by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Thu, 27 Jul 2006 19:01:46 +0200
From: Hans-Joachim Zwiesler <Hans-Joachim.Zwiesler(a)uni-ulm.de>
To: hans-joachim.zwiesler(a)uni-ulm.de
Subject: Erinnerung an Einreichungsfrist 15.8. beim SCOR-Preis fuer
Aktuarwissenschaften
Liebe Kolleginnen und Kollegen,
bitte denken Sie daran, dass am 15. August 2006 die Einreichungsfrist für
den SCOR-Preis für Aktuarwissenschaften 2006 endet.
Bitte informieren Sie doch die Diplomanden und Doktoranden in Ihrem Bereich,
die ihre Arbeit unlängst abgeschlossen haben, über diesen Preis und
ermuntern Sie diese zu einer Teilnahme.
Die Ausschreibung finden Sie unter:
http://www.mathematik.uni-ulm.de/saw/studium/SCOR/SCOR.htm
Herzlichen Dank
Ihr Hajo Zwiesler
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Tue, 11 Jul 2006 15:31:38 +0200 (CEST)
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 11 Jul 2006 11:59:00 +0100
From: Mihail Zervos <mihail.zervos(a)kcl.ac.uk>
(...)
Department of Mathematics
London School of Economics
Lectureship in Mathematics
Salary range £32,418 - £39,375 pa inc. (pay award pending)
This new post is part of an exciting strategic initiative by
the School, to expand the research and teaching activities of
the Mathematics Department in the area of financial mathematics.
The appointee will maintain an active programme of research
and will play a significant role in the development of a new
MSc programme in the area of financial mathematics. The appointee
will also contribute to the general work of the department,
including the teaching of a range of mathematics courses.
Candidates should have an established track record of research
at a level of international excellence in some area of financial
mathematics. Ideally, the post will commence on or before
1 January 2007.
Information about the department can be found at
http://www.maths.lse.ac.uk.
Further details and a full application pack can be found at
http://www.maths.lse.ac.uk/lectureship.html.
Closing date for the receipt of applications is 18 August 2006.
****************************************************************
--
Mihail Zervos
mihail.zervos(a)kcl.ac.uk
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik"
dürfen wir Sie zu folgendem Vortrag einladen:
Dienstag, 27. Juni, 16:30,
Technische Universität Wien, 1040 Wien, Wiedner Hauptstrasse 8,
Freihaus, 2. Stock, gelber Bereich, Hörsaal FH 2:
Dr. Mathias Zocher
TU Dresden, Institut für Mathematische Stochastik
"Multivariate gemischte Poissonprozesse -
Bonus-Malus-Systeme in der KH-Versicherung"
http://www.fam.tuwien.ac.at/events/vr/20060627.php
Ausserdem dürfen wir Sie auf einen weiteren Vortrag aufmerksam machen,
welcher von der Forschungsgruppe FAM organisiert wird:
Dienstag, 27. Juni, 15:00,
Technische Universität Wien, 1040 Wien, Wiedner Hauptstrasse 8,
Freihaus, 6. Stock, gelber Bereich, Seminarraum 107:
Dr. Pavel Shevchenko
CSIRO Mathematical and Information Sciences, Sydney
"Modelling Operational Risk"
http://www.fam.tuwien.ac.at/events/index.php?showabstract=20060627
Mit freundlichen Grüßen,
Mag. Dr. Klaus Wegenkittl
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
o.Univ.-Prof. Dr. Walter Schachermayer
Univ.-Prof. Dr. Uwe Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
-----------------------------------------------------------------------
VR Finanz- und Versicherungsmathematik, http://www.fam.tuwien.ac.at/vr/
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Fri, 23 Jun 2006 10:46:41 +0200
From: Annette Weihs <annette.weihs(a)oeaw.ac.at>
Subject: [Ricam-all] RICAM-Colloquia
Prof. Jozef Teugels
Katholieke Universiteit Leuven
Monday, July 24, 14:00, HF136
Title: Levy Processes, Polynomials and Martingales
Abstract: It has long been known that there is a close relationship between
Brownian motion {W(t),t>=0} and the Hermite polynomials {Hm(y),m=0,1,..}.
More specifically E{H_m(W(t)/Sqrt{2t})| W(s)}= (s/t)^(m/2)
H_m(W(s)/Sqrt{2s}).
We show that a similar property holds for a large variety of pairs of Levy
processes and polynomials associated with them. Particular attention is
given to orthogonal polynomials. Apart from the well-known case of Brownian
motion, the Poisson process (with the Charlier poly-nomials) and the
Bernoulli process (with the Krawtchouck poly-nomials) provide two other
explicit examples.
This work is joint with Wim Schoutens of the K.U. Leuven (Belgium).
Annette Weihs
Johann Radon Institute for Computational
and Applied Mathematics (RICAM)
Austrian Academy of Sciences
Altenbergerstr. 69
A-4040 Linz
Tel.: +43 (0)732 2468-5211
Fax: +43 (0)732 2468-5212
e-mail: annette.weihs(a)oeaw.ac.at
http://www.ricam.oeaw.ac.at
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Thu, 22 Jun 2006 11:46:05 +0200 (CEST)
From: Catalin Starica <starica(a)math.chalmers.se>
Subject: Professor position in Asset Pricing at University of Gothenburg
Dear Colleague,
Please find atached the announcement [see plain text copy below] for a
professor position in Asset Pricing at University of Gothenburg. The
position is at a senior level but good not-so-senior researchers are
incourage to apply. The Center for Finance is actively trying to build
up its areas of competence and young, enthusiastic people are of an
utmost interest to us. Note that, even though the deadline is rather
close, there is a certain amount of flexibility in the application
process. We would be happy to get some strong signal of interest
rather soon (even if the full application dossier takes a little
longer to complete).
For more info on the Center for Finance please go to
http://www.hgu.gu.se/item.aspx?id=1023
I would be very greatful if you could forward this mail to anyone you
might think could be interested.
Sincerely,
Catalin Starica
PS: The Center is also looking for someone in Corporate Finance. See
http://ledig-anstallning.adm.gu.se/#
[attachemnt with word document converted to plain text by admin]
Handelshögskolan vid Göteborgs universitet är en stimulerande
mötesplats för ca 7000 studenter och närmare 500 anställda.
Handelshögskolan är unik genom sin kombination av ekonomi och juridik
inom såväl forskning som undervisning.
Felix Neuberghs professur i Bank och Finansvetenskap
REF NR 311 1640/06 med placering vid Centrum för finans.
Handelshögskolans fakultetsnämnd.
Sista ansökningsdag: 2006-06-29
Pending budgetary approval and administrative process, The School of
Business, Economics and Law at Göteborg University, Sweden, invites
applications to the Felix Neubergh chair in Banking and Finance,
specifically Financial Markets and Asset Pricing. The professor will
hold a position at the Centre for Finance. The Centre for Finance is a
joint venture between the Department of Business Administration and
the Department of Economics. Candidates must have an established
research record and a demonstrated effectiveness in teaching and
graduate student supervision. The successful candidate is expected to
teach courses at any level (in English). Furthermore, candidates are
expected to show great ability in and proved evidence of successful
teamwork. Salary and other employment conditions are negotiable, and
the salary will be competitive within Scandinavia. The selected
candidate will be expected to take up the position as soon as
possible.
Applications should include a current CV (in English) with a written
summary of scientific, teaching, administrative, and other
qualifications relevant for the position as well as the names of three
references whom we may contact. Reference to a maximum of 10
scientific publications and 10 other publications reflecting teaching
skills (e.g. textbooks, other teaching materials, editorials and
contributions to popular magazines etc.) should be included. Three
identical sets of those works should be kept available until the
university gives instruction as to which reviewers they should be
sent.
Under the higher Swedish Education Ordinance (SFS 1993:100), "a person
who has demonstrated both academic and teaching skills shall be
qualified for appointment as a professor. As much attention shall be
given to the assessment of teaching skills as to the assessment of
academic skills. Assessment for the appointment of teachers shall be
based on the degree in which a candidate possesses the skill required
to qualify for the appointment. Furthermore, regard shall be paid to
the degree in which a candidate possesses administrative and other
skills of importance, taking into account the subject matter
determined by the institution of higher education for the position and
the duties that the position will involve. Moreover regard shall be
paid to the degree in which a candidate possesses skills in developing
and managing activities and staff at the institution of higher
education and aptitude in interacting with the surrounding community
and informing people about research and development projects."
More detailed information about the position can be obtained from
Professor Lennart Hjalmarsson, +46 31 773 1345, e-mail:
lennart.hjalmarsson(a)economics.gu.se
Union representatives:
SACO Inger Wilgotson Lundh, tel. int +46 31 773 1989
OFR/S Eva Sjögren, tel. int +46 31 773 1169
SEKO Lennart Olsson, tel. int +46 31 773 1173
Application, including the reference number E 311 1640/06, must be
received by June 29, 2006, e-mailed or sent to (with a copy to the
School Recruitment Board, lennart.hjalmarsson(a)economics.gu.se).
Göteborg University
Registrator
Box 100
SE-405 30 Göteborg
Sverige (Sweden)
registrator(a)adm.gu.se
Situated in the city centre of Göteborg, The School of Business,
Economics and Law is a highly research-oriented school within Göteborg
University, a stimulating meeting-place for about 7000 students and
nearly 500 faculty and staff. Areas of specialization include
Accounting, Business Information Systems, Law, Industrial
Organisation, International Business and Management.
Göteborgs universitet är ett av de stora i Europa med nio fakulteter,
drygt 51 000 studenter och 5 500 anställda. Inom universitetet finns
konst, samhällsvetenskap, naturvetenskap, humaniora,
utbildningsvetenskap, lärarutbildning, IT-universitet, Handelshögskola
och Sahlgrenska akademin med medicin, vårdvetenskap och odontologi.
Unik bredd inom utbildning och forskning erbjuder goda möjligheter
till kreativ samverkan mellan vetenskaper samt med näringsliv och
offentliga aktörer. Högt sökandetryck och nobelpris vittnar om
universitetets höga kvalitet.
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Mon, 19 Jun 2006 15:45:47 +0200
From: Franz X. Hof <fxhof(a)pop.tuwien.ac.at>
Subject: Vortrag ueber Frauen auf Finanzmaerkten
Vortrag im Rahmen des Konversatorium aus Operations Research (110.539)
26. Juni, 16 Uhr: Ulrike Freisleben-Hof, BA-CA, Wien:
Mathematik und Frauen - zwei notwendige Bedingungen fuer den Erfolg auf
Finanzmaerkten
Ort: TU, Hauptgebaeude, 1040, Karlsplatz 13, Stiege 1, 3. Stock, HS 15
Interessenten sind herzlich eingeladen.
G. Feichtinger
Timetable
Tuesdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 20.06.2006 Martin Keller-Ressel
Non-Parametric Calibration of the
Barndorff-Nielsen-Shephard Model
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 13.06.2006 Oliver Fiala (Erste Bank)
16:30
Estimation and Comparison of Credit Transition Matrices
Tu, 13.06.2006 Alexander Cherny homepage (Moscow State University)
17:15
Coherent Risks and their applications
(lecture series, 2nd part)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
There was a small mistake in the announcement:
The duration of the talk on Thuesday is only 45 minutes
from 17:15-18:00.
Sorry for the faulty mail a minute ago, Sandra Trenovatz
--------------------------------------------------------------
Alexander S. Cherny,
(Moscow State University)
"Coherent Risks and their applications"
1st part: Friday, 9.06.2006, 11:00-12:30, FH 2,
FH2: Freihaus, yellow area, 2nd floor
Freihaus, Wiedner Hauptstr. 8-10, 1040 Wien
2st part: Tuesday, 13.06.2006, 17:15-18:00, Sem 107,
Sem 107: Freihaus, green area, 6th floor
3rd part: Friday, 16.06.2006, 11:00-12:30, Sem 105B
Sem 105B: Freihaus, green area, 7th floor
The basic idea behind these lectures is: the whole finance can be built
based on coherent risks.
I will speak about applications of coherent risks to:
- pricing;
- optimization;
- optimality pricing;
- equilibrium.
Moreover, several topics in the "pure" theory of coherent risks will be
discussed. These include:
- coherent risk contribution;
- capital allocation;
- factor risks.
I will also describe two new classes of coherent risks: Alpha V@R and
Beta V@R that are better than Tail V@R.
These lectures will be based on a series of papers available at:
http://mech.math.msu.su/~cherny/ (papers 24-30).
Alexander S. Cherny,
(Moscow State University)
"Coherent Risks and their applications"
1st part: Friday, 9.06.2006, 11:00-12:30, FH 2,
FH2: Freihaus, yellow area, 2nd floor
Freihaus, Wiedner Hauptstr. 8-10, 1040 Wien
2st part: Tuesday, 13.06.2006, 17:15-18:30, Sem 107,
Sem 107: Freihaus, green area, 6th floor
3rd part: Friday, 16.06.2006, 11:00-12:30, Sem 105B
Sem 105B: Freihaus, green area, 7th floor
The basic idea behind these lectures is: the whole finance can be built
based on coherent risks.
I will speak about applications of coherent risks to:
- pricing;
- optimization;
- optimality pricing;
- equilibrium.
Moreover, several topics in the "pure" theory of coherent risks will be
discussed. These include:
- coherent risk contribution;
- capital allocation;
- factor risks.
I will also describe two new classes of coherent risks: Alpha V@R and
Beta V@R that are better than Tail V@R.
These lectures will be based on a series of papers available at:
http://mech.math.msu.su/~cherny/ (papers 24-30).