Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
seminars within one week
Tu, 13.01.2004 Peter Friz
Rough Path and Stochastic Analysis
other future seminars
Th, 22.01.2004 Andreas Kull
'Solvency II': Ein neues Aufsichtsmodell für die
Versicherungswirtschaft in der EU
Vortragsreihe aus Finanz- und Versicherungsmathematik,
Mo, 26.01.2004 Josef Teichmann (16.00 im Seminarraum 118)
Geometrie der Zinsen, Vortragsreihe: Wissenswertes der
Mathematik
Th, 29.01.2004 Alexander Schied
Optimal investments for robust utility functionals
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 16 Dec 2003 18:57:30 -0500 (EST)
From: Steven Shreve <shreve(a)matt.math.cmu.edu>
Subject: Post-doc at Carnegie Mellon
CARNEGIE MELLON UNIVERSITY
Center for Computational Finance
The Center for Computational Finance expects to appoint a post-doctoral
fellow in mathematical finance, beginning in September 2004.
This position will be funded by Morgan Stanley and the National
Science Foundation, and is contingent upon approval of the
National Science Foundation funding. Applicants should have a strong
record of accomplishment in probability research and a serious interest
in the applications of probability to finance. This will be a two-year
appointment with no teaching duties. The recipient will be expected to
make short visits to Morgan Stanley during the academic year, and Morgan
Stanley is expected to offer an internship in the summer between the
academic years. 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. For full consideration,
applications should be received by January 12, 2004. All communications
should be addressed to: Computational Finance Post-doctoral Committee,
Department of Mathematical Sciences, Carnegie Mellon University,
Pittsburgh, PA 15213. Carnegie Mellon University is an Affirmative
Action/Equal Opportunity Employer
--
Steven E. Shreve
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213-3890
shreve(a)cmu.edu
http://www.math.cmu.edu/users/shreve
Direct Telephone: 412-268-8484
Department Telephone: 412-268-2545
Fax: 412-268-6380
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 16 Dec 2003 15:34:55 +0000 (GMT)
From: Chris Rogers <L.C.G.Rogers(a)statslab.cam.ac.uk>
Subject: Positions in Cambridge ...
(...)
There are currently two positions available at any point on the
Lecturer scale in this department, one in math finance, the other
in any area but with a preference for math finance. These are
very attractive for a variety of reasons, which I'm happy to
explain to anyone who is interested further after checking out
http://www.statslab.cam.ac.uk/Vacancies/
Please bring to the attention of anyone you think may be
suitable.
Closing date 5th Jan 2004.
Chris
///////////////////////////////////////////////////////////////////
// Professor L C G Rogers Tel: +44 1223 766806 //
// Statistical Laboratory Fax: +44 1223 337956 //
// Wilberforce Road Web: www.statslab.cam.ac.uk/~chris //
// Cambridge CB3 0WB, GB //
///////////////////////////////////////////////////////////////////
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Th, 11.12.2003 Stefan Geiss
Approximations of European type pay-offs, fractional
Sobolev spaces, and random time nets
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Thu, 4 Dec 2003 18:27:01 +0100 (MET)
From: Claudia Klueppelberg <cklu(a)ma.tum.de>
Subject: Postdoc positions at Munich University of Technology
(...)
Opening:
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
1 postdoctoral or doctoral position (for a maximum of 3 years)
starting March 1, 2004 at the Institute of Mathematical Statistics. Salary is
at the BAT IIa level and depends on the degree, age and family status of the
applicant.
We are looking for applicants who are interested in participating within the
project "Statistical Methods for Model Selection in Regression" sponsored by
the German Science Foundation (DFG). The aim is to develop interpretable
discrepancy measures and appropriate statistical tests for model selection.
Sound knowledge in asymptotic statistics and Bayesian Statistics with Markov
Chain Monte Carlo methods are required. Multivariate and time dependence
structures of the data will be considered. The methods will be be implemented
and tested on applications from insurance and finance.
Successful applicants are expected to have a Ph.D., a M.Sc. or Diploma in
mathematics or statistics. In addition, we expect computing experience with
statistical software (SAS and/or Splus) and programming languages (C++ and/or
Matlab). German language skills are helpful, but not necessary. An interest in
learning the German language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Czado
Zentrum Mathematik
Technische Universitaet Muenchen
Boltzmannstrasse 3
85747 Garching bei Muenchen
phone: +49 89 289 17428
email: cczado(a)ma.tum.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
------------------------------------------------------------------------------
OPENINGS
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
2 postdoctoral or doctoral positions (for a maximum of 3 years)
starting April 1, 2004 or later at the Chair of Mathematical Statistic
(Prof. Dr. Claudia Kl"uppelberg). Salary is at the BAT IIa level and
depends on the degree, age and family status of the applicant.
We are looking for participation in the project
"Risk Management in Finance and Insurance" with areas of concentration
(1) Modelling, quantification and simulation of credit risk portfolios
(joint project with the HVB (HypoVereinsbank M"unchen),
or
(2) Dynamic Integrated Risk Management
(joint project with the Munich Reinsurance Company).
The aim of research project (1) is to develop an appropriate model
for a realistic credit risk management,
to test the model in simulations and to implement it as a prototype.
Close collaboration with HVB is expected.
The aim of research project (2) is an effective dynamic
modelling of insurance and financial risk within an integrated model.
Important components of this project concern the choice of a suitable
risk measure and an appropriate capital allocation.
Close collaboration with Munich Re is expected.
We are looking for applicants with interest in stochastic modelling,
statistical analysis and computational implementation. Applicants are
expected to have a Ph.D., a M.Sc. or Diploma in mathematics or statistics.
In addition, we expect computing experience with statistical software
(SAS and/or Splus) and programming languages (C++ and/or Matlab).
German language skills are convenient, but not necessary. An interest
in learning the language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Klueppelberg
Chair of Mathematical Statistic
Center for Mathematical Sciences
Munich University of Technology
Boltzmannstrasse 3
D-85747 Garching
phone: +49 89 289 17432
e-mail: cklu(a)mathematik.tu-muenchen.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
the talk this friday starts at 1 o'clock in the afternoon.
Fr, 28.11.2003 Tom Fischer !!! starts at 13:00 !!!
An axiomatic approach to valuation in life insurance
(this will be a short talk. tom applied for the open position in our dept)
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Thu, 27 Nov 2003 12:10:14 +0100 (MET)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
P O S T D O C P O S I T I O N S
AT THE
JOHANN RADON INSTITUTE FOR COMPUTATIONAL AND APPLIED MATHEMATICS
(RICAM)
OF THE AUSTRIAN ACADEMY OF SCIENCES, AUSTRIA
RICAM is a research institute which went into operation on January 1,
2003, and will be gradually built up to a total of 25 PostDoc
positions in six areas:
Scientific Computing - Computational Methods for Direct Field Problems
Scientific Computing - Inverse Problems
Scientific Computing - Optimization and Control
Symbolic Computation
Analysis of Partial Differential Equations
Mathematical Finance
The institute is housed on the campus of the Johannes Kepler
Universität in Linz, a town of about 200.000 on the Danube, very close
to the Austrian Alps, and half-way between Vienna and Salzburg.
The "Mathematical Finance Group" is looking for a PostDoc with a
strong interest and research experience in the "Applications of
stochastic processes in finance".
This position is expected to be available from March 1, 2004.
Further information can be obtained from one of the group leaders
Prof. Gerhard Larcher <gerhard.larcher(a)jku.at>
Prof. Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
The "Scientific computing - Optimization and Control Group" is
searching two PostDocs with a strong background in applications to
partial differential equations or variational problems. For
information contact Prof.K. Kunisch at: karl.kunisch(a)uni-graz.at
PostDocs interested to work in one of the other research areas are
encouraged to inquire with the director, Prof. Heinz W. Engl at,
heinz.engl(a)oeaw.ac.at
For all positions a doctorate in mathematics or a closely related
field is required. The working language is English.
The positions are initially for up to three years, one renewal for
three more years is possible depending on achievements.
Two sets of applications with personal and scientific data, copies of
relevant documents and a statement about scientific interests and
achievements should be sent to
Prof. Heinz W. Engl
Johann Radon Institute
Austrian Academy of Sciences
A-4040 Linz
Austria
---------- Forwarded message ----------
Date: Mon, 17 Nov 2003 14:37:26 +0000 (GMT)
From: Sam Howison <howison(a)maths.ox.ac.uk>
Subject: Postdoctoral positions available
Dear Colleague
Oxford University is able to appoint to one or two postdoctoral research
positions in Mathematical Finance, based in the Mathematical Institute,
and I am writing to ask for your help in bringing this opportunity to the
attention of any strong potential candidates. The post arises out of the
success of our part-time Masters course in Mathematical Finance, and the
postholders will be asked to undertake a small amount of teaching on that
programme. The post are for two years, renewable for a third.
We attract outstanding graduate students in finance, have a thriving and
substantial Masters programme with core funding from the European
financial sector, and have a strong and diverse group of faculty working
in the subject. An important goal in making this appointment will be to
support Oxford as a leading centre for finance in Europe.
Details of the post are on
http://www.maths.ox.ac.uk/notices/vacancies/institute/postdoc14.shtml
I will be happy to try to answer any questions you may have.
Best regards
Sam Howison howison(a)maths.ox.ac.uk