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).
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 6 Jun 2006 16:02:59 +0200 (CEST)
From: Rama CONT <Rama.Cont(a)polytechnique.fr>
Subject: Workshop on Financial Modeling with Jump Processes, Sept 6-8 2006
Dear colleague,
On behalf of the Scientific Committee and the Local Organizing Committee,
we are pleased to announce the forthcoming
Workshop on Financial Modeling with Jump Processes,
Ecole Polytechnique (Palaiseau, France), September 6-8, 2006
http://www.fiquam.polytechnique.fr/AMAMEF/
We invite contributions dealing with models based on jump processes and
their applications in finance dealing in particular, but not exclusively,
with the following issues:
Multidimensional models with jumps: dependence modeling, Lévy copulas,
numerical methods for multidimensional models.
Simulation and estimation: efficient simulation of multivariate models,
econometrics of jump processes, realized volatility/ bi-power variation.
Partial integro-differential equations (PIDEs) and computational methods
Inverse problems: theory and algorithms for inverse problems related to
option pricing models with jumps.
New modeling approaches: Markov processes with jumps, models for
electricity prices, interest rate models with jumps and their efficient
analytical and numerical treatment
* DEADLINE for submission of abstracts: JUNE 15, 2006
* DEADLINE for registration: AUGUST 1, 2006.
For more information please visit the conference website:
http://www.fiquam.polytechnique.fr/AMAMEF/
THIS WORKSHOP IS SUPPORTED BY:
European Programme on "Advanced mathematical methods for finance"
Centre de Mathematiques Appliquees, Ecole Polytechnique
Chaire des Risques Financiers, Ecole Polytechnique
Seminar on Applied Mathematics, ETH Zurich
Europlace Institute of Finance
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Tue, 6 Jun 2006 08:59:56 +0200 (CEST)
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Fri, 2 Jun 2006 10:58:09 +0200
From: Annette Weihs <annette.weihs(a)oeaw.ac.at>
Subject: [Ricam-all] RICAM Group Seminar - Financial Mathematics: Dr. Peter
Friz, June 26
GROUP: Financial Mathematics
Dr. Peter Friz
Department of Pure Mathematics
and Mathematical Statistics, Univ. Cambridge, UK
Monday, June 26, 10:30, HF136
Title: Support Theorems via Rough Paths
Abstract: We will report on recent joint work with N. Victoir, T.
Lyons and D. Stroock concerning support theorems for solutions of
stochastic differential equations. The talk will contain a quick
introduction to rough path theory.
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
[attachment removed]
Tu, 06.06.2006 Andreas H. Hamel (Universität Halle-Wittenberg)
Fenchel conjugation for set-valued convex functions and
applications to set-valued risk measures
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
-----------------------------------------------------------------------
Final Workshop of the Research Training Network
"Evolution Equations for Deterministic and Stochastic Systems"
June 5 to June 8, 2006
http://www.fam.tuwien.ac.at/events/rtn-workshop/
Program: http://www.fam.tuwien.ac.at/~jteichma/program.html
-----------------------------------------------------------------------
Mo, 29.05.2006 Johannes Leitner
16:15, SEM 104
Optimale Portfolios mit
'lower partial moment constraints'
Vortragsreihe: Wissenswertes der Mathematik
http://info.tuwien.ac.at/goldstern/wissen/
Seminarraum 104: Freihaus, 5. OG, grüner Bereich (hinter den Aufzügen)
Wiedner Hauptstraße 8-10, 1040 Wien