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1159 discussions

[VFN] Tenure Track Assistant Professor in Actuarial Science
by Hansjoerg Albrecher 23 Feb '12

23 Feb '12

*Tenure Track Assistant Professor in Actuarial <https://www.hec.unil.ch/candidatures/offres/details?id=57>Science <https://www.hec.unil.ch/candidatures/offres/details?id=57>* The Faculty of Business and Economics of the University of Lausanne (HEC Lausanne, www.hec.unil.ch <http://www.hec.unil.ch/>) invites applications for a full-time position of *Tenure Track Assistant Professor in Actuarial Science * Starting on August 1^st , 2012 or a mutually agreed upon date. The new professor will be a member of HEC Lausanne?s Department of Actuarial Science. Candidates must hold a PhD in actuarial science or a related discipline. We seek applicants with a strong research and teaching potential in actuarial science. Preference will be given to applicants with research interests related to Enterprise risk management and catastrophe risk modeling. Applications should be submitted online by *March 17,* *2012*. Please fill in the electronic form, upload a curriculum vitae and a motivation letter with a statement of research interests, as well as a list of publications and samples of scholarly work, and provide the names and addresses of three references. Additional information may be obtained from Professor François Dufresne, Director of the Department of Actuarial Science (DSA), HEC Lausanne, Bâtiment Extranef, CH-1015 Lausanne-Dorigny, Francois.Dufresne(a)unil.ch <mailto:Francois.Dufresne@unil.ch>. The University of Lausanne promotes access of women to academic positions and strongly encourages them to apply. * apply before: 17 Mar 2012* apply on-line now <https://www.hec.unil.ch/candidatures/postuler?id=57> *job description* cc_scactua11-12projet15122011_final.pdf <https://www.hec.unil.ch/jobs/public/57_docs/cc_scactua11-12projet15122011_f…>

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[VFN] European Actuarial Journal (EAJ) Conference
by Hansjoerg Albrecher 15 Feb '12

15 Feb '12

European Actuarial Journal (EAJ) Conference September 6-7, 2012 University of Lausanne, Switzerland This international conference in actuarial science is organized by the University of Lausanne and the Swiss Association of Actuaries. The aim is to bring together practicing actuaries and academics to discuss about challenging and current topics in actuarial science. Researchers and practitioners are invited to present their scientific work on the topics: * Life and Pension Insurance Mathematics * Non-Life Insurance Mathematics * Risk Management and Solvency II * Financial Mathematics with Applications in Insurance * Economics of Insurance Abstracts for presentations should be submitted to abstract(a)eaj2012.org <mailto:abstract@eaj2012.org> by 30 April 2012. More information can be found under http://www.eaj2012.org/

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[VFN] CFP 36th Annual Conference of the German Classification Society
by Hanke Michael 05 Feb '12

05 Feb '12

*** Call for Papers for *** *** GfKl 2012 *** *** The 36th Annual Conference of the German Classification Society on *** *** Data Analysis, Machine Learning, and Knowledge Discovery *** The 36th Annual Conference of the German Classification Society (GfKl 2012) on Data Analysis, Machine Learning, and Knowledge Discovery Hildesheim, Germany August 1 to 3, 2012 http://www.gfkl2012.de/ The 36th Annual Conference of the German Classification Society (GfKl) takes place in Hildesheim, Germany, from August 1 to August 3, 2012. We solicit contributions from scholars and practitioners on all domains where statistical and learning methods are being developed and applied to solve scientific problems, including the areas below: * Data Analysis and Statistics * Machine Learning and Knowledge Discovery * Data Analysis in Marketing * Data Analysis in Finance * Data Analysis in Biostatistics and Bioinformatics * Data Analysis in Interdisciplinary Domains, including archaeology, astronomy, education, linguistics, musicology, natural sciences, psychology and social sciences -- Prof. Dr. Michael Hanke Chair in Finance Institute for Financial Services University of Liechtenstein Fürst-Franz-Josef-Strasse 9490 Vaduz Principality of Liechtenstein T +423 265 11 55 F +423 265 11 12 michael.hanke(a)uni.li http://www.uni.li ##################################################################################### This e-mail message has been scanned for Viruses and Content and cleared by MailMarshal #####################################################################################

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[VFN] Fifth European Summer School in Financial Mathematics - Paris, August 2012 (fwd)
by VFN-L admin * Andreas Schamanek 26 Jan '12

26 Jan '12

---------- Forwarded message ---------- Date: Thu, 26 Jan 2012 12:00:01 +0100 From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> Subject: Fifth European Summer School in Financial Mathematics - Paris, August 2012 Dear Colleagues, Registration for the Fifht European Summer School in Financial Mathematics is now open, until April 30, 2012. This year the summer school will take place in Paris (Polytechnique campus) from August 27 to 31, 2012. All the details are on the web site http://www.cmap.polytechnique.fr/~euroschoolmathfi12/ Feel free to circulate this announcement. Yours sincerely, The organising committee Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles Pagès, Huyên Pham, Mathieu Rosenbaum, Mete Soner, Josef Teichmann, Nizar Touzi

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[VFN] STELLENAUSSCHREIBUNG WU - Universitätsassistent/in post doc Non Tenure Track (Assistant Professor, non tenure track)
by Fuchs, Daniela 25 Jan '12

25 Jan '12

UNIVERSITAETSASSISTENT/IN POST DOC NON TENURE TRACK (Assistant Professor, non tenure track) Im INSTITUTE FOR FINANCE, BANKING AND INSURANCE ist voraussichtlich ab 15. Februar 2012 bis 30. September 2015 eine Stelle für einen Universitätsassistenten/ eine Universitätsassistentin post doc Non Tenure Track (Assistant Professor, non tenure track) (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten, monatliches Entgelt: 3.283,20 EUR brutto), vollbeschäftigt, ersatzmäßig zu besetzen. Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für Universitätsassistent/inn/en post doc Non Tenure Track eine maximale Befristungsdauer von 6 Jahren vorsieht. Bewerber/innen, die bereits als Ersatzkräfte an der WU beschäftigt sind, können daher nur mehr für die auf die sechs Jahre fehlende Zeit eingestellt werden. Die Wiederbestellung von Personen, die bereits einen Universitätsassistent/inn/enposten Non Tenure Track inne hatten, ist aus rechtlichen Gründen nicht möglich. AUFGABENGEBIET: Lehre (Bachelor und Master) im Bereich Finanzwirtschaft Forschung am Institute for Finance, Banking and Insurance in einem oder mehreren der folgenden finanzwirtschaftlichen Fachgebiete: Corporate Finance, Asset Pricing, Risikomanagement. NOTWENDIGE KENNTNISSE UND QUALIFIKATIONEN: Abgeschlossenes Doktoratsstudium der Wirtschaftswissenschaften (Betriebswirtschaft, Volkswirtschaft) bzw. gleichzuhaltende Qualifikation. ERWÜNSCHTE KENNTNISSE UND QUALIFIKATIONEN: Erfahrung im wissenschaftlichen Arbeiten in einem der folgenden Teilgebiete der Finanzwirtschaft: Corporate Finance, Asset Pricing, Risikomanagement. Durchdringung eines dieser Fächer entweder im Rahmen empirischer oder theoretischer Analysen. Lehrerfahrung im Rahmen universitärer Ausbildungen Kennzahl: 1943 Ende der Bewerbungsfrist: 15. Februar 2012

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[VFN] REMINDER: December 15, WU Gutmann Center Public Lecture with Jeffrey Brown
by Grimm, Dorothea 12 Dec '11

12 Dec '11

INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE www.gutmann-center.at (apologies for duplicated mails!) DATE: DECEMBER 15 (Thursday), 2011 - 4:00 pm Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien SPEAKER: Prof. Dr. JEFFREY R. BROWN, University of Illinois at Urbana-Champaign http://business.illinois.edu/jbrown/ Title: BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME ABSTRACT: Economists have long been puzzled by why so few individuals choose to take steps to ensure that they will have guaranteed income for life. After many decades of research having failed to provide a robust answer to this "annuity puzzle," psychologists and behavioral economists have begun to explore alternative explanations for consumers' aversion to annuities and other lifetime income products. This emerging literature suggests that individuals' observed reluctance to insure length-of-life risks is not fully rational. This talk will discuss some "non-rational" explanations for retiree behavior, including the role of complexity, poor financial literacy, sensitivity to framing, the role of default options, and "rules of thumb" that consumers follow when making decisions about lifetime income. The discussion will also focus on the implications of these findings for private markets and public policy responses. ABOUT JEFFREY R. BROWN: Jeffrey R. Brown is the William Karnes Professor of Finance in the College of Business at the University of Illinois at Urbana-Champaign. He also serves as Director of the College of Business' Center on Business and Public Policy, and as Associate Director of the NBER Retirement Research Center. Prior to joining the Illinois faculty, Dr. Brown was an assistant professor of public policy at Harvard University's John F. Kennedy School of Government. During 2001-2002, he served as Senior Economist at the White House Council of Economic Advisers, where he focused primarily on Social Security, pension reform, and terrorism risk insurance. During 2001 he also served on the staff of the President's Commission to Strengthen Social Security. In 2006, President Bush nominated, and the Senate confirmed, Dr. Brown as a member of the Social Security Advisory Board. Professor Brown holds a Ph.D. in economics from MIT. Professor Brown has published extensively on public and private insurance markets, including publications in top economic and finance journals and numerous books. He is the recipient of numerous research awards including the TIAA CREF Paul A. Samuelson Award for Outstanding Scholarly Writing on Lifelong Financial Security. Professor Brown is a co-founder and co-editor of the Journal of Pension Economics and Finance. He has also served as a consultant, expert witness, or expert panelist for the Executive Office of the President, the U.S. General Accounting Office, the U.S. Treasury, and the World Bank. Please REGISTER: Mail: gutmann-center(a)wu.ac.at Phone: +43-1-31336-4244 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics Mag. Dorothea GRIMM www.gutmann-center.at

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[VFN] Workshop on Optimal Stopping, Optimal Control and Finance: Registration open
by Alex Cox 06 Dec '11

06 Dec '11

Dear Colleagues, As part of the EPSRC Symposium on Probability at Warwick in 2011/12 we are organising a meeting on Optimal Stopping, Optimal Control and Finance to be held on the 16-20th July 2012. Registration is now open, and a list of confirmed speakers can be found on the conference website: http://www2.warwick.ac.uk/fac/sci/maths/research/events/2011-2012/symposium… We hope you will consider attending this workshop, and please forward this announcement to colleagues who you think may be interested. We hope to be able to provide financial support to some participants. If you would like to be considered, please indicate this during the registration process. While the programme is almost full, there may still be opportunities for some participants to present their work - please contact one of the organisers for further information. Best wishes, The organisers Alex Cox, Ben Hambly, David Hobson, Goran Peskir -- _______________________________________________________________________ Dr Alexander Cox tel: 01225 386187 Dept of Mathematical Sciences fax: 01225 386492 University of Bath email: a.m.g.cox(a)bath.ac.uk Bath, BA2 7AY, UK web: http://www.maths.bath.ac.uk/~mapamgc/ _______________________________________________________________________

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[VFN] REMINDER: December 5, WU Gutmann Center Public Lecture with Lubos Pastor
by Grimm, Dorothea 01 Dec '11

01 Dec '11

INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE www.gutmann-center.at (apologies for duplicated mails!) Date: DECEMBER 5 (Monday), 2011 - 4:00 pm Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien Speaker: Prof. Dr. LUBOS PASTOR, The University of Chicago Booth School of Business http://www.ChicagoBooth.edu/fac/lubos.pastor/ Title: POLITICAL UNCERTAINTY AND THE STOCK MARKET ABSTRACT: We study the pricing of political uncertainty in a general equilibrium model of government policy choice. We find that political uncertainty commands a risk premium whose magnitude is larger in poorer economic conditions. Political uncertainty reduces the value of the implicit put protection that the government provides to the market. It also makes stocks more volatile and more correlated when the economy is weak. In addition, we find that government policies cannot be judged by the stock market response to their announcement. Announcements of deeper reforms tend to elicit less favorable stock market reactions. ABOUT LUBOS PASTOR: Lubos Pastor is Charles P. McQuaid Professor of Finance at the University of Chicago Booth School of Business. He is also a Research Associate at the National Bureau of Economic Research and a Research Fellow at the Centre for Economic Policy and Research. In addition, he serves as an Associate Editor of the Journal of Finance and Journal of Financial Economics, as a Director of the Western Finance Association, and is a former Associate Editor of the Review of Financial Studies. Professor Pastor has been teaching at the University of Chicago since 1999 when he obtained a Ph.D. in finance from the Wharton School at the University of Pennsylvania. Professor Pastor's research focuses mostly on asset pricing and asset management. He has written on a broad range of topics such as liquidity risk, stock price bubbles, portfolio choice, performance evaluation, return predictability, long-run volatility, cost of capital, technological revolutions, government-induced uncertainty, and IPOs. He has analyzed parameter uncertainty and its resolution by learning. His articles have appeared in the American Economic Review, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Review of Financial Studies, as well as nonacademic publications such as the Financial Times. He has earned numerous prizes for research and teaching. Lubos Pastor is a member of the WU Gutmann Center's Academic Advisory Board. For more information about Professor Pastor: http://www.ChicagoBooth.edu/fac/lubos.pastor/ Please REGISTER: Mail: gutmann-center(a)wu.ac.at Phone: +43-1-31336-4244 ***NEXT WU Gutmann Center Public Lecture: DECEMBER 15: Prof. Dr. JEFFREY R. BROWN: "BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME"*** http://www.wu.ac.at/gc/whatwedo/bridging/lectures CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics Mag. Dorothea GRIMM www.gutmann-center.at

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[VFN] Invitation to two Public Lectures WU Gutmann Center – Dec 5 and Dec 15
by Grimm, Dorothea 16 Nov '11

16 Nov '11

INVITATION The WU Gutmann Center cordially invites you to the forthcoming TWO WU GUTMANN CENTER PUBLIC LECTURES www.gutmann-center.at (apologies for duplicated mails!) **************************************************************************** Date: DECEMBER 5 (Monday), 2011 – 4:00 pm Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien Speaker: Prof. Dr. LUBOS PASTOR, The University of Chicago Booth School of Business http://www.ChicagoBooth.edu/fac/lubos.pastor/ Title: POLITICAL UNCERTAINTY AND THE STOCK MARKET Abstract: We study the pricing of political uncertainty in a general equilibrium model of government policy choice. We find that political uncertainty commands a risk premium whose magnitude is larger in poorer economic conditions. Political uncertainty reduces the value of the implicit put protection that the government provides to the market. It also makes stocks more volatile and more correlated when the economy is weak. In addition, we find that government policies cannot be judged by the stock market response to their announcement. Announcements of deeper reforms tend to elicit less favorable stock market reactions. Further information about talk & speaker: http://www.wu.ac.at/gc/whatwedo/bridging/lectures **************************************************************************** Date: DECEMBER 15 (Thursday), 2011 – 4:00 pm Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien Speaker: Prof. Dr. JEFFREY R. BROWN http://business.illinois.edu/jbrown/ Title: BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME Abstract: Economists have long been puzzled by why so few individuals choose to take steps to ensure that they will have guaranteed income for life. After many decades of research having failed to provide a robust answer to this "annuity puzzle," psychologists and behavioral economists have begun to explore alternative explanations for consumers' aversion to annuities and other lifetime income products. This emerging literature suggests that individuals' observed reluctance to insure length-of-life risks is not fully rational. This talk will discuss some "non-rational" explanations for retiree behavior, including the role of complexity, poor financial literacy, sensitivity to framing, the role of default options, and "rules of thumb" that consumers follow when making decisions about lifetime income. The discussion will also focus on the implications of these findings for private markets and public policy responses. Further information about talk & speaker: http://www.wu.ac.at/gc/whatwedo/bridging/lectures **************************************************************************** Please contact gutmann-center(a)wu.ac.at if you do not wish to receive any further invitations from us! Please REGISTER: Mail: gutmann-center(a)wu.ac.at Phone: +43-1-31336-4244 Contact and further information: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics Mag. Dorothea GRIMM www.gutmann-center.at

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[VFN] BFS QMF 2012 - Presentation Abstract Submission Deadline Extended
by VFN-L admin * Andreas Schamanek 31 Oct '11

31 Oct '11

Bachelier Finance Society 7th World Congress, June 26-30, 2012 The deadline for submitting abstracts has been extended to January 15, 2012. For more information see http://www.bfs2012.com/ and http://www.conferenceonline.com.au/newsletter/html.cfm?id=324 -- -- Andreas Schamanek (VFN-L admin)

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