Timetable
Tuesdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 21.03.2006 Uwe Schmock (FAM, TU Vienna)
Stein's method for proving the central limit
and the Berry-Esséen theorem
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Date: Thu, 09 Mar 2006 13:49:13 -0500
From: Nancy J. Watson <nw0z(a)andrew.cmu.edu>
Subject: Heath Lectures at Carnegie Mellon University (fwd)
Dear Colleagues,
Please distribute the following information among your faculty and, in
particular, PhD students. Sorry for an extra e-mail.
Dmitry.
HEATH LECTURES
The Center for Computational Finance at Carnegie Mellon University
will host the first annual "HEATH LECTURES" in the period May 15-19,
2006. The theme of this first series of lectures will be RISK
MEASUREMENT AND MANAGEMENT. The speakers will be
Freddy Delbaen
Department of Mathematics
ETH - Zurich
Alexander Schied
Department of Mathematics
Technical University of Berlin
Each speaker will give five 90-minute lectures over the course of the
five days. Both lectures will be given in the afternoon between 1:30
and 5:00 pm. Some of the lectures will be tutorial.
While there is no fee for attending the workshop we kindly ask the
participants to register by sending an e-mail to Ferna
Hartman <mailto:fh0d@andrew.cmu.edu> (fill the subject field with
"registration for Heath lectures"). This should help us to plan the
event.
Out of Pittsburgh participants are welcome, but have to organize their
travel and accommodation on their own. Useful information can be found
on
http://www.cmu.edu/home/visitors
Do not forget to register!
Up-to-date information on workshop will be available on
http://www.math.cmu.edu/~ccf/docs/announcements.htm
Dmitry Kramkov
Associate Professor
Department of Mathematical Sciences
Wean Hall 6126
Carnegie Mellon University
Pittsburgh, PA, 15213-3890
Phone: 412-268-5912
Fax: 412-268-6380
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Date: Thu, 9 Mar 2006 09:47:09 +0100
From: Annette Weihs <annette.weihs(a)oeaw.ac.at>
Subject: [Ricam-all] Johannes Kepler Symposium
Univ.-Doz. Dr. Hansjoerg Albrecher
(RICAM, Linz)
Mittwoch, 22. Maerz 2006, 17:00 Uhr
Universitaet Linz, im HS 9
Titel: "Bewertung von Risiken in der Versicherungsmathematik"
Abstract:
Als Versicherungsnehmer geht man davon aus, dass das
Versicherungsunternehmen seinen vertraglichen Verpflichtungen auch
jederzeit nachkommen kann. Um dies in der Praxis zu gewaehrleisten,
bedarf es einer genauen Analyse der involvierten Risiken. In diesem
Vortrag soll illustriert werden, wie Risiken "gemessen" werden koennen
und wie mathematische Methoden in der Entwicklung effektiver und
stabiler Strategien im Versicherungswesen zum Einsatz kommen.
Insbesondere soll dabei auch auf aktuelle Alternativen
zu Rueckversicherungen wie etwa der Verzahnung der Versicherungsbranche
mit dem Finanzmarkt eingegangen werden.
[attachment removed and saved to below URL by admin]
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Type: PDF document, version 1.3
Size: 53507
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Von: Howard Jones [mailto:howard.jones@said-business-school.oxford.ac.uk]
Gesendet: Dienstag, 07. März 2006 15:24
Betreff: Oxford University Master's in Financial Economics
Dear Colleague,
I would like to bring to the attention of your students a new master's
programme at Oxford University: the Master's in Financial Economics (MFE).
It is an intensive nine-month programme taught jointly by the Economics
Department and the Finance Faculty at the Saïd Business School.
We want to attract applicants who are in the final year of an undergraduate
degree. The programme is also aimed at students who have a few years' work
experience after their first degree. We are particularly looking for
candidates with very strong quantitative skills, whatever the subject of
their first degree.
The inaugural MFE class of 70 students began in October and is now half-way
through the programme. They are an exceptional group of individuals
including six Rhodes Scholars and one Marshall Scholar, as well as employees
from government finance ministries, the IMF, and top investment banks. They
have an average GMAT of 730 which, to my knowledge, is higher than for any
comparable programme. We expect that most who graduate from the programme
will pursue careers in the financial services sector, although there is also
a research track leading to a doctoral degree. There is more information
at:
<http://www.sbs.oxford.edu/mfeweb> www.sbs.oxford.edu/mfeweb
What would be the best way to reach students in your department? I enclose
information sheets which you can print off or forward to students, and a
poster which can be put on a notice-board. I would also be happy to mail you
a hard copy of the poster. Please could you let me know if you would like me
to do this or confirm to me if you forward this message to your students.
I would be delighted to answer any questions you, your colleagues or your
students may have on this programme.
Yours faithfully,
Howard Jones, Programme Director
Master's in Financial Economics
Saïd Business School, University of Oxford
Tel: +44 (0) 1865 288849
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From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
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Date: Tue, 07 Mar 2006 11:15:29 +0100
From: ESI Secretary <secr(a)esi.ac.at>
To: undisclosed-recipients: ;
Subject: RDSES Workshop March 12-25
RDSES Educational Workshop on Discrete Probability
March 12 – 25, 2006
Minicourses and program
First week:
Alex Gamburd (Princeton): "Discrete and continuous variations on the
expanding theme"
Talks: Monday 13 - Thursday 16 March 15.00-15.50
Christophe Pittet (Marseille): "Random walks and isoperimetry in
compactly generated groups"
Talks: Monday 13 March 10.00-10.50 and Tuesday 14 - Friday 17 March
9.10-10.00
Second week:
Persi Diaconis (Stanford): "Sharp transitions in probability,
combinatorics, and statistical mechanics"
Talks: Monday 20 March 10.00-10.50 and Tuesday 21 - Friday 24 March
9.10-10.00
Greg Lawler (Cornell): "Random walk problems from statistical physics"
Talks: Monday 20 - Friday 24 March 15.00-15.50
all lectures will take place in the ESI Boltzmann lecture hall
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
seminars within one week
Tu, 07.03.2006 Yuliya Bregman (Universität München)
Estimation of multivariate ruin probabilities
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Date: Mon, 27 Feb 2006 16:47:21 +0100
From: Silke Posch <sp(a)slg.co.at>
Subject: Suche nach Treasury-Consultants
Sehr geehrter Herr Prof. Dr. Schachermayer,
mit knapp 50 Mitarbeitern gehören wir zu den führenden
Treasury-Beratungsunternehmen in Europa. Für unser Team suchen wir
regelmäßig junge "Talente" und werden unser nächstes Assessment Centre
für Universitätsabsolventen am 21. und 24. April 2006 in Wien durchführen.
Mit diesem Schreiben möchten wir Sie bitten, die beiliegende Anzeige [1]
an Ihrem Institut auszuhängen bzw. Studenten, die am Thema
Treasury-Management interessiert sind, auf unseren Bedarf hinzuweisen.
Wir erlauben uns, Ihnen diese Informationen auch auf dem Postweg zuzuleiten.
Für Ihre Unterstützung wären wir sehr dankbar!
Mit freundlichen Grüßen
Utz Greiner
--
Silke Posch
Assistenz
Schwabe, Ley & Greiner Gesellschaft m.b.H.
Margaretenstraße 70
A-1050 Wien
Tel.: 0043-1-585 48 30, Fax 0043-1-585 48 30/15
mailto:sp@slg.co.at, Internet: http://www.slg.co.at
_________________________________________________________
This e-mail may contain information which is privileged, confidential
and protected from disclosure. If you are not the intended recipient,
please advise immediately, destroy the message and do not disclose
the contents or take copies. Thank you.
********************************************************
S C H O N V O R G E M E R K T ?
18. Finanzsymposium - Das Finanzforum für die Wirtschaft
26. bis 28. April 2006 in Mannheim
Alle Details: http://www.slg.co.at/finanzsymposium
********************************************************
[1] siehe http://www.slg.co.at/karriere
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Date: Mon, 20 Feb 2006 18:50:34 -0500
From: Ronnie Sircar <sircar(a)Princeton.EDU>
Subject: Position
Dear Colleague,
I would be grateful if you would bring to the attention of potential
candidates you know the position described in the announcement below.
Best regards,
Ronnie Sircar.
------------------------------
PRINCETON UNIVERSITY
Operations Research & Financial Engineering Department
The Department of Operations Research and Financial Engineering
invites applications for a faculty position at either the assistant
professor or senior level.
Candidates must possess a strong commitment to excellence in teaching
at both the undergraduate and graduate levels, and show demonstrable
excellence in research. The search is for such persons within the
general areas of stochastics, optimization, simulation, financial
engineering, and information technology.
The department is in the School of Engineering and Applied Science,
and is strongly involved in the activities of the Bendheim Center for
Finance. The appointee is expected to perform well within an
engineering setting and to have strong interest in our collaborative
efforts in finance.
Princeton University is an affirmative action/equal opportunity
employer and especially welcomes applications from women and
minorities. Applicants should send a resume along with the names of
at least three persons who can serve as references. Applications will
be considered from the date of this announcement. Please submit your
application of interest in electronic format to:
ORFE-search(a)princeton.edu or by mail to: Search Committee, ORFE
Department, E-Quad, Princeton University, Princeton, NJ 08544. For
information about how to self identify, please link to
http://web.princeton.edu/sites/dof/ApplicantsInfo.htm
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Date: Thu, 9 Feb 2006 06:12:57 -0500
From: Ursula Gerber <Ursula.Gerber(a)mail.quantum.at>
To: director(a)esi.ac.at, secr(a)esi.ac.at
Werte Damen und Herren,
darf ich Sie bitten, in Ihrem Umfeld den beigefügten Wettbewerb, der im
Rahmen der Gödel-Konferenz veranstaltet wird, anzukündigen bzw. ggf.
selber daran teilzunehmen.
Er richtet sich an Studierende, die nach dem 1.1.1970 geboren wurden,
mit den Fachrichtungen Logik, Mathematik, Physik, Informatik, Theologie
und Philosophie.
Erster Preis: EUR 20.000,- zweiter und dritter Preis: je EUR 5.000,-
Submission Deadline: 24.2.2006
Für Rückfragen stehe ich gerne zur Verfügung!
Herzlichen Dank, Ursula Gerber
Inst. f. Experimentalphysik
Boltzmanngasse 5
1090 Wien
+43 1 4277-512 05
Young Scholars' Competition
The Kurt Gödel Centenary: Horizons of Truth organizers and sponsors
invite young scholars in logic, mathematics, physics, philosophy,
computer science and theology to submit project proposals for young
scholars' competition honoring Kurt Gödels hundredth birthday.
Web: http://www.logic.at/goedel2006/index.php?students
Project Proposal Description
Submitted project proposals should be strongly connected to the
scientific achievements including recent applications and/or life of
Kurt Gödel. The proposals can cover any of the following disciplines:
logic, mathematics, physics, computer science, theology or philosophy.
An interdisciplinary, international jury will carefully consider all
proposals, and will invite authors of the ten best submissions to the
Horizons of Truth Symposium to present their work. The travel and hotel
costs of each of the ten candidates will be paid by the organizers.
At the symposium, a fifteen minute time slot will be allocated to each
presentation. The presentations will take place at Josefinum on April
26, 2006 in the late afternoon (exact time to be announced here in due
course).
Participation Criteria
In order to participate in this competition, you must be born on or
after January 1, 1970.
Required documents
1. Project proposal
2. Curriculum vitae
3. List of references
Important note: Submissions should contain a description of the future
research project, its relation to the fields of research as mentioned
above, and to Kurt Gödel's life or work, and possible applications.
Including the list of references, and the CV it should not exceed six
(6) pages in PDF format.
The prize will facilitate the implementation of this particular project
or other scientific work. Prizes will be awarded without conditions or
constraints.
Prizes
Ten chosen projects will compete for three top prizes.
1st prize: 20 000 EUR
2nd and 3rd prize: 5000 EUR each
The prize ceremony will be held on Kurt Gödels birthday at the gala
dinner in the famous Belvedere Palace.
Deadlines
Submission deadline: Monday, 24. February 2006. 6 p.m. CET
Notifications: Monday, 15. March 2006.
Submission Modalitites
Only the electronic submissions using the EasyChair system on the
Conference's webpage will be accepted.
The modalities are available here
http://www.logic.at/goedel2006/index.php?submissions.
by Walter Schachermayer by way of Andreas Schamanek
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From: Walter Schachermayer
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Date: Wed, 8 Feb 2006 08:42:39 +0100
From: Institut für Mathematik <sekr.mathematik(a)univie.ac.at>
Subject: MathKoll. am 15.02./Prof. Warwick Tucker
Mathematisches Kolloquium
EINLADUNG
zu einem
VORTRAG
von
Prof. Dr. Warwick Tucker
(Dept. of Math., Uppsala University, Sweden)
mit dem Thema:
''The Lorenz attractor exists''
Abstract:
Four decades ago, the meteorologist Edward Lorenz introduced a simplified
model of atmospheric dynamics in his now famous article "Deterministic
Non-periodic Flow" published in the Journal of Atmospheric Sciences. The
simple system of differential equations produced amazingly complicated
solutions. One stunning property was that solutions starting very close
together were separated at an exponential rate. This gave rise to the
concept of the "butterfly effect", and seriously undermined the idea of a
deterministic world. Another feature of the system was that almost all
solutions tended to an invariant set on which they moved in a non-periodic
fashion.
For over 35 years Lorenz' equations defied all attempts at proving that they
really exhibit a so called "strange attractor". In this talk, I will present
a proof of this fact, produced during my graduate studies at Uppsala
University. By using a combination of pure and applied mathematics, it is
possible to prove that the equations do indeed give rise to a strange
attractor. Moreover, the attractor is robust, i.e., all nearby systems will
display similar strange attractors. The proof has two main ingredients:
rigorous numerics - which produces information about the global behaviour of
the system, and normal form theory - which deals with subtle local
properties of the solutions.
This work was described in Nature (by Ian Stewart), and won several prizes,
e.g. the European Mathematical Society Prize, and the R. E. Moore Prize for
Applications of Interval Analysis.
Zeit: Mittwoch, 15. Februar 2006,
15.45 Uhr (Kaffeejause), anschlieszend 16.15 Uhr Vortrag
Ort: Fakultaet fuer Mathematik der Universitaet Wien, Nordbergstr. 15,
Seminarraum C 2.09
Harald Rindler
Arnold Neumaier