Timetable
Tuesday and Thursday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 20.03.2007 Jiro Akahori (Ritsumeikan University, Japan)
Antisymmetric Malliavin calculus and its applications
Th, 22.03.2007 Martin Keller-Ressel, Thomas Steiner,
Yield Curve Shapes and the Asymptotic Short Rate
Distribution in Affine One-Factor Models
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.
seminars within one week
Tu, 13.03.2007 Thorsten Schmidt homepage (University of Leipzig)
The Term Structure of CDO Losses
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Tue, 6 Mar 2007 11:19:50 +0100
From: Annette Weihs <annette.weihs(a)oeaw.ac.at>
Subject: [Ricam-all] REMINDER: 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
[attachment with same text content removed by admin]
---------- Forwarded message ----------
Date: Mon, 5 Mar 2007 22:06:40 -0000
From: "Grigoriev, Dr P." <pg82(a)leicester.ac.uk>
Subject: lectureship in math.finance or math.biology
2 lectureships are opened at the University of Leicester.
One position in Financial Mathematics or Mathematical Biology and
another in Pure Mathematics
These "new blood lecturer" positions assume reduced level of teaching
for the first four years (no teaching in the first year). More
information about the new blood scheme and the application procedures
can be found at
http://www.le.ac.uk/newblood/mathematics.html
Salary will be on the Lecturer grade 8 scale (from August 2007 £32,796
to £40,335 and exceptionally to £45,397). The expected starting date
is September 1 2007.
Closing date for applications is March 20th 2007. Interviews are
expected in April. The expected starting date is 1st September 2007.
-------------------
The Department of Mathematics has two New Blood positions, one in Pure
Mathematics and one in Applied Mathematics. New Blood appointments
carry reduced teaching and administrative loads and start up funding.
In addition to these positions there is the possibility of two further
appointments, one in Pure Mathematics and one in Applied Mathematics.
Applied Mathematics
Applied Mathematics at Leicester has an international reputation for
computational modelling and algorithm development and in applied
dynamics, from molecular dynamics to modelling of complex materials,
chemical and physical kinetics, stochastic models with physical and
financial applications, biological mathematics and approximation
theory.
The Applied Maths group has a growing interest in the areas of
mathematical biology and financial and actuarial mathematics, and is
seeking to appoint excellent scholars in these areas.
The Applied Mathematics Group achieved a grade 5 in the last Research
Assessment Exercise. It works within a nexus of strong research groups
at the University of Leicester, gathered together at the University's
Centre for Mathematical Modelling (MMC). The MMC supports a number of
interdisciplinary research projects linking mathematics with groups in
physics, engineering and other sciences. National and international
seminars and workshops are regularly run by the Group, many of these
linking to other areas of the sciences. The MMC operates a 160 Opteron
CPU computer cluster. The Group has a strong track record of
developing excellent young applied mathematicians. The Group is
currently developing stronger research links with the grade 5
departments of Physics and Astronomy, Engineering, Biology, and
Economics, and the grade 5* Department of Genetics.
Pure Mathematics
Leicester has a strong, established research group in Pure Mathematics
covering a range of algebraic, topological and geometric topics, and
with a particular emphasis on the relationships between these areas
and other parts of mathematics. The group currently has, or has
recently enjoyed, funding for specific projects from many sources
including the EU, EPSRC, Leverhulme Trust, Nuffield Foundation,
British Council, Royal Society and the LMS, and is frequently host or
organiser of international meetings and workshops.
In response to its grade 5 RAE success in 2001, the group has
continued to grow with recent and forthcoming appointments.
Closing date for applications is March 20th 2007. Salary will be on
the Lecturer grade 8 scale (from August 2007 £32,796 to £40,335 and
exceptionally to £45,397). The expected starting date is September 1
2007.
For more information contact Professor J. Levesley (Applied)
(jl1(a)mcs.le.ac.uk, tel +44 116 2523897), Professor J. Hunton (Pure)
(jrh7(a)mcs.le.ac.uk, +44 116 2525354) or go to the website
http://www.le.ac.uk/newblood/mathematics.html
Thursday (!), 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 08.03.2007 Antonis Papapantoleon (University of Freiburg, Germany)
Semimartingales and Lévy processes in finance: duality
and valuation
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/