---------- Forwarded message ----------
Date: Fri, 22 Sep 2006 11:52:20 +0200
From: Josef Teichmann <josef.teichmann(a)fam.tuwien.ac.at>
-----Original Message-----
From: Philip Protter [mailto:pep4@cornell.edu]
Sent: Wednesday, September 20, 2006 10:18 PM
Subject: Position in Financial Engineering at Cornell
Dear Friends and Colleagues,
I wish to spread the word that Cornell ORIE is hiring this year, at the
senior or junior (tenure track) level, and also at the postdoc level, in
Financial Engineering. Thanks in advance for any help to spread the work
you may give. Below are the two ads, which are very similar. Yours,
Philip
CORNELL UNIVERSITY
SCHOOL OF OPERATIONS RESEARCH & INDUSTRIAL ENGINEERING
One or more tenure-track and/or tenured positions. Rank open. PhD required
in Mathematics, OR, Statistics, or related field. Expertise in Financial
Engineering research and teaching is required. Involvement in the School's
Masters Program in Financial Engineering is expected. Salary appropriate to
qualifications and engineering norms. ORIE at Cornell is a diverse group of
probabilists, math programmers, statisticians, and those working in
simulation and manufacturing systems. An ideal candidate will have broad
training and interests and two years' postdoctoral experience for a junior
position, although a senior position is being seriously considered as well.
CV, 1-page statement of research and teaching interests, doctoral transcript
for junior applicants, and four letters of recommendation should be sent to
Financial Engineering Search, ORIE, Rhodes Hall, Cornell University, Ithaca,
NY 14853-3801. Applications completed by December 31, 2006 given preference.
Women and minority candidates especially encouraged to apply. Cornell
University is an AA/EOE. Please indicate you are applying for the tenured
or tenure-track position on your application.
*******************
CORNELL UNIVERSITY
SCHOOL OF OPERATIONS RESEARCH & INDUSTRIAL ENGINEERING
One or more postdoctoral positions. PhD required in Mathematics, OR,
Statistics, or related field. Expertise in Financial Engineering research
and teaching is required. Involvement in the School's Masters Program in
Financial Engineering is expected. Salary appropriate to qualifications and
Engineering norms. ORIE at Cornell is a diverse group of probabilists, math
programmers, statisticians, and those working in simulation and
manufacturing systems. An ideal candidate will have broad training. CV,
1-page statement of research and teaching interests, doctoral transcript,
and three letters of recommendation should be sent to Financial Engineering
Search, ORIE, Rhodes Hall, Cornell University, Ithaca, NY 14853-3801.
Applications completed by December 31, 2006 given preference. Women and
minority candidates especially encouraged to apply. Cornell University is an
AA/EOE. Please indicate you are applying for the postdoctoral position in
your application.
--
Philip Protter
ORIE -- 219 Rhodes Hall
Cornell University
Ithaca, NY 14853-3801
USA
pep4(a)cornell.edu
Telephone: 607-255-9133
Fax: 607-255-9129
http://www.orie.cornell.edu/orie/people/faculty/profile.cfm?netid=pep4
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Fri, 22 Sep 2006 10:26:15 +0200
From: Monika Michel <michel(a)math.TU-Berlin.DE>
Subject: Deutsche Bank Professorships in Berlin
Dear colleague,
We would be grateful if you could pass on the attached information about two
Deutsche Bank research professorships in Berlin to potentially interested
scientists.
Our apologies if you receive this message more than once.
On behalf of the hiring committee,
Monika Michel
Sekr. MA 7-5
Fakultät II - Institut für Mathematik
Technische Universität Berlin
Straße des 17. Juni 136
10623 Berlin
phone: +49(0)30-31423217
fax: +49(0)30- 31421695
[attachment converted to plain text by admin]
Two Deutsche Bank Professorships (W3, tenure) in Mathematical Financce
Faculty II . Mathematics and Natural Sciences (TU Berlin) .
one position (reference number: II-610)
Faculty of Mathematics and Natural Sciences II (Humboldt University) .
one position (reference number: PR/015/06)
Deutsche Bank Quantitative Products Laboratory (QP Lab), Humboldt
University and TU Berlin invite applications for two permanent full
professor positions (W3) in Mathematical Finance. We are looking for
internationally recognized scientists with a strong research record,
who will be expected to cooperate with QP Lab in applied research
projects. For an initial period of four years, the positions will be
research professorships with a reduced teaching duty. Depending on a
positive evaluation, the reduction of teaching can be extended for
another four years.
Applicants must meet the legal requirements for a university professor
as stipulated in § 100 BerlHG.
TU Berlin and HU Berlin are committed to gender equality, and
therefore strongly encourage applications by female scientists.
Applications by women with equivalent qualifications will be given
preference. Severely disabled applicants with equivalent
qualifications will be given preferential treatment.
Please send your application including curriculum vitae, list of
publications, and a list of teaching activities to one of the
following addresses (closing date for applications: October 12, 2006):
concerning reference number II-610 concerning reference number PR/015/06
Präsident TU Berlin Prof. Dr. Jürg Kramer
Institut für Mathematik Direktor
Sekretariat MA 4-1 Institut für Mathematik
Straße des 17. Juni 136 Humboldt-Universität zu Berlin
Unter den Linden 6
10623 Berlin
Germany 10099 Berlin
Germany
Further details are available from Further details are available from
Prof. Dr. Alexander Schied Prof. Dr. Peter Imkeller
phone: +49-(0)30-314 24602 phone: +49-(0)30-2093-5850
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Fri, 22 Sep 2006 10:31:05 +0200
From: Monika Michel <michel(a)math.TU-Berlin.DE>
Subject: Head of junior research group in math finance at TU Berlin
Dear colleague,
Matheon and TU Berlin invite applications from young scientists for
the position of the
Head of a junior research group in mathematical finance.
We would be grateful if you could pass on the attached information to
potential applicants, and we apologize if you receive this message
more than once.
On behalf of the hiring committee,
Monika Michel
Sekr. MA 7-5
Fakultät II - Institut für Mathematik
Technische Universität Berlin
Straße des 17. Juni 136
10623 Berlin
phone: +49(0)30-31423217
fax: +49(0)30- 31421695
[attachment converted to plain text by admin]
Zeit 21.09./Internet 14.09./Fristende 12.10.2006
Technische Universität Berlin Berlin, 13.09.2006
Der Präsident Tel. (030) 314-28297
- II T 6-16 - Fax: (030) 314-29788
Zi. H 2123
Email: jobs(a)TU-Berlin.de
S t e l l e n a u s s c h r e i b u n g
The DFG Research center MATHEON "Mathematics for key technologies:
Modelling, simulation and optimization of real-world processes", and
the Institute of Mathematics of the Berlin University of Technology
are inviting applications for the position of the
Head of a junior research group in Mathematical Finance
We are looking for candidates on a postdoctoral level with a
university degree in mathematics, who are experts in mathematical
finance and have an excellent background in applied and stochastic
analysis. They should have a strong record showing ability for
conducting independent research. It is expected that the successful
candidate will take an active part in the scientific training of young
researchers and in the activities of MATHEON.
Salary will be on a BAT Ib level, and the initial contract duration
will be until May 31, 2010. After a positive evaluation, an extension
of the contract for a total of 6 years is possible.
The participating institutions strive to increase the female quota and
therefore emphatically requests applications from female applicants.
Women with equivalent qualifications would be preferentially employed.
Severely disabled applicants with equivalent qualifications will be
given preferential treatment.
For further information see: http://www.matheon.de
Please send your written application and the usual documents to the
Präsident der Technischen Universität Berlin, Fakultät II, Sekretariat
MA 3-1, Straße des 17. Juni 136, D- 10623 Berlin (Germany).
Closing date for applications: within 3 weeks after publication
reference number: FO-829
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 19.09.2006 Petra Posedel (University Bocconi, Milano)
Asymptotic analysis for a simple explicit estimator
in BNS stochastic volatility models
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Fri, 08 Sep 2006 10:21:08 +0200
From: Peter Ouwehand <Peter(a)MATHS.uct.ac.za>
Subject: position at uct
Dear all,
Apologies for multiple and/or unwanted emails. I've pasted (and also
attached) an advertisement for a position at the University of Cape
Town.
Regards,
Peter Ouwehand
______________________________________________________________________
UNIVERSITY OF CAPE TOWN
ASSOCIATE PROFESSOR/ SENIOR LECTURER/LECTURER
DEPARTMENT OF MATHEMATICS AND APPLIED MATHEMATICS
The Department is large and dynamic, with an establishment of over
thirty faculty members. We seek to make three new appointments with
effect from January 2007 or as soon as possible thereafter.
Applications are sought for posts at all levels, from Lecturer to
Associate Professor, in all fields compatible with the research
interests and activities of the Department, including enrichment
programmes for schools. Please see our website at www.mth.uct.ac.za
for details of research groupings and activities. We particularly
encourage applications from candidates with research and teaching
interests in Mathematics of Computer Science; or with computational
interests and expertise in areas of Applied Mathematics and
Mathematical Modelling; or in the Mathematics of Finance.
A minimum qualification of a PhD is normally expected and young
mathematicians are particularly encouraged to apply. Applicants for a
senior position should have good teaching and strong international
research records, and the ability to raise research funding and
develop strong research programmes in their fields of interest.
Candidates should indicate for which level of position they are
applying. Level of appointment will be commensurate with experience
and standing of applicants.
The annual remuneration packages, including benefits, are:
Associate Professor: R373 968
Senior Lecturer: R315 536
Lecturer: R257 103
Please send: a letter of motivation, your full CV (no certificates), a
summary CV (please refer to the template provided on our website
http://www.mth.uct.ac.za ) and details (email/tel) of 3 referees, to:
Mr K Salman (Ref: 1163), Staff Recruitment & Selection, University of
Cape Town, Rondebosch, South Africa 7701 by 22 September 2006.
Telephone: +27 21 650-2192, email: ksalman(a)bremner.uct.ac.za website:
http://www.uct.ac.za
We are committed to equity in our employment practices. It is our
intention to appoint individuals with the aim of meeting our equity
objectives.
--
--------------------------------------------------
Peter Ouwehand
Senior Lecturer
Department of Mathematics and Applied Mathematics
University of Cape Town
peter(a)maths.uct.ac.za
tel (021) 650 3198
cel 083 697 8425
fax (021) 650 2334
--------------------------------------------------
"Just at present, almost all university activities in Britain are
described in the language of accountancy. So even an activity such as
philosophy is described [...] in terms of deliverability, production
targets, output monitoring, measuring, auditing, appraisal,
value-added, point-of-service strategic resource allocations, and
other horrors[...] grotesquely unfitted to describing attempts to
understand the world."
[Simon Blackburn in "Truth: A Guide for the Perplexed".]
[attachment with same content as above removed by admin]
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Thu, 07 Sep 2006 17:59:06 -0400
From: Vladimir Dobric <vd00(a)Lehigh.EDU>
Subject: Hiring at associate or full professor level
I would appreciate if you alert potential candidates for the position at the
associate or full professor level described in the add below.
Best
Prof. Vladimir Dobric
Department of Industrial and Systems Engineering
Lehigh University, Bethlehem, PA 18015
The department of Industrial and Systems Engineering at Lehigh
University invites applications for a Full or Associate Professor. We
welcome applications from individuals with strong backgrounds in any
ISE-relevant discipline, including industrial engineering, operations
research, systems engineering, and computer science. Candidates with
a strong background in high-performance computing and/or large-scale
optimization with interests in *financial engineering* or
bioinformatics/health care are especially encouraged to apply. The
candidate must demonstrate a strong commitment to undergraduate and
graduate education, conduct an active research program with strong
external support, and be willing to explore interdisciplinary research
opportunities within the college and university.
The department is undergoing significant growth in various area of
operations research and computing. Current research thrusts include
(1) optimization, (2) high-performance computing, (3) manufacturing,
production, and logistics, (4) information systems, and (5) stochastic
processes. Recent hires at the junior level have joined the Department
in these and related areas with specializations in parallel
algorithms, grid computing, mathematical programming, robust
optimization, telecommunications, and supply chain analysis.
Established in 1926, the ISE Department currently has 15 full-time
faculty members, 130 undergraduates and 120 graduate students, about
50 of which are Ph.D. students. We offer comprehensive research and
education programs at the B.S., M.S., and Ph.D. levels. The ISE
faculty maintains an outstanding international reputation in a variety
of research areas. Active research topics include discrete
optimization, high performance computing, financial optimization,
telecommunications, and a variety of topics in logistics and supply
chain analysis. The Department maintains excellent computational and
laboratory facilities, including a 64-processor Beowulf cluster for
parallel computing. Annual research expenditures exceed $3.5 million.
The Department has extensive interdisciplinary ties with the business
school through the Center for Value Chain Research and finance and
mathematics departments through the Analytical Finance program.
Review of applications will begin December 1, 2006 and will continue
until the position is filled. Send a statement of research and
teaching interests, a curriculum vita, representative research
paper(s), names and addresses of at least three references, and a
cover letter to Professor Robert H. Storer, Search Committee Chair,
Dept. of Industrial and Systems Engineering, Mohler Laboratory, 200
West Packer Ave., Lehigh University, Bethlehem, PA, 18015-1582. The
department web site is http://www.lehigh.edu/inime/ .
Lehigh University is an affirmative action/equal opportunity employer
and provides equal opportunity on the basis of merit without
discrimination because of race, color, religious creed, ancestry,
national origin, age, handicap, gender, sexual orientation, or union
membership.
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Wed, 06 Sep 2006 08:06:17 GMT
From: FWF Newsletter <mailinglist(a)fwf.ac.at>
Subject: EURYI: European Young Investigator Awards - 4. Ausschreibung,
DFG-Praesident wird 1. ERC Generalsekretaer
Inhalt:
1. EURYI: European Young Investigator Awards - 4. Ausschreibung
2. DFG-Praesident wird 1. ERC Generalsekretaer
----------------------------------------------------------------
Liebe Leserin, lieber Leser,
der European Young Investigator (EURYI) Award verfolgt das Ziel,
exzellente junge Wissenschafterinnen und Wissenschafter ueber
einen Zeitraum von fuenf Jahren effektiv zu foerdern. Das
Programm richtet sich an ForscherInnen aller Fachdisziplinen aus
der ganzen Welt und ermoeglicht ihnen eine eigene Nachwuchsgruppe
aufzubauen und zu leiten.
Voraussetzung fuer eine erfolgreiche Bewerbung sind neben zwei
bis acht Jahren Postdoc-Erfahrung, ein hervorragender Track
Record sowie das Potential im Fachgebiet international eine
fuehrende Rolle einnehmen zu koennen.
Die Preise sind mit 150.000 bis 250.000 Euro pro Jahr dotiert.
Pro Ausschreibung darf europaweit nur ein Antrag pro Bewerberin
und Bewerber eingereicht werden. Antraege auf Foerderung in
Oesterreich sind an den FWF zu richten und koennen bis zum
30. November 2006 gestellt werden.
Die vollstaendige Ausschreibung des EURYI Award mit detaillierten
Angaben zu den Antragsvoraussetzungen und -modalitaeten finden
Sie unter:
http://www.fwf.ac.at/de/aktuelles_detail.asp?N_ID=240
----------------------------------------------------------------
Der derzeitige Praesident der Deutschen Forschungsgemeinschaft
(DFG), Professor Ernst-Ludwig Winnacker, wird im Januar 2007
erster Generalsekretaer des Europaeischen Forschungsrates (ERC)
in Bruessel.
Dem hauptamtlichen Generalsekretaer des ERC wird eine besondere
Rolle beim Aufbau und der strategischen Ausrichtung des ERC
zukommen. Er wird zusammen mit dem Praesidenten und den beiden
Vize-Praesidenten des Scientific Councils sowie dem Direktor der
Exekutiv-Agentur des ERC das "ERC Board" bilden. Professor
Winnacker soll die Position vom Januar 2007 bis zum Juni 2009
bekleiden. Ihm folgt der spanische Oekonom und fruehere
katalanische Minister Professor Andreu Mas-Colell, der die
Geschaefte bis Ende 2011 fuehren soll.
Naehere Informationen finden Sie unter:
ERC Scientific Council: http://europa.eu.int/erc/index_en.cfm
FWF-ERC-Seite: http://www.fwf.ac.at/de/internationales/erc.html
Mit den besten Gruessen
Ihr FWF-Website-Team
------------------------------------------------------------
Unter http://www.fwf.ac.at/de/public_relations/mailinglist_wissenschafter.html
koennen Sie sich jederzeit wieder aus dem Verteiler austragen:
Bitte geben Sie im Formular die E-Mail-Adresse ein und waehlen
Sie "nicht mehr bekommen". Unter derselben Adresse koennen Sie
auch den Newsletter abonnieren.
------------------------------------------------------------
FWF Der Wissenschaftsfonds
Austrian Science Fund
Haus der Forschung, Sensengasse 1
1090 Wien
Tel.: +43-1-505 67 40-0
Fax: +43-1-505 67 39
office(a)fwf.ac.at
http://www.fwf.ac.at
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 5 Sep 2006 12:57:28 +0200
From: frontieres.finance <frontieres.finance(a)laposte.net>
Subject: Petit Dejeuner de la FInance 13 Sept 2006
** Registration deadline: Sept 8, 2006 *********
FRONTIERES EN FINANCE
http://www.frontiers-in-finance.com/
a le plaisir de vous annoncer le prochain
PETIT DEJEUNER DE LA FINANCE
Mercredi 13 Sept 2006, 8:00 - 9:30
Maison des Polytechniciens
12 rue de Poitiers 75007 Paris
Metro: Solferino / Musee d Orsay
avec une presentation de:
Julien TURC ( Societe Generale )
PRICING CDOs WITH A SMILE: THE LOCAL CORRELATION APPROACH
The local correlation model is an extension of the traditional
one-factor Gaussian model. It makes correlation a function of
the economy. In the
large pool framework, there is a simple and approximate
formula for deducing the local correlation from the base
correlation skew. We present
also a more robust process for fitting the local correlation
curve directly to market data. Incidentally, we show that the
base correlation skew is not a straight line, at least under
within this framework. On low strikes, it must have the shape
of a smile rather than that of a skew.
ABOUT THE SPEAKER:
Julien TURC is a Senior Strategist in the Quantitative
Strategy group at Société Générale Corporate & Investment
Banking. He joined Société
Générale in 2001. Prior to that, Julien worked as a
Quantitative Analyst on the Credit Derivatives desk at IXIS
CIB. Julien graduated from
Ecole Polytechnique (Palaiseau) and ENSAE (Malakoff). He has
been a lecturer in the Masters program in Probability and
Finance at Paris VI University for several years.
-----------------------------------------------
The Petit Dejeuner de la Finance is a monthly seminar
organized in Paris by Frontiers in Finance, an association
whose goal is the diffusion of quantitative methods in risk
management. Registration is free but compulsory in order to
participate in the seminar. See:
http://www.frontiers-in-finance.com/
* MODALITES DE PARTICIPATION :
Les Petits Dejeuners de la Finance, organises par
l'association FRONTIERES EN FINANCE a travers un partenariat
entre des chercheurs et des professionels du milieu bancaire et
financiers constituent une occasion d'echanges entre les
praticiens des marches et les chercheurs universitaires, en
apportant aux premiers les resultats des travaux de
modelisation quantitative et aux seconds la confrontation aux
problematiques concretes des professionels.
La participation au Petit dejeuner est
ouverte uniquement SUR INSCRIPTION PREALABLE et dans la mesure
des places disponibles. Une priorite est accordee aux
organismes partenaires de Frontieres en Finance. Les modalites
de partenariat sont disponibles sur demande aux organisateurs.
Pour vous inscrire, envoyer la fiche d'inscription
http://www.fiquam.polytechnique.fr/finance/inscription.html
par e-mail a : frontieres.finance(a)laposte.net
en indiquant votre nom, prenom et vos coordonnees precises
(adresse, affiliation, telephone, e-mail ) ainsi que votre
affiliation
professionnelle avant la date limite.
Frontieres en Finance
http://www.frontiers-in-finance.com/
Cet été, pensez aux cartes postales de laposte.net !
+---------------------------------------------------------------+
| PRisMa 2006 - One-Day Workshop on Portfolio Risk Management |
| Tuesday, September 26, 2006 |
| <http://www.fam.tuwien.ac.at/prisma2006/> |
+---------------------------------------------------------------+
organized by PRisMa Lab and FAM @ TU Wien
Location: Vienna University of Technology,
Main Building, Karlsplatz 13, 1040 Vienna, Austria
Lecture Hall "HS 18 - Czuber Hörsaal"
(staircase/Stiege II, 2nd floor)
Time: Tuesday, September 26, 2006, 9 am to 7 pm
Program:
9.00-9.10 Prof. Dr. Uwe Schmock (FAM @ TU Wien)
Welcome and Presentation of the Christian Doppler
Laboratory for Portfolio Risk Management (PRisMa Lab)
9.10-9.20 Dr. Johann Strobl (Chief Financial Officer and Chief Risk
Officer, Member of the Board of Directors of BA-CA)
Forschungskooperation aus der Sicht der BA-CA
9.20-9.30 Prof. Dr. Walter Schachermayer, (FAM @ TU Wien)
Introduction of Prof. Josef Teichmann, Laureate
of the START Prize
9.30-10.20 Prof. Dr. Josef Teichmann (FAM @ TU Wien)
Calculation of Greeks by Cubature Formulas
10.20-10.50 Coffee Break
10.50-11.20 Dr. Stefan Gerhold (PRisMa Lab, FAM @ TU Wien)
An Implementation of the LIBOR Market Model for
Pricing Exotic Constant Maturity Swaps
11.20-12.00 Dr. Irina Slinko (FAM @ TU Wien)
On Finite Dimensional Realizations of Two-Country
Interest Rate Models
12.00-14:00 Lunch Break
14.00-14:40 Dr. Friedrich Hubalek (FAM @ TU Wien)
Simple Explicit Variance-Optimal Hedging for
Path-Dependent and Multi-Asset Derivatives
14:40-15:20 Dr. Jan Palczewski (Warsaw University)
Portfolio Optimisation with Economic Factors
and Transaction Costs
15:20-15:50 Coffee Break
15:50-16:30 Dr. Gregory Temnov (PRisMa Lab, FAM @ TU Wien)
Combined Methodology for Modelling and Measuring
Operational Risk
16:30-17:10 DI Christian Bayer (FAM @ TU Wien)
Discretization of SDEs: Euler Methods and Beyond
17:10-17:50 DI Barbara Forster (FAM @ TU Wien)
Computation of Price Sensitivities
17:50-19:00 Bread and Wine
General Information
Participation is free, and there is no official registration -
nevertheless for administrative reasons we would be happy if you
write a short e-mail to our secretary, Mr. Christian Gawrilowicz
(secr(a)fam.tuwien.ac.at), with your name and university or company.
Everyone is welcome, practitioners are especially encouraged to attend.
Organiser: Prof. Dr. Uwe Schmock
(Financial and Actuarial Mathematics Group (FAM),
Vienna University of Technology)
Workshop Secretary:
Mr. Christian Gawrilowicz (FAM @ TU Wien)
Phone: +43-1-58801-10511
E-mail: secr(a)fam.tuwien.ac.at
Attendance of the above workshop can be conveniently combined with:
+------------------------------------------------------------------+
| FERM06 - Workshop on Financial Engineering and Risk Management |
| Monday, September 25, 2006 |
| <http://www.univie.ac.at/crm/ferm06/> |
+------------------------------------------------------------------+
Location: Marietta-Blau-Saal
University of Vienna
Dr. Karl Lueger Ring 1
A-1010 Vienna, Austria
Speakers:
- Engelbert J. Dockner (Department of Finance, University of Vienna)
tba
- Georg Wachberger (Erste Bank)
Quantitative challenges within dynamic financial institutions
- Rudolf Diewald (Versicherungsverband Österreich)
Rebel without a Cause
- Johannes Ziegelbecker (Österreichische Pensionskassen AG)
Risk Management in Austrian Pension Funds
- Uwe Schmock (Institute for Mathematical Methods in Economics,
Vienna University of Technology)
Modelling and Aggregation of Dependent Credit and Operational Risks
- Stavros A. Zenios (HERMES European Center of Excellence
on Computational Finance and Economics)
Financial Products with Guarantees:
Applications, Models and Internet-based services
- Gautam Mitra (CARISMA, Brunel University)
Models and Tools for Portfolio Planning
- Ronald Hochreiter and Georg Ch. Pflug
(Computational Risk Management Group, University of Vienna)
The AURORA Financial Management System
General Information:
Registration is mandatory
<http://homepage.univie.ac.at/nikola.broussev/php/register.php>,
participation fee is ¤ 150,-.
Contact: Gerald Kamhuber <mailto:gerald.kamhuber@univie.ac.at>
+------------------------------------------------------------------+
| Job offer at FAM @ TU Wien: |
| Ph.D. Student or Postdoc in Credit Risk Modeling |
| <http://www.fam.tuwien.ac.at/jobs/20060824.php> |
+------------------------------------------------------------------+
Some low cost airlines to reach Vienna:
http://www.airberlin.com/http://www.flyniki.com/http://www.germanwings.com/http://www.aua.com/http://www.intersky.biz/http://www.skyeurope.com/ (via Bratislava)
With best regards,
Uwe Schmock
-----
Prof. Dr. Uwe Schmock
Institute for Mathematical Methods in Economics
Research Unit: Financial and Actuarial Mathematics
Vienna University of Technology
Wiedner Hauptstrasse 8-10/105-1
A-1040 Vienna
Austria
Personal Home Page:
<http://www.fam.tuwien.ac.at/~schmock/>
Financial and Actuarial Mathematics (FAM) at TU Vienna
<http://www.fam.tuwien.ac.at/>
CD-Laboratory for Portfolio Risk Management (PRisMa Lab)
<http://www.prismalab.at/>