---------- 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
---------- Forwarded message ----------
Date: Fri, 7 Nov 2003 10:11:35 +0000 (GMT)
From: Julia Blackwell <J.L.Blackwell(a)statslab.cam.ac.uk>
Subject: Cambridge University - Lectureship Vacancy
Can I draw your attention to two positions that we currently
have vacant?
http://www.statslab.cam.ac.uk/Vacancies/
These are established positions, for mid-career or junior
colleagues with active research in mathematical finance (or
possibly probability or statistics); we are able to appoint at
any point on the stated salary scale, and the positions are
extremely attractive in addition because:
* Cambridge teaching is completed in three 8-week blocks
* If the person appointed does not become a Fellow of a
College, the teaching duties are lecturing (typically in
the range 40-60 hours per year) and examining.
* The students here are outstandingly good, and lecture
courses can be set at a high level and fast pace
* The Centre for Mathematical Sciences is one of the largest
and most impressive centres for mathematics in the world
* There are strong links with colleagues in Economics and
the Judge Institute of Management.
The closing date for applications is 5th January 2004.
Chris Rogers
*******************************
Julia Blackwell
Statistical Laboratory
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
Tel: 01223 337958
Fax: 01223 337956
http://www.statslab.cam.ac.uk/
Hi there,
As most of you are lecturers or students you might find MIT's
OpenCourseWare a valuable source of materials:
> Patrick Douglas Crispen ( http://www.tourbus.com/ )
> announcing phase 2 of OCW:
(...) back in April of 2001 the Massachusetts Institute of Technology
[MIT] announced the ground-breaking and ambitious ten-year goal of
posting online all course materials from every MIT undergraduate and
graduate course. Syllabi. Course calendars. Lecture notes.
Assignments. Exams. Everything.
Phase one of MIT's OpenCourseWare project debuted last October,
giving the world access to MIT course materials from 32 courses in 17
different departments ranging from Aeronautics and Astronautics to
Urban Studies and Planning. Phase two, which was completed on Monday,
increases that number to 500 courses from 33 academic disciplines.
You can find MIT's OpenCourseWare site online at
http://ocw.mit.edu/
> MIT OCW about OCW,
> from http://ocw.mit.edu/OcwWeb/Global/AboutOCW/about-ocw.htm :
MIT OCW is a large-scale, Web-based electronic publishing initiative
funded jointly by the William and Flora Hewlett Foundation, the Andrew
W. Mellon Foundation, and MIT.
MIT OCW's goals are to:
* Provide free, searchable, access to MIT's course materials for
educators, students, and self-learners around the world.
* Create an efficient, standards-based model that other
institutions may emulate to openly share and publish their own
course materials.
---
Of course, there are special fields such as
http://ocw.mit.edu/OcwWeb/Mathematics/http://ocw.mit.edu/OcwWeb/Economics/
Enjoy,
--
-- Andreas