---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Fri, 10 Sep 2004 14:00:18 +0200
From: Sylvie Hansbauer <sylvie.hansbauer(a)univie.ac.at>
Subject: wtfs 7. Okt
Wirtschaftstheoretisches Forschungsseminar
der Universität Wien gemeinsam mit dem
Institut für Höhere Studien und der
Nationalökonomischen Gesellschaft
07.10.2004:
16.00 s.t.: Charalambos D. ALIPRANTIS (Purdue University)
Some Applications of Riesz Spaces to Economics,
Finance and Econometrics
17.30 s.t.: Jim MALLEY (University of Glasgow and CESifo)
Electoral Uncertainty, Fiscal Policies and Growth:
Theory and Evidence from Germany, the UK and the US
Nächster Termin: 21.10.04 mit Vorträgen von Robert Nuscheler (WZ Berlin)
und Roland Strausz (FU Berlin)
Abstracts (soweit vorhanden) finden Sie im Anschluss/umseitig.
Die Papiere zu den Vorträgen liegen auf
http://www.univie.ac.at/Wirtschaftswissenschaften/events/WS0304/economicthe…
Die Vorträge finden im Institut für Wirtschaftswissenschaften,
Hohenstaufengasse 9, A-1010 Wien statt. Das Seminar steht allen
Interessierten offen. Insbesondere wird die Teilnahme von
fortgeschrittenen Studierenden begrüßt.
Prof. Gerhard Orosel
Abstracts
Charalambos D. ALIPRANTIS (Purdue University)
Some Applications of Riesz Spaces to Economics, Finance and
Econometrics
Investors often wish to insure themselves against the payoff of their
portfolios falling below a certain value. One way of doing this is by
purchasing an appropriate collection of traded securities. However,
when the derivatives market is not complete, an investor who seeks
portfolio insurance will also be interested in the cheapest hedge that
is marketed. Such insurance will also be interested in the cheapest
hedge that is marketed. Such insurance will not exactly replicate the
desired insured-payoff, but it is the cheapest that can be achieved
using the market.
Analytically, the problem of finding a cheapest insuring portfolio is
a linear programming problem. The present paper provides an
alternative portfolio dominance approach to solving the
minimum-premium insurance portfolio problem. This affords remarkably
rich and intuitive insights to determining and describing the
minimum-premium insurance portfolios.
Jim MALLEY (University of Glasgow and CESifo)
Electoral Uncertainty, Fiscal Policies and Growth:
Theory and Evidence from Germany, the UK and the US
In this paper we study the link between elections, fiscal policy and
economic growth/fluctuations. The set-up is a dynamic stochastic
general equilibrium model of growth and endogenously chosen fiscal
policy, in which two political parties can alternate in power. The
party in office chooses jointly how much to tax and how to allocate
its total expenditure between public consumption and production
services. The main theoretical prediction is that forward-looking
incumbents, with uncertain prospects of re-election, find it optimal
to follow relatively shortsighted fiscal policies, and that this
lowers economic growth. The model is estimated using quarterly data
for Germany, the UK and the US from 1960 to 1999. Our econometric
results provide clear support for the main theoretical prediction.
They also give plausible and significant estimates for the
productivity of public production services, the weight which
households place on public consumption services relative to private
consumption and the time discount rate. Moreover, we find that changes
in electoral uncertainty produce the longest lasting fluctuations in
the European economies followed by the US.
Anmerkung: Bewerbungsfrist 3 Wochen ab 15. September 2004.
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
From: Michael Hanke <Michael.Hanke(a)uibk.ac.at>
Date: Mon, 6 Sep 2004 14:11:50 +0200
Subject: Stellenausschreibung
Wissenschaftliche/r Mitarbeiter/in im Forschungs- und Lehrbetrieb
(halbbeschäftigt), Institut für Betriebliche Finanzwirtschaft ab
sofort auf 4 Jahre.
Voraussetzungen: Abgeschlossenes Universitätsstudium, Fachrichtung:
Wirtschaftswissenschaften, Mathematik o.ä.
Erwünscht: Kenntnisse in Risikomanagement, quantitative Methoden in
der Finanzwirtschaft, Optionsbewertung, Programmierkenntnisse.
Aufgabenbereich: Unterstützung der Institutsmitarbeiter in Forschung
und Lehre, eigenständige Forschung (Dissertation),
Verwaltungsarbeiten.
Etwaige Rückfragen bitte an Michael.Hanke(a)uibk.ac.at
Beste Grüße,
Michael Hanke
--
Prof. Dr. Michael Hanke
University of Innsbruck
Department of Finance
Universitaetsstrasse 15
6020 Innsbruck, Austria
Phone: (+43)5125077552, Fax: (+43)5125072846
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
(...)
-----Ursprüngliche Nachricht-----
Von: Wolfgang Kerber [mailto:kw@zbp.univie.ac.at]
Gesendet: Freitag, 27. August 2004 16:55
Im Anhang schicke ich Ihnen die Nachricht von Prof. Rindler über den Tod
von Prof. Schmetterer.
MlG W. Kerber
-----Ursprüngliche Nachricht-----
Von: Wolfgang L. Reiter [mailto:wolfgang.reiter@univie.ac.at]
Gesendet: Freitag, 27. August 2004 12:14
Betreff: Pressemeldung zum Tod von Prof. Schmetterer
Soeben hat mich folgende Pressemeldung zum tragischen Tod von Prof.
Leopold Schmetterer erreicht.
Bei einem gemeinsamen Spaziergang stuerzte die Frau von Prof.
Schmetterer ungluecklich in eine Grube, Leopold Schmetterer, der
bekanntlich ja praktisch blind ist, wollte ihr helfen, hielt ein Auto an
und kam nicht mehr zurueck.
Wolfgang Reiter
Anfang der weitergeleiteten E-Mail:
> Von: Peter Schmitt <peter.schmitt(a)univie.ac.at>
> Datum: Mit, 25. Aug 2004 19:43:16 Europe/Vienna
> Betreff: [Institut] Pressemeldung zum Unfall
>
> Ich habe folgende Meldung gefunden:
>
> Burgenland
> Eisenstadt (APA) -
> 24.08.2004 23:12
> Zwei Tote bei unbeschranktem Bahnübergang
> Bei der Kollision eines Klein-Lkw mit einem Personenzug der
> Raab-Ödenburg-Ebenfurter Eisenbahn sind am Dienstag Nachmittag in Gols
> (Bezirk Neusiedl am See) zwei Menschen ums Leben gekommen. Der
> 75-jährige Fahrzeuglenker, ein Weinbauer aus Mönchhof, starb ebenso an
> der Unfallstelle wie sein 85-jähriger Beifahrer, ein Wiener.
>
> Das Unglück ereignete sich auf einem unbeschrankten, mit
> Andreaskreuzen gesicherten Bahnübergang. Der Lenker des Klein-Lkw
> hatte noch knapp vor der Eisenbahnkreuzung angehalten, wollte dann
> aber kurz vor Herannahen des Zuges übersetzen. Das Fahrzeug wurde von
> der Raaberbahn voll erfasst.
>
> Rotes Kreuz, Notarztwagen und der Notarzthubschrauber "Christophorus
> 3" waren rasch an der Unfallstelle, den beiden Fahrzeuginsassen konnte
> nicht mehr geholfen werden. Der Lokführer und die sechs Passagiere des
> Zuges blieben unverletzt.
>
> --
> Peter Schmitt
> Peter.Schmitt(a)UniVie.ac.at
(...)
Nachricht von Prof. Rindler über den Tod von Prof. Schmetterer:
Leopold Schmetterer
Prof. Leopold Schmetterer ist gestern Nachmittag (24. August 2004)
bei einem tragischen Unfall ums Leben gekommen. Er befand sich in
einem PKW, der auf einem unbeschrankten Bahnübergang in Gols von einem
Zug erfasst wurde.
Den Verlust für die österreichische Mathematik und Statistik kann
ich momentan nicht beschreiben. Gestern noch beantragte ich einen
Fakultätsvortrag zu Ehren seines 85. Geburtstages im November.
Persönlich verliere ich mit ihm ein großes, unerreichtes Vorbild
und einen väterlichen Freund.
Von der Tochter von Prof. Schmetterer habe ich soeben noch einen
besonders tragischen Umstand erfahren: Bei einem gemeinsamen Spazier-
gang stürzte die Frau von Prof. Schmetterer unglücklich in eine Grube,
er - bekanntlich ja praktisch blind - wollte ihr helfen, hielt ein
Auto an und kam nicht mehr zurück. Vermutlich wollte man zu rasch
Hilfe holen.
Harald Rindler
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 26 Aug 2004 11:39:00 +0200 (CEST)
From: Prof. Heinz W. Engl <heinz.engl(a)jku.at>
liebe kolleg(inn)en,
der "standard" ist derzeit sehr mathematik-freundlich. am kommenden montag
erscheint wieder ein kurzer artikle zum bild der mathematik in der
öffentlichkeit.
mit besten grüßen
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...,ext.9219 or 8693,
Altenbergerstrasse 69 secretary: ext.9220
A-4040 Linz Fax:ext. 8855
Oesterreich / Austria home phone: +43-(0)732-245518
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
---------------------------------------------------------------------------
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 12 Aug 2004 12:41:29 +0200
From: Ernst Eberlein <eberlein(a)stochastik.uni-freiburg.de>
To: Members of the Bachelier Finance Society <>
Subject: Newsletter
Dear Member of the Bachelier Finance Society,
At the General Assembly of the Society which was held during the Third
World Congress in Chicago the issue of newsletters was discussed. Uwe
Wystup, who is editing the MathFinance Newsletter has agreed to make
it available for members of the Society.
To register for the MathFinance Newsletter, which is available on the
internet at http://www.mathfinance.de, please visit
http://www.mathfinance.de/Newsletter/register/ . MathFinance.de
provides information about jobs, events, books, software, papers and
resources whenever it is related to mathematical finance. Your
contributions are welcome, please mail them to
uwe.wystup(a)mathfinance.de
With best regards
Ernst Eberlein
Executive Secretary
--
Prof. Dr. Ernst Eberlein
Department of Mathematical Stochastics
University of Freiburg
Eckerstrasse 1
D-79104 Freiburg
Germany
e-mail: eberlein(a)stochastik.uni-freiburg.de
Tel. ++49/761/203-5660
FAX ++49/761/203-5661
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 17.08.2004 Pavel Grigoriev
Representation of "dilatation monotonous" or "co-monotonic additive"
risk measures (capacities)
(with J.Leitner)
We study the special class of coherent risk measures which satisfy an
additional property called "dilatation monotonicity" (monotonicity with
respect to taking conditional expectations over arbitrary sub sigma
algebras). This property appears to be natural for at least 2 reasons:
First, the conditioned random gain is "more determined" than the original
one and so it should be less risky; second, all risk measures which are
consistent with respect to utility maximization over all utility functions
are dilatation monotonous.
In particular, we proved that the dilatation monotonicity is equivalent to
so-called "co-monotonic additivity". In the case of atomless probability
space the dilatation monotonicity implies the risk measure is also law
invariant. Among the other results we characterized the extreme points of
the set of scenario probabilities for dilatation monotonous coherent risk
measures.
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Mon, 9 Aug 2004 13:46:32 +0200 (CEST)
From: Prof. Heinz W. Engl <heinz.engl(a)jku.at>
dear colleagues
the newspaper "standard" has devoted a whole page to mathematics
today. also ricam is mentioned.
best regards
heinz engl
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
... mit speziellem Hinweis auf O'Neill. Walter
---------- Forwarded message ----------
Date: Thu, 29 Jul 2004 13:24:18 GMT
From: FWF Newsletter <mailinglist(a)fwf.ac.at>
Subject: Hinweise zu 2 Presseinfos, ESF-Call, Offene Stellen
Inhalt:
1. Brian O'Neill, EURYI-Award Gewinner 2004
2. Translational-Research-Programm fast 10-fach ueberzeichnet
3. Neuer ESF-Call: Scientific Programmes in the Social Sciences
4. FWF-Reorganisation: Personalsuche - drei ReferatsleiterInnen
----------------------------------------------------------------
Liebe Leserin, lieber Leser,
Die European Young Investigators Awards 2003/2004 (EURYI-Awards)
- eine von der ESF durchgefuehrte Initiative der EUROHORCS -
sind vergeben. 25 junge SpitzenforscherInnen haben sich in einem
zweistufigen Auswahlverfahren gegen 752 AntragstellerInnen aus
aller Welt durchgesetzt. Einer von diesen 25, der US-Amerikaner
Brian O'Neill, wird am IIASA (International Institute for
Applied Systems Analysis) in Laxenburg bei Wien in den naechsten
fuenf Jahren mit seinem Team das Forschungsprojekt 'Demography,
uncertainty, and learning in integrated assessment models of
climate change' durchfuehren. O'Neills Preis ist mit rund 1 Mio.
Euro dotiert. Der Call für die EURYI-Awards 2004/2005 wird im
September 2004 veroeffentlicht.
Details koennen Sie nachlesen unter:
http://www.fwf.ac.at/de/press/euryi_award.html
Das Forschungsprojekt von Brian O'neill finden Sie
kurz beschrieben unter:
http://www.fwf.ac.at/de/press/oneill_abs.html
----------------------------------------------------------------
Die Resonaz auf das Ende Mai 2004 erstmalig ausgeschriebene
Programm des Wissenschaftsfonds zur Foerderung der
Wissenschaften an der Schnittstelle zwischen Grundlagenforschung
und angewandter Forschung (Translational Research) uebertraf
selbst sehr optimistische Erwartungen. Die "FWF-Aktie
Translational Research" ist fast zehnfach ueberzeichnet -
43 Mio. EUR Antragsvolumen stehen einem Foerderungsvolumen
von 4,5 Mio. EUR gegenueber.
Lesen Sie mehr dazu unter
http://www.fwf.ac.at/de/press/translational_research.html
----------------------------------------------------------------
Neuer ESF-Call: Scientific Programmes in the Social Sciences
Dieser Call der ESF foerdert Vernetzungsaktivitaeten von
WissenschafterInnen oder Forschungsgruppen auf europaeischer
Ebene fuer den Zeitraum von 4-5 Jahren. Die Ziele sind:
Wissensaustausch- und transfer,
Entwicklung neuer Methoden und Techniken,
Ausbildung von NachwuchswissenschaftlerInnen,
Zusammenfuehrung und Koordination nationaler Programme sowie
Schaffung interdisziplinaerer Plattformen.
Die Einreichfrist endet am 1. November 2004.
Kontakt:
Falk Reckling
Email: reckling(a)fwf.ac.at
Telefon: +43-1-505 67 40 DW 43
Detailinformationen zu diesem Call der ESF finden Sie unter:
http://www.esf.org/esf_article.php?language=0&activity=5
&domain=5&article=438&page=1133
----------------------------------------------------------------
Im Zuge der Reorganisation des Wissenschaftsfonds sind unter
anderem drei Positionen fuer Referatsleitungen ausgeschrieben.
Detaillierte Informationen finden Sie dazu unter:
http://www.fwf.ac.at/de/aktuelles_detail.asp?N_ID=133
beziehungsweise unter der Web-Adresse:
http://www.derstandard.at/
Suchbegriff in der Volltextsuche: Wissenschaftsfonds
Mit den besten Gruessen
Ihr FWF-Website-Team
------------------------------------------------------------
(...)
------------------------------------------------------------
FWF Der Wissenschaftsfonds
Austrian Science Fund
Weyringergasse 35
1040 Wien
Tel.: +43-1-505 67 40-0
Fax: +43-1-505 67 39
office(a)fwf.ac.at
http://www.fwf.ac.at
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Wed, 30 Jun 2004 16:03:58 +0200
From: Michael Theil <theil(a)wu-wien.ac.at>
Subject: Hammurabi-Preis 2005, 1st call
Sehr geehrte Kolleginnen und Kollegen,
ich möchte Sie auf die Ausschreibung des Hammurabi-Preises 2005 aufmerksam
machen. Die Einreichfrist läuft bis 30.9.2004.
Die Ausschreibung finden Sie auf den WWW-Seiten des Instituts
http://www.wu-wien.ac.at/wwwu/institute/versich/tafel.html
unter dem Punkt "Aktuelles".
Beste Grüße, Ihr
Michael Theil
***************************************************
ao. Univ.-Prof. Mag. Dr. Michael Theil
Institut für Versicherungswirtschaft / Wirtschaftsuniversität Wien
Institute of Risk Management and Insurance / Vienna University of
Economics and Business Administration
A-1090 Wien, Augasse 2-6
Tel. (+ 43-1) 31336 4947, Fax (+ 43-1) 31336 90 4947
e-mail: theil(a)wu-wien.ac.at
http://www.wu-wien.ac.at/usr/versich/theil/local.html
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
Tu, 29.06.2004 Giovanni Cesari
Counterparty Credit Exposure for Exotic Derivatives
Vortragsreihe aus Finanz- und Versicherungsmathematik
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 24 Jun 2004 16:09:21 +0200
From: Beatrix Pawelczak <pawelcza(a)ihs.ac.at>
To: NOEG_VT: ;
Subject: Invitation to IHS Public Lecture
ÖFFENTLICHER GASTVORTRAG
PUBLIC LECTURE
Monday, 28 June, 2004
Institut für Höhere Studien
1060 Wien, Stumpergasse 56
4:00 p.m., HS II
Herakles Polemarchakis
Brown University, Providence
Pareto Improving Taxes
ABSTRACT
In economies with externalities, competitive equilibria are
constrained suboptimal: commodity taxes lead to a Pareto improvement
after prices adjust and markets clear. The argument extends to
economies with strategic interactions, incomplete asset markets or
asymmetric information. The constrained suboptimality of competitive
allocations provides foundations for a theory of economic policy in
market economies.
With: J. D. Geanakoplos, Yale University
__________________________________________________________________
Bakk. phil. Beatrix Pawelczak
Institute for Advanced Studies and Scientific Research
Stumpergasse 56, 1060 Wien, Austria
Tel: +43-(01)-59991-145
Fax: +43-(01)-59991-163
e-mail: pawelcza(a)ihs.ac.at
www: http://www.ihs.ac.at
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
seminars within one week
Tu, 08.06.2004 Michel Verschuere
Risk management in immature electricity markets
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Mon, 24 May 2004 13:53:58 +0200
From: Hans-Joachim Zwiesler <h.zwiesler(a)ifa-ulm.de>
Subject: Ausschreibung Juniorprofessur Versicherungswirtschaft an der Uni
Ulm
Liebe Kolleginnen und Kollegen,
beiliegend schicke ich Ihnen die Ausschreibung einer Juniorprofessur in
Versicherungswirtschaft (offizielle Veröffentlichung: 3. Juni 2004)
mit der Bitte, die Ihnen bekannten, geeigneten
Nachwuchswissenschaftler/innen darauf aufmerksam zu machen und ihnen eine
Bewerbung nahe zu legen. Bei der Stelle handelt es sich um eine
Juniorprofessur, die wir extern besetzen wollen und die nach 5 bis 6 Jahren
- eine positive Beurteilung des Stelleninhabers vorausgesetzt -
in eine ordentliche Professur überführt werden könnte.
Gedacht ist die Stelle für eine/n exzellente/n, promovierte/n (oder in der
Endphase der Promotion befindliche/n) Nachwuchswissenschaftler/in im
Versicherungsbereich, wobei wir den Kreis hier bewusst weit ziehen.
Ich denke, dass die Universität Ulm ein sehr attraktives Umfeld bietet,
und würde mich freuen, wenn sich aus Ihrem Bereich geeignete
DoktorandInnen bewerben würden.
Bitte beachten Sie den Bewerbungsschluss: 5. Juli 2004
Für nähere Rückfragen stehe ich jederzeit gerne zur Verfügung.
Vielen Dank und herzliche Grüße
Ihr H.-J.Zwiesler
[attachment removed and saved to below URI by admin]
URI : http://www.fam.tuwien.ac.at/local/listarchs/data/20040524T1423.pdf
Type: PDF document, version 1.3
Size: 51115
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
seminars within one week
Tu, 25.05.2004 Daniel Straumann
Parameter estimation in conditionally
heteroscedasric time series models.
Th, 27.05.2004 Fulvio Pegoraro
Pricing and Inference with Mixtures of
Conditionally Normal Processes
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Mon, 17 May 2004 13:42:21 +0200
From: Nicole Gruber <oek(a)eos.tuwien.ac.at>
Subject: Ökonometrisches Seminar
Liebe Kolleginnen und Kollegen,
am 24. Mai 2004 (13:00 bis 14:30 Uhr) hält Herr Prof. Dr. Jürgen Franke
(Universität Kaiserslautern) einen Vortrag mit dem Titel
"Nichtparametrische Zeitreihenmodelle auf der Grundlage neuronaler Netze
und Anwendungen bei der Risikoquantifizierung und Portfoliomanagement".
Ort: HS 14 (Karlsplatz 13, Stiege 3, 3. Stock)
Mit freundlichen Grüßen
Nicole Gruber
Nicole Gruber
Institute for Mathematical Methods in Economics
Research Unit: Econometrics and System Theory
Argentinierstrasse 8
1040 Vienna
Tel: +43 1 58801 11911
Fax: +43 1 58801 11999
e-mail: nicole.gruber(a)tuwien.ac.at
Timetable
Dienstag, 18. Mai 2004, 16:30,
TU Wien, Freihaus Hörsaal 6:
Prof. Anna Rita Bacinello
Full Professor, University of Trieste (Italy)
"Modelling the Surrender Conditions
in Equity-Linked Life Insurance"
http://www.fam.tuwien.ac.at/vr/20040518.phphttp://www.fam.tuwien.ac.at/vr/http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------
Ankündigung eines Vortrags eines Lektors unseres Instituts:
Dienstag, 25. Mai 2004, 18 Uhr,
Wirtschaftskammer, Wiedner Hauptstr. 63, 1040 Wien
Mag. Christoph Krischanitz
arithmetica und Lektor an der TU Wien
"Eigenkapitalsteuerung und Risikomanagement
in Versicherungsunternehmen"
Abstract und Anmeldung unter
http://www.fam.tuwien.ac.at/events/vr/20040525.pdf
Dieser Vortrag wird von der Österreichischen Gesellschaft für
Versicherungsfachwissen organisiert.
------------------------------------------------------------------
there is _no_ seminar today. the talk of lutz von grafenstein will be on
another day, which is not fixed jet.
best regards, sandra trenovatz
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Tu, 04.05.2004 Dirk Tasche
Konzentrationssensitive Kapitalanforderungen für
Kreditrisiken
Vortragsreihe aus Finanz- und Versicherungsmathematik
Tu, 06.05.2004 Lutz von Grafenstein
Power markets and HJM-methodology
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
seminars within one week
Tu, 20.04.2004 Gallus Steiger (ETH Zürich)
On the optimal martingale measure for exponential utiity
indifference pricing (open abstract)
Th, 22.04.2004 Luciano Campi
Hedging for an insider in incomplete markets
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Vortragsreihe: Wissenswertes der Mathematik:
Mo, 19.04.2004 Uwe Schmock (16.00 im Seminarraum 104)
Einführung in die Kreditrisikomodellierung,
http://info.tuwien.ac.at/goldstern/wissen/
TU FH, Turm A, 6. Stock, Seminarraum 107.
Th, 15.04.2004, 16:30 - 17:30
Karel Janecek
(student of D. Kramkov applying for a RICAM-position)
title of talk was not sended.
Th, 15.04.2004, 17:30
Bulat Khaydarov
Market Liquidity and Its Effect on Portfolio Risk
http://www.fam.tuwien.ac.at/events/
Time: Monday, 15. March 2004 from 13.00 to 14.30
Location: Seminarraum 105a (Mehrzweckraum), Argentinierstr. 8, 1. Floor
Speaker: Dr. Daniel Straumann (RiskLab, ETH Zurich)
Title: Estimation in Conditionally Heteroscedastic Time Series Models
Abstract: This talk deals with the estimation in certain conditionally
heteroscedastic time series models, such as e.g. GARCH, asymmetric GARCH
or EGARCH. By exploiting the techniques of stochastic recurrence
equations, we develop a general and unifying limit theory for the
maximum-likelihood estimator (MLE) and quasi-maximum likelihood
estimator (QMLE) in a certain parametric class of conditionally
heteroscedastic time series models. This generalizes and clarifies work
of Lumsdaine (1996) and Berkes et al.(2003). We furthermore discuss the
issue of misspecification in the MLE and the behavior of the QMLE in the
presence of a heavy-tailed noise distribution. A second part of the
thesis studies the asymptotic behavior of the classical Whittle
estimator when it is applied to the squares of GARCH(1,1). We focus on
the case of an unconditional distribution with an infinite 8th moment
and thereby generalize results by Giraitis and Robinson (2001).
A copy of Dr. Straumann's recent Ph.D. thesis on this topic is in my office.
With best regards,
Uwe Schmock
Timetable
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
Th, 11.03.2004
---> 17:00-18:00 <---
Umut Cetin:
An Alternative Proof of Fundamental Theorem of Asset Pricing with
Proportional Transaction Costs
I'll try to give a, somewhat rigorous, sketch of the proof of the
fundamental theorem in the setting of Jouini and Kallal (1995) using
arguments from utility maximization.
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Mon, 23 Feb 2004 16:51:07 -0500
From: Matheus Grasselli <grasselli(a)math.mcmaster.ca>
Subject: POSTDOCTORAL FELLOWSHIP IN FINANCIAL MATHEMATICS
Dear Colleagues
Tom Hurd and I are pleased to announce the following opening for a
Postdoc position within our group at McMaster University. We would
ask you to forward this message to any strong candidates you might
think would be interested in applying for it.
Best regards,
Matheus Grasselli
Assistant Professor and Sharcnet Chair in Financial Mathematics
Dept. of Math & Stats - McMaster University
grasselli(a)math.mcmaster.ca - 905 525 9140 x 23406
www.math.mcmaster.ca/grasselli
************************************************************************
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, 2004 or thereafter, the stipend will be CAD 40,000
per annum plus a CAD 2,000 grant per annum for research expenses.
Applications will be accepted until the position is filled.
Applications and three letters of reference should be sent immediately
to:
Dr. Matheus Grasselli and Dr. Tom Hurd
Mathematics & Statistics
McMaster University
Hamilton, Ontario
Canada, L8S 4K1
Matheus Grasselli
Assistant Professor and Sharcnet Chair in Financial Mathematics
Dept. of Math & Stats - McMaster University
grasselli(a)math.mcmaster.ca - 905 525 9140 x 23406
www.math.mcmaster.ca/grasselli
From: Mark Owen <mowen(a)ma.hw.ac.uk>
Dear colleague,
I would be very grateful if you could pass on on some information to
members of your department about a newly advertised RA position at the
department of Actuarial Mathematics and Statistics, Heriot-Watt
University.
This is a two year, EPSRC funded position, and would suit recent postdocs
with a background in financial mathematics, functional analysis or
stochastic analysis. More details can be found in the attached particulars
or on my homepage: http://www.ma.hw.ac.uk/~mowen/
Many thanks indeed,
Mark Owen.
--
Dr. Mark P. Owen,
School of Mathematical and Computer Sciences,
Scott Russell Building,
Heriot-Watt University, Riccarton,
Edinburgh EH14 4AS, Scotland.
School of Mathematical and Computer Sciences
Department of Actuarial Mathematics and Statistics
Post-Doctoral Research Fellowship in Financial Mathematics -
`Optimal investment in semimartingale markets for the writer of a
contingent claim'.
--
Further Particulars
Salary: £18,265 - £20,311
Applications are invited for a 24 month Post-Doctoral Fellowship in the
Department of Actuarial Mathematics and Statistics at Heriot-Watt
University, funded by the EPSRC. The pro ject will be concerned with the
existence of solutions to problems of optimal investment in general
semimartingale models of financial markets, using a combination of
martingale methods, convex duality, and functional analysis.
Applicants should have a PhD in either financial
mathematics, functional analysis or stochastic analysis. Due to the nature
of the pro ject, a background in functional analysis would be
advantageous. The candidate should have as a minimum, a basic knowledge
of financial mathematics and the desire to work in this field.
Opportunities are available for participation in international
conferences.
The aim of the project is to investigate optimal investment for an
economic agent who wishes to maximise their expected utility of wealth
from trading, in the framework of a general model of an incomplete
semimartingale financial market. It is proposed to treat
the case where the agent has written a European style contingent claim,
with possibly unbounded payoff. This would extend previous work by the
principal investigator, Dr M. Owen. One of the main goals of this pro ject
will be to formulate a tractable (dual) optimisation problem within a
locally convex topological vector space generated by pricing measures. In
addition to this, properties of the optimal terminal wealth will be
investigated, with the aim of relating it to an optimal wealth process or
an optimal trading strategy.
The Department of Actuarial Mathematics and Statistics is part of the
School of Mathematical and Computer Sciences at Heriot-Watt University.
The Department is one of the world's leading centres of research in
actuarial and financial mathematics, and was awarded Grade 5 in the 2001
Research Assessment Exercise.
Much useful information about the Department can be found in the Annual
Reports on our website at http://www.ma.hw.ac.uk/ams.html.
Further information is available from http://www.ma.hw.ac.uk/mowen/ or
from Dr M. Owen (Tel: +44-(0)131 451 4366, email: M.P.Owen(a)ma.hw.ac.uk).
It is expected that the Post-Doctoral Research Fellowship will start as
soon as possible after 1 April 2004.
For application details, please contact the Human Resources Office,
Heriot-Watt University, Edinburgh EH14 4AS, tel/fax +44-(0)131 451 3475
(24 hours), hr(a)hw.ac.uk, quoting Ref 31/04/J. Closing date: 12 March 2004.
ein weiterer vortrag an unserem institut, ausnahmsweise an einem mittwoch,
dafür aber zur gewohnten zeit um 16:30. da der seminarraum 105 besetzt ist,
findet der vortrag im besprechungszimmer des instituts 107 (freihaus, 6.
stock, grüner bereich) statt.
We, 28.01.2004 Alexander Uljanov
Fondsgebundene Lebensversicherungen mit Mindestgarantie
(in deutscher sprache)
abstract siehe http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00
TU FH, Turm A, 6. Stock, Seminarraum 107
seminars within one week
Mo, 26.01.2004 Josef Teichmann (16.00 im Seminarraum 118)
Geometrie der Zinsen,
Vortragsreihe: Wissenswertes der Mathematik
Tu, 27.01.2004 Josef Teichmann
Generalising the Hobson-Rodgers model
Th, 29.01.2004 Alexander Schied
Optimal investments for robust utility functionals
The above seminars are also announced via the FAM-news mailing list, one of
the public mailing lists maintained by FAM.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
seminars within one week
Tu, 20.01.2004 Josef Teichmann
Cubature on Wiener Space from the point of view of central
limit theorems
Th, 22.01.2004 Andreas Kull
'Solvency II': Ein neues Aufsichtsmodell für die
Versicherungswirtschaft in der EU
Vortragsreihe aus Finanz- und Versicherungsmathematik
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
seminars within one week
Tu, 13.01.2004 Peter Friz
Rough Path and Stochastic Analysis
other future seminars
Th, 22.01.2004 Andreas Kull
'Solvency II': Ein neues Aufsichtsmodell für die
Versicherungswirtschaft in der EU
Vortragsreihe aus Finanz- und Versicherungsmathematik,
Mo, 26.01.2004 Josef Teichmann (16.00 im Seminarraum 118)
Geometrie der Zinsen, Vortragsreihe: Wissenswertes der
Mathematik
Th, 29.01.2004 Alexander Schied
Optimal investments for robust utility functionals
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 16 Dec 2003 18:57:30 -0500 (EST)
From: Steven Shreve <shreve(a)matt.math.cmu.edu>
Subject: Post-doc at Carnegie Mellon
CARNEGIE MELLON UNIVERSITY
Center for Computational Finance
The Center for Computational Finance expects to appoint a post-doctoral
fellow in mathematical finance, beginning in September 2004.
This position will be funded by Morgan Stanley and the National
Science Foundation, and is contingent upon approval of the
National Science Foundation funding. Applicants should have a strong
record of accomplishment in probability research and a serious interest
in the applications of probability to finance. This will be a two-year
appointment with no teaching duties. The recipient will be expected to
make short visits to Morgan Stanley during the academic year, and Morgan
Stanley is expected to offer an internship in the summer between the
academic years. Applicants should send a vita, list of publications, a
statement describing current and planned research, and arrange to have at
least three letters of recommendation sent. For full consideration,
applications should be received by January 12, 2004. All communications
should be addressed to: Computational Finance Post-doctoral Committee,
Department of Mathematical Sciences, Carnegie Mellon University,
Pittsburgh, PA 15213. Carnegie Mellon University is an Affirmative
Action/Equal Opportunity Employer
--
Steven E. Shreve
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213-3890
shreve(a)cmu.edu
http://www.math.cmu.edu/users/shreve
Direct Telephone: 412-268-8484
Department Telephone: 412-268-2545
Fax: 412-268-6380
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 16 Dec 2003 15:34:55 +0000 (GMT)
From: Chris Rogers <L.C.G.Rogers(a)statslab.cam.ac.uk>
Subject: Positions in Cambridge ...
(...)
There are currently two positions available at any point on the
Lecturer scale in this department, one in math finance, the other
in any area but with a preference for math finance. These are
very attractive for a variety of reasons, which I'm happy to
explain to anyone who is interested further after checking out
http://www.statslab.cam.ac.uk/Vacancies/
Please bring to the attention of anyone you think may be
suitable.
Closing date 5th Jan 2004.
Chris
///////////////////////////////////////////////////////////////////
// Professor L C G Rogers Tel: +44 1223 766806 //
// Statistical Laboratory Fax: +44 1223 337956 //
// Wilberforce Road Web: www.statslab.cam.ac.uk/~chris //
// Cambridge CB3 0WB, GB //
///////////////////////////////////////////////////////////////////
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Th, 11.12.2003 Stefan Geiss
Approximations of European type pay-offs, fractional
Sobolev spaces, and random time nets
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Thu, 4 Dec 2003 18:27:01 +0100 (MET)
From: Claudia Klueppelberg <cklu(a)ma.tum.de>
Subject: Postdoc positions at Munich University of Technology
(...)
Opening:
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
1 postdoctoral or doctoral position (for a maximum of 3 years)
starting March 1, 2004 at the Institute of Mathematical Statistics. Salary is
at the BAT IIa level and depends on the degree, age and family status of the
applicant.
We are looking for applicants who are interested in participating within the
project "Statistical Methods for Model Selection in Regression" sponsored by
the German Science Foundation (DFG). The aim is to develop interpretable
discrepancy measures and appropriate statistical tests for model selection.
Sound knowledge in asymptotic statistics and Bayesian Statistics with Markov
Chain Monte Carlo methods are required. Multivariate and time dependence
structures of the data will be considered. The methods will be be implemented
and tested on applications from insurance and finance.
Successful applicants are expected to have a Ph.D., a M.Sc. or Diploma in
mathematics or statistics. In addition, we expect computing experience with
statistical software (SAS and/or Splus) and programming languages (C++ and/or
Matlab). German language skills are helpful, but not necessary. An interest in
learning the German language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Czado
Zentrum Mathematik
Technische Universitaet Muenchen
Boltzmannstrasse 3
85747 Garching bei Muenchen
phone: +49 89 289 17428
email: cczado(a)ma.tum.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
------------------------------------------------------------------------------
OPENINGS
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
2 postdoctoral or doctoral positions (for a maximum of 3 years)
starting April 1, 2004 or later at the Chair of Mathematical Statistic
(Prof. Dr. Claudia Kl"uppelberg). Salary is at the BAT IIa level and
depends on the degree, age and family status of the applicant.
We are looking for participation in the project
"Risk Management in Finance and Insurance" with areas of concentration
(1) Modelling, quantification and simulation of credit risk portfolios
(joint project with the HVB (HypoVereinsbank M"unchen),
or
(2) Dynamic Integrated Risk Management
(joint project with the Munich Reinsurance Company).
The aim of research project (1) is to develop an appropriate model
for a realistic credit risk management,
to test the model in simulations and to implement it as a prototype.
Close collaboration with HVB is expected.
The aim of research project (2) is an effective dynamic
modelling of insurance and financial risk within an integrated model.
Important components of this project concern the choice of a suitable
risk measure and an appropriate capital allocation.
Close collaboration with Munich Re is expected.
We are looking for applicants with interest in stochastic modelling,
statistical analysis and computational implementation. Applicants are
expected to have a Ph.D., a M.Sc. or Diploma in mathematics or statistics.
In addition, we expect computing experience with statistical software
(SAS and/or Splus) and programming languages (C++ and/or Matlab).
German language skills are convenient, but not necessary. An interest
in learning the language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Klueppelberg
Chair of Mathematical Statistic
Center for Mathematical Sciences
Munich University of Technology
Boltzmannstrasse 3
D-85747 Garching
phone: +49 89 289 17432
e-mail: cklu(a)mathematik.tu-muenchen.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
the talk this friday starts at 1 o'clock in the afternoon.
Fr, 28.11.2003 Tom Fischer !!! starts at 13:00 !!!
An axiomatic approach to valuation in life insurance
(this will be a short talk. tom applied for the open position in our dept)
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Thu, 27 Nov 2003 12:10:14 +0100 (MET)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
P O S T D O C P O S I T I O N S
AT THE
JOHANN RADON INSTITUTE FOR COMPUTATIONAL AND APPLIED MATHEMATICS
(RICAM)
OF THE AUSTRIAN ACADEMY OF SCIENCES, AUSTRIA
RICAM is a research institute which went into operation on January 1,
2003, and will be gradually built up to a total of 25 PostDoc
positions in six areas:
Scientific Computing - Computational Methods for Direct Field Problems
Scientific Computing - Inverse Problems
Scientific Computing - Optimization and Control
Symbolic Computation
Analysis of Partial Differential Equations
Mathematical Finance
The institute is housed on the campus of the Johannes Kepler
Universität in Linz, a town of about 200.000 on the Danube, very close
to the Austrian Alps, and half-way between Vienna and Salzburg.
The "Mathematical Finance Group" is looking for a PostDoc with a
strong interest and research experience in the "Applications of
stochastic processes in finance".
This position is expected to be available from March 1, 2004.
Further information can be obtained from one of the group leaders
Prof. Gerhard Larcher <gerhard.larcher(a)jku.at>
Prof. Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
The "Scientific computing - Optimization and Control Group" is
searching two PostDocs with a strong background in applications to
partial differential equations or variational problems. For
information contact Prof.K. Kunisch at: karl.kunisch(a)uni-graz.at
PostDocs interested to work in one of the other research areas are
encouraged to inquire with the director, Prof. Heinz W. Engl at,
heinz.engl(a)oeaw.ac.at
For all positions a doctorate in mathematics or a closely related
field is required. The working language is English.
The positions are initially for up to three years, one renewal for
three more years is possible depending on achievements.
Two sets of applications with personal and scientific data, copies of
relevant documents and a statement about scientific interests and
achievements should be sent to
Prof. Heinz W. Engl
Johann Radon Institute
Austrian Academy of Sciences
A-4040 Linz
Austria
---------- Forwarded message ----------
Date: Mon, 17 Nov 2003 14:37:26 +0000 (GMT)
From: Sam Howison <howison(a)maths.ox.ac.uk>
Subject: Postdoctoral positions available
Dear Colleague
Oxford University is able to appoint to one or two postdoctoral research
positions in Mathematical Finance, based in the Mathematical Institute,
and I am writing to ask for your help in bringing this opportunity to the
attention of any strong potential candidates. The post arises out of the
success of our part-time Masters course in Mathematical Finance, and the
postholders will be asked to undertake a small amount of teaching on that
programme. The post are for two years, renewable for a third.
We attract outstanding graduate students in finance, have a thriving and
substantial Masters programme with core funding from the European
financial sector, and have a strong and diverse group of faculty working
in the subject. An important goal in making this appointment will be to
support Oxford as a leading centre for finance in Europe.
Details of the post are on
http://www.maths.ox.ac.uk/notices/vacancies/institute/postdoc14.shtml
I will be happy to try to answer any questions you may have.
Best regards
Sam Howison howison(a)maths.ox.ac.uk
---------- Forwarded message ----------
Date: Fri, 7 Nov 2003 10:11:35 +0000 (GMT)
From: Julia Blackwell <J.L.Blackwell(a)statslab.cam.ac.uk>
Subject: Cambridge University - Lectureship Vacancy
Can I draw your attention to two positions that we currently
have vacant?
http://www.statslab.cam.ac.uk/Vacancies/
These are established positions, for mid-career or junior
colleagues with active research in mathematical finance (or
possibly probability or statistics); we are able to appoint at
any point on the stated salary scale, and the positions are
extremely attractive in addition because:
* Cambridge teaching is completed in three 8-week blocks
* If the person appointed does not become a Fellow of a
College, the teaching duties are lecturing (typically in
the range 40-60 hours per year) and examining.
* The students here are outstandingly good, and lecture
courses can be set at a high level and fast pace
* The Centre for Mathematical Sciences is one of the largest
and most impressive centres for mathematics in the world
* There are strong links with colleagues in Economics and
the Judge Institute of Management.
The closing date for applications is 5th January 2004.
Chris Rogers
*******************************
Julia Blackwell
Statistical Laboratory
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
Tel: 01223 337958
Fax: 01223 337956
http://www.statslab.cam.ac.uk/
Hi there,
As most of you are lecturers or students you might find MIT's
OpenCourseWare a valuable source of materials:
> Patrick Douglas Crispen ( http://www.tourbus.com/ )
> announcing phase 2 of OCW:
(...) back in April of 2001 the Massachusetts Institute of Technology
[MIT] announced the ground-breaking and ambitious ten-year goal of
posting online all course materials from every MIT undergraduate and
graduate course. Syllabi. Course calendars. Lecture notes.
Assignments. Exams. Everything.
Phase one of MIT's OpenCourseWare project debuted last October,
giving the world access to MIT course materials from 32 courses in 17
different departments ranging from Aeronautics and Astronautics to
Urban Studies and Planning. Phase two, which was completed on Monday,
increases that number to 500 courses from 33 academic disciplines.
You can find MIT's OpenCourseWare site online at
http://ocw.mit.edu/
> MIT OCW about OCW,
> from http://ocw.mit.edu/OcwWeb/Global/AboutOCW/about-ocw.htm :
MIT OCW is a large-scale, Web-based electronic publishing initiative
funded jointly by the William and Flora Hewlett Foundation, the Andrew
W. Mellon Foundation, and MIT.
MIT OCW's goals are to:
* Provide free, searchable, access to MIT's course materials for
educators, students, and self-learners around the world.
* Create an efficient, standards-based model that other
institutions may emulate to openly share and publish their own
course materials.
---
Of course, there are special fields such as
http://ocw.mit.edu/OcwWeb/Mathematics/http://ocw.mit.edu/OcwWeb/Economics/
Enjoy,
--
-- Andreas
---------- Forwarded message ----------
Date: Mon, 15 Sep 2003 11:55:33 +0200 (MEST)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Mon, 15 Sep 2003 09:48:33 GMT
From: FWF Newsletter <mailinglist(a)fwf.ac.at>
Subject: Ausschreibung: European Young Investigator Awards
Liebe Leserin, lieber Leser,
die European Young Investigator (EURYI) Awards sind
ausgeschrieben: Ziel des EURYI Awards ist es, exzellenten jungen
Wissenschafterinnen und Wissenschaftern einen fuenfjaehrigen
Aufenthalt an einer europaeischen Forschungseinrichtung zu
ermoeglichen. Das Programm richtet sich an WissenschafterInnen
aller Fachdisziplinen aus der ganzen Welt.
Voraussetzungen sind: zwei bis zehn Jahre Postdoc-Erfahrung, ein
exzellenter "track record" und das Potential zu internationalen
Spitzenforscherinnen und Spitzenforschern auf ihrem Gebiet zu
werden. Die Preise sind mit 150.000 bis 250.000 EUR pro Jahr
dotiert.
BewerberInnen, die nach Oesterreich kommen wollen, muessen ihr
Projekt bis zum 15. Dezember 2003 beim FWF einreichen.
OesterreicherInnen, die ins Ausland gehen wollen, muessen ihr
Projekt bei der jeweiligen Foerderorganisation einreichen.
Bitte informieren Sie potentielle KandidatInnen ueber diesen
neuen Preis.
Details und die Antragsunterlagen finden Sie unter:
http://www.fwf.ac.at/de/aktuelles_detail.asp?N_ID=81
Mit den besten Gruessen
Ihr FWF-Website-Team
(...)
------------------------------
Der Wissenschaftsfonds (FWF)
Weyringergasse 35
A-1040 Wien
office(a)fwf.ac.at
Tel.: +43-1-505 67 40-0
Fax: +43-1-505 67 39
---------- Forwarded message ----------
Date: Tue, 9 Sep 2003 10:04:08 -0400
From: Ulrich Horst <horst(a)mathematik.hu-berlin.de>
To: Berlin Workshop 2003 <finance(a)math.hu-berlin.de>
Subject: Mathematical Finance for Young Researchers
Dear colleagues,
some weeks ago we sent you a first announcement of our upcoming
Workshop on Mathematical Finance for Young Researchers:
Modeling, Measuring, and Managing Financial Risk.
The workshop will be held on
January 8 - January 10, 2004 at Humboldt University of Berlin.
The aim of the workshop is to bring together promising Ph.D. students
and postdocs, and to give them the opportunity to discuss their research
in an informal atmosphere. Keynote lectures will be given by
David Hobson, University of Bath,
Wolfgang Schmidt, Hochschule fuer Bankwirtschaft,
Martin Schweizer, ETH Zuerich
Thaleia Zariphopoulou, University of Texas at Austin.
We also invite applications for up to 15 contributed talks from young
researchers, in particular from recent PhDs. Accommodation expenses for
speakers will be covered. Very limited support for travel expenses
may also be available.
Please remember that that the deadline for applications is approaching
fast! All those member of groups who are interested in presenting
their research should not hesitate to contact us by October 15th.
Further information can be found on the workshop's website
http://www.math.hu-berlin.de/~finance/workshop/
Thank you very much for your cooperation,
the organizing committee
Peter Bank, Hans Foellmer, Ulrich Horst, Peter Imkeller, Alexander
Schied
===========================================
Ulrich Horst
Humboldt-University of Berlin
Department of Mathematics
Unter den Linden 6
D-10099 Berlin
Phone: +49 (0) 30 2093 5414
Fax: +49 (0) 30 2093 5848
e-mail: horst(a)mathematik.hu-berlin.de