Begin forwarded message:
> From: Cécile Mailler <c.mailler(a)bath.ac.uk>
> Date: 06 marzo 2017 12.03.15 GMT+01.00
> Subject: [World] Summer school on networks, in Berlin (Aug 21-Sep 1 2017)
>
> Dear all,
>
> This is the first announcement of the summer school on
>
> Probabilistic and statistical methods for networks
> to be held at TU Berlin, 21 August - 1 September 2017.
>
> The summer school will focus on probabilistic and statistical methods for networks. This is an enormously rich topic that has many connections between branches of mathematics, and applications to many other scientific disciplines. The central theme is randomness that may arise in various forms: it can be used to construct models for networks, to analyse networks using statistical methods, or as part of stochastic processes on networks. One strand of the school will consider the theory of statistical physics models on networks; another strand will develop tools of statistical inference in network data; and a third strand investigates applications such as networks in neuroscience, traffic and telecommunication.
>
> The School is primarily aimed at graduate students, but also at postdocs, working in applied probability or in one of the application fields with strong probabilistic flavour.
>
> Speakers:
> Shankar Bhamidi (North Carolina)
> Benedikt Jahnel (Berlin)
> Max Klimm (Berlin)
> Peter Mörters (Bath)
> Tiago Peixoto (Bath)
> Jörg Polzehl / Karsten Tabelow (Berlin)
> Klaus Obermayer / Wilhelm Stannat (Berlin)
> Lenka Zdeborová (Saclay)
>
> For further details and registration, see https://www.math-berlin.de/academics/summer-schools/2017/randgraph.
> Registration will be open from 1 April 2017 until 31 May 2017.
>
> The summer school is supported by the EPSRC via the Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa) at the University of Bath, the DFG via the Berlin Mathematical School and by the Weierstrass Institute for Applied Analysis and Stochastics, Berlin.
>
> Please direct scientific questions about the school to the organisers.
> We hope to see you in Berlin at the end of August.
>
> Best wishes,
>
> Wolfgang König, koenig(a)wias-berlin.de
> Cécile Mailler, c.mailler(a)bath.ac.uk
> Marcel Ortgiese, m.ortgiese(a)bath.ac.uk
> Matt Roberts, mattiroberts(a)gmail.com
> Tim Rogers, t.c.rogers(a)bath.ac.uk
> _______________________________________________
> World mailing list
> World(a)aleanetwork.net
> http://aleanetwork.net/cgi-bin/mailman/listinfo/world
16^th INTERNATIONAL CONFERENCE
CREDIT 2017
*/INTEREST RATES, GROWTH and REGULATION
/*Venice, Italy
28-29 September 2017
*GRETA Associati *(Venice, Italy), the *European Investment Fund*
(Luxembourg) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a
Conference to be held in Venice on September 28-29, 2017. The objective
of the Conference is to bring together academics, practitioners and PhD
students working in the area of risk management. The conference will
provide an opportunity for participants engaged in research at the
forefront of this area to discuss both the causes and implications of
recent events in financial markets and may, in turn, suggest fruitful
directions for future research. The Conference, organised under the
auspices of the *Department of Economics of the University Ca' Foscari
of Venice*, *ABI - Italian Banking Association *and *European Investment
Bank*, is the *sixteenth* of a series dedicated to various aspects of
credit risk.
Since 2007, the financial crisis has triggered deep changes of various
kinds. Central banks have experimented new monetary policies (low
interest rates, quantitative easing, forward guidance...). The banking
industry has had to develop new asset management strategies and to
adjust its credit allocation practices in order to cope with a new
environment characterized, in particular, by a prolonged period of very
low risk-free returns. Alternatives and complements to commercial
banking have continued their progress. Meanwhile, regulatory frameworks
have been reshaped all around the world, with the introduction of new
requirements or guidelines. All these changes have called for a
substantial amount of research to improve the knowledge of the
mechanisms at play during the crisis, to design adapted policy tools and
to provide a better description of the new economic and financial
environment.
The organizers encourage submissions of papers on any topic within the
overall theme of the conference and in the following areas in particular:
* Low interest rates and asset management: emergence of alternative
asset classes; changes in banks asset management, repositioning
towards wealth management services.
* Low interest rates and econometric modelling: Zero Lower Bound; lift
off; unconventional monetary policy; default risk; contagion and
systemic risk.
* Interest rates and alternative financing: venture capital; credit
risk in p2p lending/crowdfunding, is there adverse selection? the
financing of SMEs; impact on the real economy.
* New regulation environment: impact of Basel 4; internal models
versus standardized approach; international harmonization; impact of
TLAC (total loss absorbent capacity) and IFRS9.
The Scientific Committee for the Conference consists of:
*Alain Monfort* (CREST-Paris, Programme Chair)
*Monica Billio* (Ca' Foscari University of Venice)
*Francesca Campolongo* (EU-JRC Unit 'Financial and Economic Analysis')
*Helmut Kraemer-Eis* (Head EIF's Research & Market Analysis)
*Jan Peter Krahnen* (SAFE - Goethe University)
*Steven Ongena* (University of Zurich, SFI & CEPR)
*Jean-Paul Renne* (University of Lausanne)
*Fulvio Pegoraro* (Bank of France)
*Bernd Schwaab* (European Central Bank)
CALL FOR PAPERS
The final program will include both submitted and invited papers.
Acceptances received so far from invited speakers include *Thomas
Philippon *(New York University), *Manju Puri* (Duke University) and
*Jean-Paul Renne* (University of Lausanne). The Conference will also
feature a panel discussion on researchers' and practitioners' views of
the major outstanding problems.
Those wishing to present a paper at the Conference should submit by *May
31, 2017* to the address given below (preferably in electronic format).
Please indicate to whom correspondence should be addressed. Decisions
regarding acceptance will be made by *July 10, 2017*. The final version
of accepted papers must be received by August 31, 2017.
Please send papers to:
GRETA Associati
San Polo, 2605 - 30125 Venice, ITALY
Phone : +39 041 5238178 - Fax : +39 041 5286166
e-mail: credit(a)greta.it <mailto:credit@greta.it>
Local Organisers: *Davide Alfonsi* (Intesa Sanpaolo), *Monica Billio*
(Ca' Foscari University of Venice & GRETA), *Andrea Giacomelli*
(Knowshape & GRETA), *Pier Luigi Gilibert* (European Investment Fund)
and *Domenico Sartore* (Ca' Foscari University of Venice & GRETA)
IMPORTANT DATES
May 31, 2017: Papers submission deadline
July 10, 2017: Paper acceptance notification
August 31, 2017: Deadline for sending final version of accepted papers
More detailed information available on the Conference website:
http://www.greta.it/credit/credit2017/credit2017.htm
<http://www.greta.it/credit/credit2017/credit2017.htm>
Carissimi,
mi scuso con i non interessati e scrivo per comunicarvi che il
seminario della Prof.ssa Claudia Ceci (Università di Chieti-Pescara), dal
titolo
Credit derivatives and unit-linked life insurance contracts: optimal
hedging in partially observable market models
avrà luogo, diversamente da quanto indicato in una mia precedente mail, il
giorno martedì *14 marzo *2017 alle ore *16.30* presso il Dipartimento di
Matematica dell'Universita' di Padova, via Trieste 63, aula 2BC30 (secondo
piano).
Grazie per l'attenzione, saluti a tutti,
Giorgia Callegaro
--
Giorgia Callegaro
Assistant Professor
Department of Mathematics - University of Padova
Via Trieste 63 , I-35121 Padova - ITALY
Tel: +39-0498271481 Fax: +39-0498271499
E-Mail: gcallega(a)math.unipd.it
<https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#>
Personal web-page: https://sites.google.com/site/giogiocallegaro/Home
*First Italian Meeting on Probability and Mathematical Statistics*
*June 19-22, 2017, Torino, Italy*
*Reminder*
Website: http://calvino.polito.it/~probstat/torino2017/
The conference website is now updated with the latest available
information. Please visit it for more details.
*::..* Note that the registration is still open. *Deadline for
registration: March 31, 2017* *..::*
We are looking forward to meeting you in Torino next June.
On behalf of the Organizing Committee,
Federico Polito
--
Federico Polito
Department of Mathematics
University of Torino
Via Carlo Alberto, 10
10123, Torino, Italy
Email: fpolito(a)unito.it
Tel: +39 011 6702862
Web: www.federicopolito.it
Carissimi,
il giorno lunedì 13 marzo 2017 alle ore 12.30 presso il
Dipartimento di Matematica dell'Universita' di Padova, via Trieste 63, aula
2BC30 (secondo piano), la Prof.ssa Claudia Ceci dell'Università di
Chieti-Pescara, terrà un seminario dal titolo
Credit derivatives and unit-linked life insurance contracts: optimal
hedging in partially observable market models
Siete tutti benvenuti! Saluti a tutti,
Giorgia Callegaro
--
Giorgia Callegaro
Assistant Professor
Department of Mathematics - University of Padova
Via Trieste 63 , I-35121 Padova - ITALY
Tel: +39-0498271481 Fax: +39-0498271499
E-Mail: gcallega(a)math.unipd.it
<https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#>
Personal web-page: https://sites.google.com/site/giogiocallegaro/Home
-------- Messaggio Inoltrato --------
Oggetto: Fwd: Rutgers meeting on math-finance, probability, and pdes (fwd)
Data: Thu, 2 Mar 2017 17:23:04 +0100 (CET)
Mittente: Tiziano Vargiolu <vargiolu(a)math.unipd.it>
Date: Thu, 2 Mar 2017 10:44:51 -0500
From: Kasper Larsen <kasperl2andrew.cmu.edu(a)gmail.com>
Subject: Rutgers meeting on math-finance, probability, and pdes
To:
Dear friends and colleagues:
We are organizing a meeting on mathematical finance, probability theory,
and partial differential equations to be held at Rutgers University, New
Brunswick, May 17-19, 2017. We are hoping that you can help spread the word
through your network. You can find more information here:
http://finmath.rutgers.edu/partial-differential-equations-conference
The conference seeks to encourage and promote early-career mathematicians:
The conference schedule will allow for several contributed talks without
parallel sessions. We have limited financial support available from NSF for
junior US-located researchers (including graduate students, post docs, and
tenure tracks). Priority for travel funding will be given to presenters who
are graduate students, other junior mathematicians, and those from
underrepresented groups. You can submit requests (for a presentation slot
and/or funding) through the above conference webpage.
Feel free to forward this email to other interested parties. We hope to see
you!
On behalf of the organizers, Kasper
--
Cheers,
Kasper Larsen
Associate Professor
Dept. of Mathematical Sciences
Carnegie Mellon University
http://www.math.cmu.edu/math/faculty/larsen.html
----- End forwarded message -----
Nell'ambito del ciclo di seminari del Dipartimento
di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di
Firenze, la prossima settimana si terrà il seguente seminario:
Lunedì 6 Marzo 2017 (D6/Aula Bracco) ore 14.00:
Nien-Lin Liu (Ritsumeikan University, Japan)
"Fourier-Malliavin estimators based on discrete measures"
Tutti gli interessati sono cordialmente invitati a partecipare.
La lista dei seminari Disei è raggiungibile al seguente indirizzo:
http://www.disei.unifi.it/vp-104-seminari.html
Car* collegh*,
Vi prego di diffondere il seguente annuncio alle persone potenzialmente
interessate. Non ho inserito il documento con la descrizione del profilo
richiesto, ma lo si puo' trovare a:
http://www.bcamath.org/documentos_public/archivos/ofertas/BCAM17-PostDoc_Pr…
Cordiali saluti,
Enrico Scalas
Professor of Statistics and Probability
Head of Department, Mathematics
University of Sussex, UK
--
*Dear Colleagues,*
*The Basque Centre for Applied Mathematics (BCAM
<http://www.bcamath.org/en/>) opened the position
<http://www.bcamath.org/en/research/job/ic2016-winter-postdoctoral-fellowshi…>
of
Postdoctoral Fellow in Modelling and Simulation in Life and Materials
Sciences (MSLMS) group*.
The selected candidate will work on Bayesian analysis with Hamiltonian
Monte Carlo methods in biomedical applications under the supervision of Elena
Akhmatskaya <http://www.bcamath.org/en/people/eakhmatskaya> in
collaboration with the members of MSLMS
<http://www.bcamath.org/en/research/lines/MSLMS> as well as the Researchers
in the Joint BioEnergy Institute (JBEI <https://www.jbei.org/>), US DOE, and
the Brest Cancer Stem Cells Lab at CIC
<http://www.cicbiogune.es/center/about>bioGUNE
<http://www.cicbiogune.es/center/about>.
The applications of interest include metabolic flux analysis and drug
sensitivity prediction. The Hamiltonian Monte Carlo (HMC) and the Mix &
Match HMC <https://bird.bcamath.org/handle/20.500.11824/323> implemented in
BCAM in-house software HaiCS (*Ha*miltonians *i*n *C*omputational *S*tatistics)
will be used as primary sampling tools in Bayesian analysis and developed
further.
The full description of the position is provided in the attached file.
I will highly appreciate if you could distribute this announcement among
your colleagues.
Many thanks,
Best Regards,
Elena.
Elena Akhmatskaya
Ikerbasque Professor
Group Leader
BCAM - Basque Center for Applied Mathematics
Mazarredo 14. 48009 Bilbao, Basque Country, Spain
Tel.: +34 946 567 842 <+34%20946%2056%2078%2042>
Fax: +34 946 567 843 <+34%20946%2056%2078%2043>
e-mail: akhmatskaya(a)bcamath.org
Web: www.bcamath.org/en/people/akhmatskaya
Dear Colleagues
this is to announce that a Lecturer Position in Financial/Actuarial Mathematics is currently being advertised at the University of Leeds.
Note that the deadline for applications is very soon, *Monday 6 March*.
Previous research experience in financial mathematics is *not* essential.
School/Institute: School of Mathematics, University of Leeds
Position: Permanent Lecturer, grade 8
Salary: £39,324 to £46,924 p.a.
Closing Date: Monday 06 March 2017
For more info and to apply online, please visit https://jobs.leeds.ac.uk/vacancy.aspx?ref=MAPMA1052
Best wishes,
Elena
Dr Elena Issoglio
Lecturer in Financial Mathematics
Office 11.02, School of Mathematics
School of Mathematics, University of Leeds, Leeds, LS2 9JT
E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk>
T: 0113 34 3 4660
---------- Forwarded message ----------
Date: Thu, 2 Mar 2017 12:03:29 +0100
From: Giulia Di Nunno <giulian(a)math.uio.no>
Caro Tiziano,
mi puoi girare questo annuncio sulla lista random?
Grazie
Un saluto
Giulia
---------------------------------------
Dear Colleague,
on behalf of the organising committee is a pleasure to announce that the 8th
AMaMeF Conference will take place in Amsterdam June 19-23, 2017, thanks to
the joint efforts of groups at the University of Amsterdam, Radboud
University, and ING Bank. With the participation of TopQuants.
The conference features plenary lectures and parallel sessions covering the
forefront areas of research in theoretical and quantitative finance, risk,
insurance.
Plenary speaker are:
Fred Espen Benth (University of Oslo)
Carole Bernard (Grenoble School of Management and Vrije Universiteit
Brussel)
Bruno Bouchard (Universit? Paris-Dauphine)
S?ren Christensen (University of Hamburg)
Christa Cuchiero (University of Vienna)
Paul Glasserman (Columbia University)
Xin Guo (UC Berkeley)
Jan Ob??j (University of Oxford)
Mikl?s R?sonyi (Alfr?d R?nyi Institute of Mathematics)
Follow the developments, the registration procedures, the abstract
submission and all see: http://8amamef.nl
Please help to distribute this announcement among your all contacts.
Welcome to Amsterdam in June!
Best regards
Giulia Di Nunno
Professor
Department of Mathematics
University of Oslo