---------- Forwarded message ----------
Date: Mon, 24 Sep 2001 19:44:54 -0500
From: Leigh Tesfatsion <tesfatsi(a)IASTATE.EDU>
To: SIMSOC(a)JISCMAIL.AC.UK
Subject: September 2001 news notes on agent-based computational economics
24 September 2001
Just a note to say that the September 2001 news notes on agent-based
computational economics (ACE) are now available on-line in html document
form at
http://www.econ.iastate.edu/tesfatsi/ace0901.htm
Featured items include journal, book, software, research group, on-line
course, and conference announcements. Items of more permanent interest
have been incorporated into the ACE Web site at
http://www.econ.iastate.edu/tesfatsi/ace.htm
ACE is the computational study of economies modelled as evolving systems of
autonomous interacting agents.
Best wishes,
Leigh Tesfatsion
Leigh Tesfatsion Department of Economics
Tel: (515) 294-0138 Iowa State University
FAX: (515) 294-0221 Ames, Iowa 50011-1070
tesfatsi(a)iastate.edu http://www.econ.iastate.edu/tesfatsi/
---------- Forwarded message ----------
Date: Mon, 24 Sep 2001 11:05:31 -0700
From: Ulrich Haussmann <uhaus(a)math.ubc.ca>
Subject: position at UBC
Please bring the following opening to the attention of anyone who might be
interested.
The Mathematics Department at the University of British Columbia is seeking
candidates for at least one tenure-track Assistant Professorship, subject
to funding, with a starting date of 1 July 2002. Exceptional candidates at
the Associate Professor or Professor level may be considered. Applicants
must have a superb research record in one of the following areas: Financial
Mathematics, Mathematical Biology, Partial Differential Equations,
Scientific Computing or Industrial/Applied Mathematics. The successful
applicant is expected to interact with related groups in the Mathematics
Department and have demonstrated interest and ability in teaching. The
salary will be commensurate with experience and
research record. Applicants should send a current cv including a list of
publications, statement of research and teaching interests and a list of
four referees to
Professor George Bluman, Head
Department of Mathematics
University of British Columbia
#121 - 1984 Mathematics Road
Vancouver, B.C. Canada V6T 1Z2
Assistant Professorship candidates should arrange for three letters of
recommendation to be sent directly to the same address.
Applications must be received before November 27, 2001.
on wednesday, oct. 10th 4 pm at the institut für höhere studien
(stumpergasse 56, 1060) hs. II, there will be a seminar talk by
kerry back (olin business school, washington university, st. louis)
on "Information in securities markets: Kyle meets Glosten and
Milgrom"
best
gabe lee
______________________________________________________________
Gabriel S. LEE
Institute for Advanced Studies
Department of Economics and Finance
Stumpergasse 56
A-1060 Vienna, AUSTRIA
Email: gabriel.lee(a)ihs.ac.at
Tel: +43.1.59991.141
Fax: +43.1.597.0635
Homepage: http://www.ihs.ac.at/~lee/
CALL FOR PARTICIPANTS
The Center for Applied Probability at Columbia University presents the
8th Annual CAP Workshop on Derivative Securities and Risk Management
Friday, November 9, 2001
Columbia University, New York City
This year we present another group of highly distinguished
speakers in the usual informal workshop aimed at fostering
communication between academia and industry.
SPEAKERS:
David Chasman, Sempra Energy Trading
"Managing 'Simple' and Not-So-Simple Energy Risk"
Steve Heston, Goldman Sachs
"The Expectations Puzzle in a Log-Linear Bond Model"
Michael Johannes, Columbia Business School
"The Impact of Jumps in Volatility and Returns"
Alan Lewis, Analytic Investment Management
"A Simple Option Formula for General Jump-Diffusion and other
Exponential Levy Processes"
Keynote Address:
Richard Sandor, Environmental Financial Products
"The Chicago Climate Exchange: Creating a Market for Greenhouse Gas
Emissions Trading"
Philipp Schoenbucher, Bonn University
"Pricing Exotic Credit Derivatives"
Nick Webber, University of Warwick
"Lattice Methods for Levy processes"
Zhifeng Zhang, Morgan Stanley
"Simulating Correlated Default Arrival Times and Pricing Basket Default Swaps"
REGISTRATION FEES:
Academic:
By Nov. 2: $110 ($30 student)
On site: $150 ($40 student)
Corporate:
By Nov. 2: $220
On site: $300
A light lunch will be provided, and a wine and cheese reception will
be held at the end of the day.
REGISTRATION PROCEDURE:
Send Name, Title, Affiliation, Address and E-mail Address (as we
prefer to acknowledge receipt of your registration by e-mail), along
with a check or money order payable to CAP to the address below.
Or, to pay by credit card (MC or Visa ONLY), send the same
information in an e-mail to the address below and, in addition,
include CC#, Exp. Date, Name (as it appears on card), and Billing
Address. If you prefer, you may FAX the information, or a legible
(not too dark) copy of your credit card, to the FAX number listed
below.
CONTACT:
E-mail: cap(a)columbia.edu
WWW: http://www.cap.columbia.edu/
Postal: Center for Applied Probability, ATTENTION: Finance Workshop
601 CEPSR, Columbia University, Mail code 8906
530 West 120th Street, New York, NY 10027
Phone: (212) 854-6096
FAX: (212) 854-6989
LOCATION:
Columbia University, New York City
Exact location TBA.
Check http://www.cap.columbia.edu for updated information
ORGANIZERS:
M. Broadie, P. Glasserman, C. Heyde, S. Kou and K. Sigman.
Ausschreibung
Am Institut für Medizinische Statistik ist eine Planstelle mit einem
Universitätsassistenten/in - Ersatzkraft vom 01.10.2001 bis 30.09.2002 zu
besetzen.
Aufnahmebedingungen: Abgeschlossenes Doktoratsstudium (Statistik,
Mathematik oder ein fachverwandtes Studium)
Gewünschte Zusatzqualifikationen: Erfahrung mit Anwendungen von
statistischen Methoden in Medizin, Biologie oder Epidemiologie; Kenntnisse
in statistischer Software; Erfahrung mit statistischmethodischen
Problemstellungen.
Kennzahl: 1735301
Bewerbungsfrist: 10.10.2001
Bewerbungen: Bewerbungsformulare mit Lebenslauf sind an die
Universität Wien
Universitätsdirektion
Personalabteilung/Bundesbedienstete
Allgemeines Krankenhaus Wien
Medizinische Fakultät
Währinger Gürtel 1820, A1090 Wien, zu richten.
Am Institut bestehen statistischmethodische Forschungsschwerpunkte über
sequentielle und adaptive Designs, Qualitätskontrolle in medizinischen
Studien sowie multiple Inferenz und Versuchsplanung.
Darüberhinaus nimmt das Institut für Medizinische Statistik innerhalb der
Fakultät eine Dienstleistungsfunktion bei der Planung und Auswertung von
medizinischen Forschungsprojekten wahr. Dabei kommt es zu Kooperationen mit
medizinischen Fachwissenschaftlern aus den Bereichen medizinischer
Experimente sowie klinischer und epidemiologischer Studien. Für diese
Tätigkeit ist gute Statistiksoftwarekenntnis erforderlich.
Schließlich nimmt auch die Bedeutung der Lehrtätigkeit, schwerpunktsmäßig
zur Einführung in statistische Methoden für das medizinische Umfeld,
ständig zu.
Für weitere Informationen siehe auch http://www.mstat.univie.ac.at
____________________________
Martin Posch
Department of Medical Statistics
University of Vienna
http://Posch.n3.net
---------- Forwarded message ----------
Date: Wed, 12 Sep 2001 15:30:09 +0100
From: cemapre <cemapre(a)iseg.utl.pt>
To: <Undisclosed-Recipient:@mail.iseg.utl.pt;>
Subject: Sixth International Congress on Insurance: Mathematics and
Economics
CEMAPRE is pleased to host the Sixth International Congress on Insurance: Mathematics & Economics, to be held on July 15-17, 2002, at ISEG, Technical University of Lisbon.
We invite you to have a look at our web page at http://www.iseg.utl.pt/~cemapre/ime2002
---------- Forwarded message ----------
Date: Fri, 7 Sep 2001 15:46:51 -0400 (EDT)
From: Jean-Pierre Fouque <fouque(a)unity.ncsu.edu>
Subject: tenure-track position in financial mathematics
Dear colleagues,
Below you will find an announcement
for an assistant professor position in financial mathematics.
It is at:
http://www.math.ncsu.edu/departmental/facpositions.html
Please bring this announcement to the attention
of qualified and interested individuals.
Thanks a lot,
JPF
Jean-Pierre Fouque
Department of Mathematics
NCSU, Box 8205
Raleigh, NC 27695-8205
Phone: (919) 515-8588, Fax: (919) 515-3798
http://www.math.ncsu.edu/~fouque
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
The Department of Mathematics invites applications for a tenure track
appointment at the assistant professor level in financial mathematics,
beginning in the fall of 2002.
Candidates should have a strong ongoing research program and a
demonstrated skill in teaching. The candidate's areas of interest should
complement the current research activities within the department in the
broad areas of stochastic processes, partial differential equations and
scientific computation. The successful candidate will participate in the
creation and development of a multidisciplinary Masters program in
Financial Mathematics.
Applicants should send a vita and three letters of reference
to Financial Mathematics Search Committee,
NC State University,
Mathematics Department, Box 8205,
Raleigh, NC 27695-8205.
Complete applications received before November 30, 2001 will receive full
consideration.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
---------- Forwarded message ----------
Date: Wed, 05 Sep 2001 16:15:05 -0500
From: cywei(a)uts.cc.utexas.edu
To: wschach(a)fam.tuwien.ac.at
Subject: Message from Actuarial Science Society
Dear Walter Schachermayer ,
POSITION IN ACTUARIAL SCIENCE
The Department of Mathematics and Statistics of the Faculty of Arts and
Sciences of the Université de Montréal invites applications for a
tenure-track position in actuarial science at the assistant professor,
associate professor or full professor level. The Department collaborates to
the activities of the Centre de recherches mathématiques (CRM). The position
is subject to budgetary approval. For more information on the Department or
the CRM, visit www.dms.umontreal.ca/ and www.crm.umontreal.ca/ .
DUTIES
Undergraduate and graduate teaching, supervision of graduate students, and
research.
REQUIREMENTS:
To hold a Ph.D. in Actuarial Science or in a related area and to be an
associate member of an actuarial society. An expertise in mathematical
finance is a supplementary advantage. The research record is of prime
importance. The candidate must possess excellent teaching skills. A good
working knowledge of French is required.
SALARY:
The Université de Montréal offers competitive salaries and a complete
package of social benefits.
STARTING DATE:
June 1, 2002.
The interested candidates must submit a curriculum vitae including a concise
statement of their research interests, at least three letters of reference,
and copies of at most three of their most important research publications
before November 15, 2001 (or until the position is filled), to:
Chair
Département de mathématiques et de statistique
Université de Montréal
C.P. 6128, succursale Centre-ville
Montréal QC H3C 3J7
Phone: (514) 343-6743
FAX: (514) 343-5700
email: mathstat(a)dms.umontreal.ca
In accordance with Canadian immigration requirements, priority will be given
to Canadian citizens and permanent residents of Canada. The Université de
Montréal subscribes to an affirmative action program for women and to
employment equity.
Cordially,
Patrick L. Brockett
**************************************************************************
Actuarial Science Researchers Online International Directory Adminstrator
http://wnt.cc.utexas.edu/~bgbc771/Acs_Dir.cfm
Gus S. Wortham Memorial Chairholder in Risk Management and Insurance
Department of Management Science and Information Systems,
Director, Risk Management Program,
Professor of Finance, Mathematics and Management Science
**************************************************************************
---------- Forwarded message ----------
Date: Fri, 6 Jul 2001 12:56:47 +0200
From: DGF 2001 Conference <dgf.finance(a)univie.ac.at>
Subject: DGF 2001 Conference
Dear Colleague!
I would like to inform you that the preliminary program for this year's
annual meeting of the German Finanance Association is now available on
the Web at http://dgf.univie.ac.at/ . The conference will take place in
Vienna on October 5th and 6th and registration is open now.
I hope to see you at the conference,
Josef Zechner
--
Josef Zechner
Department of Business Studies
University of Vienna
Bruennerstrasse 72
A-1210 Vienna
Austria
Tel: +43-1-4277 38071
Fax: +43-1-4277 38074
Technische Universitaet Wien
15. Workshop
Austrian Working Group on Banking and Finance
30. 11. / 1. 12. 2001
CALL FOR PAPERS
Der Workshop findet am Freitag, dem 30. 11. 2001, nachmittags und am
Samstag, dem 1. 12. 2001, vormittags an der TU Wien statt. Bezueglich
der Themen ist keine Einschränkung vorgesehen. Papers oder extended
abstracts (ca. 2 Seiten) können bis spätestens 5. 11. 2001 bei Prof.
Helmut Uhlir und Prof. Stefan Pichler, TU Wien, Abteilung für
Industriefinanzierung und Investment Banking, Favoritenstrasse 11, 1040
Wien (Tel.: 01-58801-33080, Fax: 01-58801-33098), eingereicht werden.
Einreichung per Email (huhlir(a)pop.tuwien.ac.at bzw.
spichler(a)pop.tuwien.ac.at) ist erwünscht.
Einen schönen Sommer wünschen
Helmut Uhlir Stefan Pichler