford, starting in October 2007 (or an earlier date by mutual agreement). The advretisement is at http://www.maths.ox.ac.uk/notices/vacancies/institute/nomura2.shtml and I would be most grateful if you would draw this opportunity to the attention of any suitable candidates. This is an opportunity to join one of Europe's leading Finance groups, with excellent academic and industry connections, and we aim to attract exceptional applications; candidates should have a PhD (or expect to have one soon). With best wishes for 2007! Sam Howison %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Tel: +44 1865 270500 270506 (messages) 270515 (FAX) Mathematical Institute 24-29 St Giles Oxford OX1 3LB UK

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reminder, this week's seminars
by Sandra Trenovatz 01 Jan '07

01 Jan '07

Tuesday, 16:30-18:00, Freihaus of TU Wien, green area, 6th floor, seminar room 107. Tu, 02.01.2007 Fabrice Baudoin (Université Paul Sabatier, Toulouse) Chen series and Atiyah-Singer theorem For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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FAM-news January 2007