---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 25 Oct 2005 09:46:25 +0300
From: mfinance <mfinance(a)cam.wits.ac.za>
Subject: Position in Mathematical Finance
Dear Colleague
We would be very grateful if you would alert potential candidates to
the following position in Mathematical Finance in the School of
Computational & Applied Mathematics at the University of the
Witwatersrand, Johannesburg, described below.
The closing date for applications is 31 December, 2005.
Yours sincerely,
David Taylor
UNIVERSITY OF THE WITWATERSRAND, JOHANNESBURG
School of Computational & Applied Mathematics
Permanent Senior Lecturer/Lecturer/Associate Lecturer Position in
Mathematical Finance
Applications are invited for a permanent position in
MathematicalFinance at the University of the Witwatersrand,
Johannesburg, to betaken up with effect from 1 February 2006 or as
soon as possiblethereafter.
Candidates for the Lecturer or Senior Lecturer position should have
aPhD and, in the case of the Senior Lectureship, an established
trackrecord of research in some area of financial mathematics.
Candidatesfor the Associate Lecturer position should have an MSc and
beengaged in PhD studies. Applications are encouraged from
candidateswith a background in stochastic calculus or numerical
mathematics,but this is not a prerequisite. We are also keen to
attract applicantswho are already established applied mathematicians
and who wish tochange their academic focus.
The appointee to this permanent post in the School of Computational
&Applied Mathematics will be expected to maintain an activeprogramme
of research, and to play a significant role in all aspects ofthe
organisation and teaching of financial mathematics at all levels.
The School of Computational & Applied Mathematics has a history
ofteaching and research in Mathematical Finance dating back to
1989.The Programme in Advanced Mathematics of Finance is the
pre-eminent financial mathematics degree in South Africa. Graduates
areemployed worldwide in leading financial institutions. It has
hadnumerous research collaborations and funding agreements with
localand international investment banks.
The appointment will be made at the appropriate point on theAssociate
Lecturer, Lecturer or Senior Lecturer scale. Furtherparticulars of the
post, including information about remuneration, maybe obtained from
Prof David Taylor at mfinance(a)cam.wits.ac.za +27-11-717-6149 (fax).
More information can be found on our website:
http://www.cam.wits.ac.za/mfinance
Information on living in South Africa can be found on:
http://www.safrica.info
To apply, please submit a covering letter, detailed CV with names
andcontact details of three referees & certified copies of degrees to:
Mrs Kalpana Patel,
Human Resources Manager
Faculty of Science
Wits University
Private Bag 3
Wits 2050
South Africa
The closing date for the receipt of completed applications
is 31stDecember 2005.
Equality of opportunity is University policy
Prof David R Taylor
Co-ordinator, Mathematics of Finance Programme
School of Computational & Applied Mathematics
University of the Witwatersrand
PO WITS, 2050
South Afrika
http://www.cam.wits.ac.za/mfinance/
(+27)-11-717-6110 (tel); (+27)-11-717-6149 (fax)
Timetable
Tu, 25.10.2005 Uwe Schmock (FAM, TU Vienna)
Presentation of the New Christian Doppler Laboratory on
Portfolio Risk Management
Tuesdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
--------------------------------------------------------------------
Vortragsreihe aus Finanz- und Versicherungsmathematik
Tu, 08.11.2005 Damir Filipovic homepage (LMU München)
16:30, FH 8
Equilibrium and optimality for monetary utility functions
under constraints (joint with Michael Kupper)
http://www.fam.tuwien.ac.at/events/vr/20051108.php
--------------------------------------------------------------------
Workshop on
Operational Risk Management (ORM05)
http://www.univie.ac.at/crm/orm05/
--------------------------------------------------------------------
------------------------------------------------------------------------
Tuesday, 18.10.2005
Seminarroom 107, Freihaus TU Wien
Hans Buehler (Deutsche Bank London und TU Berlin)
"Variance Swap Market Models"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
------------------------------------------------------------------------
Thursday's Seminar (winter term 2005/06):
This seminar follows the book:
Cedric Villani: "Topics in Optimal Transportation"
It takes place at the Math-Department of UniVie:
Nordbergstrasse 15, 7th floor, room C 714.
For further information, please write an e-mail to
Josef Teichmann <jteichma(a)fam.tuwien.ac.at>
------------------------------------------------------------------------
The Scientific Association for Insurance, Financial and Operational Risk
Management (INFORM - http://www.inform.ac.at/) invites you to the
Workshop on
Operational Risk Management (ORM05)
http://www.univie.ac.at/crm/orm05/
------------------------------------------------------------------------
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Mon, 10 Oct 2005 12:46:04 -0700 (PDT)
From: Jaksa Cvitanic <cvitanic(a)hss.caltech.edu>
Subject: quantitative economics/finance position at Caltech
(...)
The Division of Humanities and Social Sciences at Caltech has
advertised a tenure-track position in Economics/Finance. The Social
Sciences part of the division consists of faculty members most of
which are involved in multi-disciplinary research with strong
mathematical/statistical components.
For details, see
http://www.hss.caltech.edu/jobs/econad
-----------------------
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
seminars within one week
Tu, 11.10.2005 Miklos Rasonyi (Hungarian Academy of Sciences)
Convergence of utility prices to the superreplication price
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Wed, 05 Oct 2005 10:50:09 -0400
From: Ferna R. Hartman <fh0d(a)andrew.cmu.edu>
Subject: Tenure-Track Position for Mathematical Finance
Dear Colleagues:
Please assist me in disseminating the announcement of the
following position. Thank you. -- Steve Shreve
Tenure-Track Position in Mathematical Finance
Department of Mathematical Sciences
Carnegie Mellon University
The Department of Mathematical Sciences expects to make a tenure-track
appointment in Mathematical Finance at the Assistant or Associate Professor
level, beginning September 2006. Applicants should have a strong record of
academic research in mathematics, knowledge of probability theory,
experience with finance applications, and demonstrated teaching ability.
Applicants should send a vita, list of publications, a statement
describing current and planned
research, and arrange to have at least three letters of recommendation sent
to:
Math Finance Appointments
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213.
The deadline for application is January 18, 2006.
Carnegie Mellon is an Affirmative Action/Equal Opportunity Employer and
encourages applications from women and minorities.
dear colleagues,
next thursday, october 6, 2005, the joint seminar of peter markowich and
walter schachermayer starts with a first meeting at 16.30 in seminarraum
107, 6th floor, green tower. during this first meeting we shall fix the
future talks, the dates and the places. the topic of the seminar is cedric
villani's book on optimal transportation (where copies will be provided
after the first meeting): this is field between pde-theory and probability
theory with highly challenging and interesting questions.
best regards. josef & walter
Josef Teichmann
Institute of mathematical methods in Economics
Department of Financial and Actuarial Mathematics
University of Technology Vienna
Wiedner Hauptstrasse 8-10
A-1040 Vienna
Austria
http://www.fam.tuwien.ac.at/~jteichma
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 20 Sep 2005 13:17:01 +0200
From: obrovski(a)ai.tuwien.ac.at
To: AkademikerInnen der TU Wien
Subject: Marie Curie Stipendienaktionen
Sehr geehrte KollegInnen,
das Außeninstitut und die FFG-EIP laden Sie zur
Informationsveranstaltung "EU ForscherInnen Mobilität Marie Curie
Individualstipendien im 6. EU Rahmenprogramm" herzlich ein.
Bei dieser Veranstaltung über Marie Curie Stipendienaktionen im 6.
Rahmenprogramm
am Di., 18. Oktober 2005 von 13:30 - 15:30h
erhalten Sie Informationen über Fördermöglichkeiten für junge
IndividualforscherInnen.
Die Programme zur Unterstützung von Forschungsaufenthalten einzelner
ForscherInnen umfassen klassische Forschungsstipendien, Fördermaß-
nahmen zur beruflichen Reintegration nach längeren Auslandsaufent-
halten und Wissenschaftspreise. Das Mobilitätsportal stellt eine
Informationsplattform für ForscherInnen auf europäischer Ebene dar und
bietet die Möglichkeit individueller Registrierung. Im Rahmen eines
Auslandsaufenthaltes auftretende steuer- und sozialversicherungs-
rechtliche Fragen sind in praktischer Hinsicht von entscheidender
Bedeutung.
Programm:
13:30 h Begrüßung:
Vizerektor O.Univ.Prof. Franz RAMMERSTORFER, TUW (angefragt)
13:40 h EU Fördermöglichkeiten für IndividualforscherInnen:
Mag. Daniela PAST, FFG-EIP
14:30 h Das Mobilitätsportal für ForscherInnen an der TU Wien
Job-Börse für WissenschafterInnen:
DI Siegfried HUEMER, TUW EU Forschungsmanagement Unit
14:45 h Steuer- und sozialversicherungsrechtliche Aspekte für mobile
ForscherInnen:
Dr. Verena OBROVSKI, TUW EU Forschungsmanagement Unit
15:00 h Erfahrungsbericht eines Marie Curie Stipendiaten
15:15 - 15:30h Abschluss-Diskussion
Moderation: DI Siegfried HUEMER, TUW EU Forschungsmanagement Unit
e-Anmeldung: http://www.ai.tuwien.ac.at/eufpm/anm-mc05okt.htm
FFG-EIP Europäische und Internationale Programme:
http://www.bit.ac.at/training_main.htm
Außeninstitut: http://www.ai.tuwien.ac.at
Wir freuen uns, Sie bei dieser wichtigen Veranstaltung begrüßen zu dürfen.
Mit besten Grüßen
Dr. Verena Obrovski DI Siegfried Huemer
--------------------------------------------------
Dr. Verena Obrovski
Außeninstitut - EU Forschungsmanagement Unit
TU Wien
Gusshausstraße 28/0155
A-1040 WIEN
tel: +43 1 58801 41558
fax: +43 1 58801 41599
Obrovski(a)ai.tuwien.ac.at
http://www.ai.tuwien.ac.at
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Thu, 15 Sep 2005 15:13:22 +0200
From: Michael Oberguggenberger <Michael.Oberguggenberger(a)uibk.ac.at>
Subject: Ausschreibung
(...) [note: German, see below]
Research position available:
The research project
"Mathematical methods for damage detection in bridge monitoring"
offers a research position for a mathematician or statistician with
very good expertise in MATLAB.
Research area: Scientific development of statistical time series
methods for bridge monitoring and their implementation in MATLAB. The
research takes place at the University of Innsbruck in collaboration
with an industrial partner and is sponsored by the Austrian Research
Promotion Agency.
Requirements: Ph.D.-doctorate, capability to carry out independent
research and development, knowledge of statistical time series
techniques.
Project duration: 15 months, starting date 01/10/2005 (or as soon as
possible thereafter).
Submission of application with CV, description of previous work
experience and scientific publications in electronic form to
---------------------------------------------------------------------
Forschungsprojektstelle:
Für das FFG-Projekt
"Mathematisches Verfahren beim Brückenmonitoring zur
Schadensfrüherkennung"
suchen wir eine(n) Mathematiker(in) oder Statistiker(in) mit sehr
guten Kenntnissen in MATLAB.
Arbeitsbereich: Wissenschaftliche Entwicklung von Methoden der
statistischen Zeitreihenanalyse für Brückenmonitoring und deren
Implementierung in MATLAB. Das Projekt wird an der Universität
Innsbruck in Zusammenarbeit mit einem Industriepartner durchgeführt
und wird von der Österreichischen Forschungsförderungsgesellschaft
unterstützt.
Anstellungserfordernisse: Doktorat, Fähigkeit zu selbständiger
Forschungs- und Entwicklungsarbeit, Kenntnisse aus der statistischen
Zeitreihenanalyse.
Projektdauer: 15 Monate, Anstellung ab sofort möglich.
Bewerbungen mit Lebenslauf, Unterlagen über bisherige Tätigkeit und
wissenschaftliche Veröffentlichungen sind elektronisch einzureichen
bei:
a.o. Univ.-Prof. Dr. Michael Oberguggenberger
Institut für Technische Mathmatik, Geometrie und Bauinformatik
Leopold-Franzens-Universität Innsbruck
Technikerstr. 13
A-6020 Innsbruck, Österreich
Tel: ++43 (0)512 507 6824
Fax: ++43 (0)512 507 2941
E-Mail: michael.oberguggenberger(a)uibk.ac.at
sowie bei
Univ.-Prof. Dr. Alexander Ostermann
Institut für Mathematik
Leopold-Franzens-Universität Innsbruck
Technikerstr. 25
A-6020 Innsbruck, Österreich
Tel: ++43 (0)512 507 6823
Fax: ++43 (0)512 507 2990
E-Mail: alexander.ostermann(a)uibk.ac.at
Sehr geehrte Damen und Herren,
die Forschungsgruppe Finanz- und Versicherungsmathematik ladet Sie
herzlich zu einer eintägigen Vortragsveranstaltung am Montag,
den 26. September 2005 (9 bis 17 Uhr), an der TU Wien ein:
PRisMa 2005 - One-Day Workshop on Portfolio Risk Management
http://www.fam.tuwien.ac.at/events/prisma2005/
Programm (9-17 Uhr):
Prof. Dr. Saul Jacka
(Department of Statistics, University of Warwick)
"(Partial) Hedging for Coherent Risk Measures"
Dr. Michael Kupper
(Operations Research & Financial Engineering, Princeton Univ.)
"Dynamic Monetary Utility Functions"
Giovanni Puccetti
(Department of Mathematics for Decisions, University of Firenze)
"Bounds for Functions of Multivariate Risks"
Dr. Riccardo Gusso
(Department of Applied Mathematics, University of Venice)
"Urn-Based Credit Risk Models for Portfolios of Dependent Risks"
Dr. Jörn Sass
(Research Group "Financial Mathematics", Johann Radon Institute
for Computational and Applied Mathematics (RICAM))
"Reducing the Risk of Optimal Portfolio Policies"
Dr. Hansjörg Albrecher
(Department of Mathematical Sciences, University of Aarhus
and Department of Mathematics A, Graz University of Technology
"Ruin Estimates for an Insurance Portfolio with Dependent Risks"
Teilnahme und Registrierung:
Die Teilnahme ist gratis. Für die Anmeldung schreiben Sie bitte
ein kurzes E-mail an Sandra.Trenovatz(a)fam.tuwien.ac.at.
Ort: TU Wien, Hauptgebäude, Karlsplatz 13, 1040 Wien
Hörsaal "HS 16 Karl von Terzaghi Hörsaal" (Stiege I, 3. Stock)
Zeit: Montag, 26. September 2005.
Wir würden uns freuen, Sie beim Workshop begrüssen zu dürfen.
Mit freundlichen Grüssen,
Univ.-Prof. Dr. U. Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
----------------------------------------------------------------------
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik"
dürfen wir Sie zu folgendem Vortrag einladen:
Dienstag, 8. November 2005, 16:30, TU Wien, Nöbauer Hörsaal (FH 8):
Univ.Prof. Dr. Damir Filipovic
Mathematisches Institut, LMU München
"Equilibrium and optimality for monetary
utility functions under constraints"
http://www.fam.tuwien.ac.at/events/vr/20051108.php
Mit freundlichen Grüßen,
Mag. Dr. Klaus Wegenkittl
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Gen.-Dir. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
o.Univ.-Prof. Dr. W. Schachermayer
Univ.-Prof. Dr. U. Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
----------------------------------------------------------------------
Sandra Trenovatz, FAM @ TU Wien, http://www.fam.tuwien.ac.at/vr/