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1096 discussions

reminder, this week's seminar
by Sandra Trenovatz 20 Mar '06

20 Mar '06

Timetable Tuesdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107. Tu, 21.03.2006 Uwe Schmock (FAM, TU Vienna) Stein's method for proving the central limit and the Berry-Esséen theorem For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Heath Lectures at Carnegie Mellon University (fwd)
by Walter Schachermayer by way of Andreas Schamanek 10 Mar '06

10 Mar '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Thu, 09 Mar 2006 13:49:13 -0500 From: Nancy J. Watson <nw0z(a)andrew.cmu.edu> Subject: Heath Lectures at Carnegie Mellon University (fwd) Dear Colleagues, Please distribute the following information among your faculty and, in particular, PhD students. Sorry for an extra e-mail. Dmitry. HEATH LECTURES The Center for Computational Finance at Carnegie Mellon University will host the first annual "HEATH LECTURES" in the period May 15-19, 2006. The theme of this first series of lectures will be RISK MEASUREMENT AND MANAGEMENT. The speakers will be Freddy Delbaen Department of Mathematics ETH - Zurich Alexander Schied Department of Mathematics Technical University of Berlin Each speaker will give five 90-minute lectures over the course of the five days. Both lectures will be given in the afternoon between 1:30 and 5:00 pm. Some of the lectures will be tutorial. While there is no fee for attending the workshop we kindly ask the participants to register by sending an e-mail to Ferna Hartman <mailto:fh0d@andrew.cmu.edu> (fill the subject field with "registration for Heath lectures"). This should help us to plan the event. Out of Pittsburgh participants are welcome, but have to organize their travel and accommodation on their own. Useful information can be found on http://www.cmu.edu/home/visitors Do not forget to register! Up-to-date information on workshop will be available on http://www.math.cmu.edu/~ccf/docs/announcements.htm Dmitry Kramkov Associate Professor Department of Mathematical Sciences Wean Hall 6126 Carnegie Mellon University Pittsburgh, PA, 15213-3890 Phone: 412-268-5912 Fax: 412-268-6380

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[Ricam-all] Johannes Kepler Symposium (fwd)
by Walter Schachermayer by way of Andreas Schamanek 09 Mar '06

09 Mar '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Thu, 9 Mar 2006 09:47:09 +0100 From: Annette Weihs <annette.weihs(a)oeaw.ac.at> Subject: [Ricam-all] Johannes Kepler Symposium Univ.-Doz. Dr. Hansjoerg Albrecher (RICAM, Linz) Mittwoch, 22. Maerz 2006, 17:00 Uhr Universitaet Linz, im HS 9 Titel: "Bewertung von Risiken in der Versicherungsmathematik" Abstract: Als Versicherungsnehmer geht man davon aus, dass das Versicherungsunternehmen seinen vertraglichen Verpflichtungen auch jederzeit nachkommen kann. Um dies in der Praxis zu gewaehrleisten, bedarf es einer genauen Analyse der involvierten Risiken. In diesem Vortrag soll illustriert werden, wie Risiken "gemessen" werden koennen und wie mathematische Methoden in der Entwicklung effektiver und stabiler Strategien im Versicherungswesen zum Einsatz kommen. Insbesondere soll dabei auch auf aktuelle Alternativen zu Rueckversicherungen wie etwa der Verzahnung der Versicherungsbranche mit dem Finanzmarkt eingegangen werden. [attachment removed and saved to below URL by admin] URL : http://www.fam.tuwien.ac.at/listsdata/20060309T1157.pdf Type: PDF document, version 1.3 Size: 53507

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Oxford University Master's in Financial Economics (fwd)
by Walter Schachermayer by way of Andreas Schamanek 07 Mar '06

07 Mar '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Von: Howard Jones [mailto:howard.jones@said-business-school.oxford.ac.uk] Gesendet: Dienstag, 07. März 2006 15:24 Betreff: Oxford University Master's in Financial Economics Dear Colleague, I would like to bring to the attention of your students a new master's programme at Oxford University: the Master's in Financial Economics (MFE). It is an intensive nine-month programme taught jointly by the Economics Department and the Finance Faculty at the Saïd Business School. We want to attract applicants who are in the final year of an undergraduate degree. The programme is also aimed at students who have a few years' work experience after their first degree. We are particularly looking for candidates with very strong quantitative skills, whatever the subject of their first degree. The inaugural MFE class of 70 students began in October and is now half-way through the programme. They are an exceptional group of individuals including six Rhodes Scholars and one Marshall Scholar, as well as employees from government finance ministries, the IMF, and top investment banks. They have an average GMAT of 730 which, to my knowledge, is higher than for any comparable programme. We expect that most who graduate from the programme will pursue careers in the financial services sector, although there is also a research track leading to a doctoral degree. There is more information at: <http://www.sbs.oxford.edu/mfeweb> www.sbs.oxford.edu/mfeweb What would be the best way to reach students in your department? I enclose information sheets which you can print off or forward to students, and a poster which can be put on a notice-board. I would also be happy to mail you a hard copy of the poster. Please could you let me know if you would like me to do this or confirm to me if you forward this message to your students. I would be delighted to answer any questions you, your colleagues or your students may have on this programme. Yours faithfully, Howard Jones, Programme Director Master's in Financial Economics Saïd Business School, University of Oxford Tel: +44 (0) 1865 288849

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RDSES Workshop March 12-25
by FAM-operator 07 Mar '06

07 Mar '06

---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Tue, 07 Mar 2006 11:15:29 +0100 From: ESI Secretary <secr(a)esi.ac.at> To: undisclosed-recipients: ; Subject: RDSES Workshop March 12-25 RDSES Educational Workshop on Discrete Probability March 12 – 25, 2006 Minicourses and program First week: Alex Gamburd (Princeton): "Discrete and continuous variations on the expanding theme" Talks: Monday 13 - Thursday 16 March 15.00-15.50 Christophe Pittet (Marseille): "Random walks and isoperimetry in compactly generated groups" Talks: Monday 13 March 10.00-10.50 and Tuesday 14 - Friday 17 March 9.10-10.00 Second week: Persi Diaconis (Stanford): "Sharp transitions in probability, combinatorics, and statistical mechanics" Talks: Monday 20 March 10.00-10.50 and Tuesday 21 - Friday 24 March 9.10-10.00 Greg Lawler (Cornell): "Random walk problems from statistical physics" Talks: Monday 20 - Friday 24 March 15.00-15.50 all lectures will take place in the ESI Boltzmann lecture hall

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reminder, this week's seminars
by Sandra Trenovatz 06 Mar '06

06 Mar '06

Timetable Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107. seminars within one week Tu, 07.03.2006 Yuliya Bregman (Universität München) Estimation of multivariate ruin probabilities For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Suche nach Treasury-Consultants (fwd)
by Walter Schachermayer by way of Andreas Schamanek 01 Mar '06

01 Mar '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Mon, 27 Feb 2006 16:47:21 +0100 From: Silke Posch <sp(a)slg.co.at> Subject: Suche nach Treasury-Consultants Sehr geehrter Herr Prof. Dr. Schachermayer, mit knapp 50 Mitarbeitern gehören wir zu den führenden Treasury-Beratungsunternehmen in Europa. Für unser Team suchen wir regelmäßig junge "Talente" und werden unser nächstes Assessment Centre für Universitätsabsolventen am 21. und 24. April 2006 in Wien durchführen. Mit diesem Schreiben möchten wir Sie bitten, die beiliegende Anzeige [1] an Ihrem Institut auszuhängen bzw. Studenten, die am Thema Treasury-Management interessiert sind, auf unseren Bedarf hinzuweisen. Wir erlauben uns, Ihnen diese Informationen auch auf dem Postweg zuzuleiten. Für Ihre Unterstützung wären wir sehr dankbar! Mit freundlichen Grüßen Utz Greiner -- Silke Posch Assistenz Schwabe, Ley & Greiner Gesellschaft m.b.H. Margaretenstraße 70 A-1050 Wien Tel.: 0043-1-585 48 30, Fax 0043-1-585 48 30/15 mailto:sp@slg.co.at, Internet: http://www.slg.co.at _________________________________________________________ This e-mail may contain information which is privileged, confidential and protected from disclosure. If you are not the intended recipient, please advise immediately, destroy the message and do not disclose the contents or take copies. Thank you. ******************************************************** S C H O N V O R G E M E R K T ? 18. Finanzsymposium - Das Finanzforum für die Wirtschaft 26. bis 28. April 2006 in Mannheim Alle Details: http://www.slg.co.at/finanzsymposium ******************************************************** [1] siehe http://www.slg.co.at/karriere

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Faculty Position, OR & Financial Engineering (fwd)
by Walter Schachermayer by way of Andreas Schamanek 26 Feb '06

26 Feb '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Mon, 20 Feb 2006 18:50:34 -0500 From: Ronnie Sircar <sircar(a)Princeton.EDU> Subject: Position Dear Colleague, I would be grateful if you would bring to the attention of potential candidates you know the position described in the announcement below. Best regards, Ronnie Sircar. ------------------------------ PRINCETON UNIVERSITY Operations Research & Financial Engineering Department The Department of Operations Research and Financial Engineering invites applications for a faculty position at either the assistant professor or senior level. Candidates must possess a strong commitment to excellence in teaching at both the undergraduate and graduate levels, and show demonstrable excellence in research. The search is for such persons within the general areas of stochastics, optimization, simulation, financial engineering, and information technology. The department is in the School of Engineering and Applied Science, and is strongly involved in the activities of the Bendheim Center for Finance. The appointee is expected to perform well within an engineering setting and to have strong interest in our collaborative efforts in finance. Princeton University is an affirmative action/equal opportunity employer and especially welcomes applications from women and minorities. Applicants should send a resume along with the names of at least three persons who can serve as references. Applications will be considered from the date of this announcement. Please submit your application of interest in electronic format to: ORFE-search(a)princeton.edu or by mail to: Search Committee, ORFE Department, E-Quad, Princeton University, Princeton, NJ 08544. For information about how to self identify, please link to http://web.princeton.edu/sites/dof/ApplicantsInfo.htm

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Goedel Centenary: Young Scholars' Competition (fwd)
by Walter Schachermayer by way of Andreas Schamanek 10 Feb '06

10 Feb '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Thu, 9 Feb 2006 06:12:57 -0500 From: Ursula Gerber <Ursula.Gerber(a)mail.quantum.at> To: director(a)esi.ac.at, secr(a)esi.ac.at Werte Damen und Herren, darf ich Sie bitten, in Ihrem Umfeld den beigefügten Wettbewerb, der im Rahmen der Gödel-Konferenz veranstaltet wird, anzukündigen bzw. ggf. selber daran teilzunehmen. Er richtet sich an Studierende, die nach dem 1.1.1970 geboren wurden, mit den Fachrichtungen Logik, Mathematik, Physik, Informatik, Theologie und Philosophie. Erster Preis: EUR 20.000,- zweiter und dritter Preis: je EUR 5.000,- Submission Deadline: 24.2.2006 Für Rückfragen stehe ich gerne zur Verfügung! Herzlichen Dank, Ursula Gerber Inst. f. Experimentalphysik Boltzmanngasse 5 1090 Wien +43 1 4277-512 05 Young Scholars' Competition The Kurt Gödel Centenary: Horizons of Truth organizers and sponsors invite young scholars in logic, mathematics, physics, philosophy, computer science and theology to submit project proposals for young scholars' competition honoring Kurt Gödels hundredth birthday. Web: http://www.logic.at/goedel2006/index.php?students Project Proposal Description Submitted project proposals should be strongly connected to the scientific achievements including recent applications and/or life of Kurt Gödel. The proposals can cover any of the following disciplines: logic, mathematics, physics, computer science, theology or philosophy. An interdisciplinary, international jury will carefully consider all proposals, and will invite authors of the ten best submissions to the Horizons of Truth Symposium to present their work. The travel and hotel costs of each of the ten candidates will be paid by the organizers. At the symposium, a fifteen minute time slot will be allocated to each presentation. The presentations will take place at Josefinum on April 26, 2006 in the late afternoon (exact time to be announced here in due course). Participation Criteria In order to participate in this competition, you must be born on or after January 1, 1970. Required documents 1. Project proposal 2. Curriculum vitae 3. List of references Important note: Submissions should contain a description of the future research project, its relation to the fields of research as mentioned above, and to Kurt Gödel's life or work, and possible applications. Including the list of references, and the CV it should not exceed six (6) pages in PDF format. The prize will facilitate the implementation of this particular project or other scientific work. Prizes will be awarded without conditions or constraints. Prizes Ten chosen projects will compete for three top prizes. 1st prize: 20 000 EUR 2nd and 3rd prize: 5000 EUR each The prize ceremony will be held on Kurt Gödels birthday at the gala dinner in the famous Belvedere Palace. Deadlines Submission deadline: Monday, 24. February 2006. 6 p.m. CET Notifications: Monday, 15. March 2006. Submission Modalitites Only the electronic submissions using the EasyChair system on the Conference's webpage will be accepted. The modalities are available here http://www.logic.at/goedel2006/index.php?submissions.

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MathKoll. am 15.02./Prof. Warwick Tucker (fwd)
by Walter Schachermayer by way of Andreas Schamanek 08 Feb '06

08 Feb '06

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Wed, 8 Feb 2006 08:42:39 +0100 From: Institut für Mathematik <sekr.mathematik(a)univie.ac.at> Subject: MathKoll. am 15.02./Prof. Warwick Tucker Mathematisches Kolloquium EINLADUNG zu einem VORTRAG von Prof. Dr. Warwick Tucker (Dept. of Math., Uppsala University, Sweden) mit dem Thema: ''The Lorenz attractor exists'' Abstract: Four decades ago, the meteorologist Edward Lorenz introduced a simplified model of atmospheric dynamics in his now famous article "Deterministic Non-periodic Flow" published in the Journal of Atmospheric Sciences. The simple system of differential equations produced amazingly complicated solutions. One stunning property was that solutions starting very close together were separated at an exponential rate. This gave rise to the concept of the "butterfly effect", and seriously undermined the idea of a deterministic world. Another feature of the system was that almost all solutions tended to an invariant set on which they moved in a non-periodic fashion. For over 35 years Lorenz' equations defied all attempts at proving that they really exhibit a so called "strange attractor". In this talk, I will present a proof of this fact, produced during my graduate studies at Uppsala University. By using a combination of pure and applied mathematics, it is possible to prove that the equations do indeed give rise to a strange attractor. Moreover, the attractor is robust, i.e., all nearby systems will display similar strange attractors. The proof has two main ingredients: rigorous numerics - which produces information about the global behaviour of the system, and normal form theory - which deals with subtle local properties of the solutions. This work was described in Nature (by Ian Stewart), and won several prizes, e.g. the European Mathematical Society Prize, and the R. E. Moore Prize for Applications of Interval Analysis. Zeit: Mittwoch, 15. Februar 2006, 15.45 Uhr (Kaffeejause), anschlieszend 16.15 Uhr Vortrag Ort: Fakultaet fuer Mathematik der Universitaet Wien, Nordbergstr. 15, Seminarraum C 2.09 Harald Rindler Arnold Neumaier

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