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position in mathematical finance/economics (fwd)
by Walter Schachermayer by way of Andreas Schamanek 06 Oct '06

06 Oct '06

---------- Forwarded message ---------- Date: Thu, 05 Oct 2006 15:22:39 -0700 From: Ulrich Haussmann <uhaus(a)math.ubc.ca> Subject: position in mathematical finance/economics The Mathematics Department at the University of British Columbia is looking to fill an opening in mathematical finance/economics as I will retire in 2007. The group in mathematical finance and economics consists of I. Ekeland, U. Horst and R. Kuske in the Mathematics Department, and A. Lazrak and T. Wang in the Finance Division. We offer an MSc program in the field and we participate in MITACS ( http://www.mitacs.ca/main.php?mid=10000019&pid=79&proid=16 ), a government sponsored initiative to foster interaction with industry. UBC hosts the headquarters of PIMS, the Pacific Institute for Mathematical Sciences ( http://www.pims.math.ca/ ) which sponsors many workshops and sessions in diverse areas of the mathematical sciences. We are looking for outstanding candidates with some post-doctoral experience. For further details please see http://www.math.ubc.ca/Dept/deptJobs.shtml#RegularFaculty Ulrich Haussmann Ulrich Haussmann Tel: 604-822-3045 Department of Mathematics Fax: 604-822-6074 University of British Columbia email: uhaus(a)math.ubc.ca 121 - 1984 Mathematics Rd. URL: Vancouver, BC, V6T 1Z2 http://www.math.ubc.ca/~uhaus

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postdoc positions in Berlin (fwd)
by Walter Schachermayer by way of Andreas Schamanek 04 Oct '06

04 Oct '06

---------- Forwarded message ---------- Date: Wed, 4 Oct 2006 13:51:13 +0200 From: Alexander Schied <schied(a)math.TU-Berlin.DE> To: Recipient List Suppressed: ; Subject: postdoc positions in Berlin Dear collegue, I would be grateful if you could pass on the following information to potential applicants. Applications are invited for up to 3 postdoctoral research positions in the area of mathematical finance. The positions will be part of the new Quantitative Products Laboratory, a joint research institute of Deutsche Bank, Humboldt University and TU Berlin. See attachment for more details. In case of questions please contact Ms. Florence Siwak Institut für Mathematik, MA 7-4 TU Berlin phone: +49-30-314 24602 siwak(a)math.tu-berlin.de [attachment converted to plain text by admin] TECHNISCHE UNIVERSITÄT BERLIN 3 postdoctoral research positions . Vgr. Ib BAT Fakultät II . Quantitative Products Laboratory Kennziffer: FO-833 (limited to 4 years / closing date for applications 12.10.2006) Responsibilities: applications are invited for up to 3 postdoctoral research positions in the area of mathematical finance; the positions will be part of the new Quantitative Products Laboratory, a joint research institute of Deutsche Bank, Humboldt University and TU Berlin Requirements: we are looking for applicants who are interested in cooperating with Deutsche Bank in applied research projects concerning liquidity risk, new market risk models, market microstructure or risk management; candidates should hold a PhD and possess a strong background in mathematical finance and stochastics Please send your written application and the usual documents to the Präsident der Technischen Universität Berlin, Fakultät II, Sekretariat MA 4-1, Straße des 17. Juni 136, 10623 Berlin. Weitere Informationen zur Tel.: +49(0)30 314 . 23756 Stelle erteilt Ihnen: email: grentzer(a)math.tu-berlin.de Diese Stellenanzeige ist Zeit 05.10.2006 erschienen in:

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VO Ausgewaehlte Kap aus stoch Finanzmathematik
by Walter Schachermayer by way of Andreas Schamanek 02 Oct '06

02 Oct '06

Liebe Family, my lecture "Ausgewaehlte Kapitel der stoch FM" (wednesdays 9:45 - 11:15) is adressed to PhD students in Math Fin and related areas and might also be of interest for postdocs etc. The first lecture will take place on wednesday, 11 Oct. I have not made up my mind yet what I am going to teach and I see 3 possibilities. 1. Recent papers (like the enclosed note on affine processes by Jan Kallsen) on topics of interest (risk measures, transaction costs, utility maximisation etc). In this case I would spend typically 2 - 3 lectures on one paper and then take the next one. 2. Selected chapters of Revuz/Yor 3. Selected chapters of Bertoin (Levy processes). Maybe we can discuss on wednesday over some sushis which of these plans is most popular among you. Regards from Walter Attachment note: Jan Kallsen: A didactic note on affine stochastic volatility models. http://pcstatistik15.ma.tum.de/kallsen/timechange3.pdf

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reminder, this week's seminars
by Sandra Trenovatz 02 Oct '06

02 Oct '06

Timetable Tuesday, 15:00 Freihaus of TU Wien, green area, 6th floor, seminar room 107. Tu, 03.10.2006 Benedikt Blum (TU München) 15:00 Deterministic Pricing of Options on Levy driven Assets For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Call for Papers Workshop on Quantitative Finance 2007 (fwd)
by Walter Schachermayer by way of Andreas Schamanek 27 Sep '06

27 Sep '06

---------- Forwarded message ---------- Date: Wed, 27 Sep 2006 15:55:06 +0200 From: Antonella Basso <basso(a)unive.it> Subject: Call for Papers Workshop on Quantitative Finance 2007 CALL FOR PAPERS WORKSHOP ON QUANTITATIVE FINANCE January 25-26, 2007 Department of Applied Mathematics University Ca' Foscari of Venice (Italy) The present edition is the eighth one of an increasingly successful initiative whose aim is to set a common forum of ideas and discussions among researchers and practicioners interested in finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. We welcome contributions in any of the following subjects: Mathematical Finance Financial Economics Computational Finance Econometrics and Statistics of Financial Markets Corporate Finance Papers (even in preliminary form) should be submitted before November 24, 2006. Notification of acceptance will be received by December 23, 2006. Each accepted paper will be assigned to a discussant. The deadline for Registration is January 14, 2007 (there is no participation fee). E-mail: <mailto:wqf2007@unive.it>wqf2007(a)unive.it For further information, please visit the web-site http://caronte.dma.unive.it/QuantitativeFinance2007 . SCIENTIFIC COMMITTEE Fabio Antonelli, Emilio Barucci, Antonella Basso, Damiano Brigo, Marcello Esposito, Carlo A. Favero, Fulvio Ortu, Loriana Pelizzon, Fabio Trojani. ORGANIZING COMMITTE Diana Barro, Antonella Basso, Monica Billio, Marco Corazza, Martina Nardon, Loriana Pelizzon, Paolo Pianca. Antonella Basso Dipartimento di Matematica Applicata Università Ca' Foscari di Venezia Dorsoduro 3825/E - 30123 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-5221756 E-mail address: basso(a)unive.it Web page: http://www.dma.unive.it/~basso

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"austrian of the year" (fwd)
by Walter Schachermayer by way of Andreas Schamanek 25 Sep '06

25 Sep '06

Ich unterstuetze diesen "Campaign-Aufruf" nachdruecklich und bitte alle, einen Schneeball-Effekt auszuloesen. LG Walter ---------- Forwarded message ---------- Date: Mon, 25 Sep 2006 08:59:00 +0200 (CEST) From: Prof. Heinz W. Engl <heinz.engl(a)jku.at> Subject: "austrian of the year" dear colleagues the newspaper "presse" elects as every year 3 "austrians of the year". in the category science, one of the candidates is karl sigmund, the chairman of the radon institute kuratorium. although such election might be considered a bit questionable, they are connected with a lot of publicity. if simgund should be chosen, this would certainly give more public visibility for mathematics. in addition to his mathematical work, karl sigmund also planned and organized some high profil public exhibitions, e.g. on forced emigration from austria of jewish scientists and on kurt gödel. for these reasons, i would like to "campaign" for karl sigmund. the election can be done by sending a form published (e.g. today) in "presse" to the journal, i can be done online via http://diepresse.com/austria06 or by sending an sms with the text "austria 1e" to 0900 872872 (i do not know if voting by sms one has to vote also for a candidate in the other categories, so that i suggest that those who want to participtae (this is a suggestion , nothing more, of course!) do so via internet). best regards 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 9219 Altenbergerstrasse 69 secretary: +43-(0)732-2468 9220 A-4040 Linz Fax:+43-(0)732-2468 8855 Oesterreich / Austria 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 ---------------------------------------------------------------------------

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reminder, this week's seminars
by Sandra Trenovatz 25 Sep '06

25 Sep '06

Timetable Tuesday, 16:30-18:00, Freihaus of TU Wien, green area, 6th floor, seminar room 107. Th, 28.09.2006 Gregor Dorfleitner (WU Wien) "Coherent risk measures, coherent capital allocations, and the gradient allocation principle" For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Position in Financial Engineering at Cornell (fwd)
by Andreas Schamanek 22 Sep '06

22 Sep '06

---------- 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

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Deutsche Bank Professorships in Berlin (fwd)
by Walter Schachermayer by way of Andreas Schamanek 22 Sep '06

22 Sep '06

---------- 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

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Head of junior research group in math finance at TU Berlin (fwd)
by Walter Schachermayer by way of Andreas Schamanek 22 Sep '06

22 Sep '06

---------- 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

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