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!
by Walter Schachermayer by way of Andreas Schamanek
[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
by Walter Schachermayer by way of Andreas Schamanek
---------- 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]
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/
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/
by Walter Schachermayer by way of Andreas Schamanek
---------- 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
---------------------------------------------------------------------------
by Walter Schachermayer by way of Andreas Schamanek
---------- 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
by Walter Schachermayer by way of Andreas Schamanek
---------- 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
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/