Si comunica che il giorno 22 luglio 2019 alle ore 14.30 presso l’aula 3014
del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicoca,
la Dott.ssa Margherita Zanella dell’Università LUISS Guido Carli di Roma,
terrà un seminario dal titolo.
"A Pricing Formula for Delayed Claims:Appreciating the Past to Value the
Future”
Abstract:
We consider the valuation of contingent claims with delayed dynamics in a
Black \& Scholes complete market model. We find a pricing formula that
…
[View More]can be decomposed into terms reflecting the market values
of the past and the present, showing how the valuation of future cashflows
cannot abstract away from the contribution of the past.
As a practical application, we provide an explicit expression
for the market value of human capital in a setting with wage rigidity.
The talk is based on a joint work with E. Biffis, B. Goldys and C.
Prosdocimi.
Tutti gli interessati sono invitati a partecipare.
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Buongiorno,
inoltro il seguente annuncio del Professor Peter Bank (TU-Berlin).
Saluti,
Giorgio Ferrari
*
*
*%%%%%%%%%%%%%%%%%%%*
_*2 Ph.D. level positions in Stochastics and Mathematical Finance at TU
Berlin starting in October 2019*_
We are filling two PhD. level positions for 5 years (100% TV-L E13
Berlin) with starting date in or after October 2019. As part of the
large Berlin group in Stochastics and Mathematical Finance with its
numerous research
seminar, colloquia, workshops …
[View More]and international conferences, the
successful candidates will carry out research on current problems in
Mathematical Finance and Stochastic Optimal Control. We thus expect a solid
command of Stochastic Analysis and Mathematical Finance and consider
knowledge in Stochastic Optimal Control an advantage. The teaching load
is 4h/w, that also have to be conducted in German.
The official job ads are to be found at
https://tub.stellenticket.de/de/offers/66052/
and https://tub.stellenticket.de/de/offers/66054/,
respectively. Interested candidates are requested to apply for both
positions. For formal reasons, this requires separate cover letters for
each position mentioning the reference numbers II-362/19 and II-363-19,
but only
one copy of all the remaining documents, most notably the reference letters.
The *deadline* for applications is *July 26, 2019.*
For futher information please get in touch with
Prof. Peter Bank (Tel.: +49 (0)30 314 22816, E-Mail:
bank(a)math.tu-berlin.de <mailto:bank@math.tu-berlin.de>, Internet:
http://www.math.tu-berlin.de/~bank)
and
Prof. Christoph Belak (Tel.: +49 (0)30 314 21730, E-Mail:
belak(a)math.tu-berlin.de <mailto:belak@math.tu-berlin.de>, Internet:
http://www.math.tu-berlin.de/?belak)
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Questa e-mail è stata controllata per individuare virus con Avast antivirus.
https://www.avast.com/antivirus
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Vi informiamo che in data odierna è stato pubblicato all'Albo Ufficiale e
sul sito web dell'Ateneo (Università dell'Aquila) il bando di concorso per
l'ammissione ai corsi di Dottorato di Ricerca - XXXVciclo - A.A.
2019/2020.
Il bando di concorso è disponibile sul sito dell'Ateneo al link
https://www.univaq.it/section.php?id=1957 (la versione in inglese è
disponibile al seguente link
https://www.univaq.it/en/section.php?id=1957&lang_s=en).
I candidati dovranno presentare la domanda …
[View More]utilizzando esclusivamente
l'apposita procedura online disponibile all'indirizzo
https://pica.cineca.it/univaq/univaq-dott35/ e dovranno attenersi alle
previsioni contenute nell'art. 5 del bando.
La scadenza per la presentazione online delle domande è fissata alle ore
13.00 (ora italiana) del 26 agosto 2019.
Si prega dare la massima diffusione.
cordiali saluti
Davide Gabrielli
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AVVISO di SEMINARIO
The Mathematics of Human Contact
Prof. Enrico Scalas
University of Sussex
We present a statistical analysis of high-resolution contact pattern data
within primary and secondary schools as collected by the SocioPatterns
collaboration. Students are graphically represented as nodes in a temporally
evolving network, in which links represent proximity or interaction between
students. We focused on link- and node-level statistics, such as the on- and
off-durations of links as …
[View More]well as the activity potential of nodes and links.
Parametric models are fitted to the on- and off-durations of links,
inter-event times and node activity potentials and, based on these, we
propose a number of theoretical models that are able to reproduce the
collected data within varying levels of accuracy. By doing so, we aim to
identify the minimal network-level properties that are needed to closely
match the real-world data, with the aim of combining this contact pattern
model with epidemic models in future work. This is joint work with Stephen
Ashton, Nicos Georgiou and Istvan Zoltan Kiss. Relevant preprints:
https://arxiv.org/abs/1502.04072https://arxiv.org/abs/1802.07261
Published papers:
[1] Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable
non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN
1539-3755. [2] Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss,
István Zoltán (2018) The mathematics of human contact: developing a model
for social interaction in school children. Acta Physica Polonica A, 133 (6).
pp. 1421-1432. ISSN 0587-4246.
Il seminario si terrà il giorno 10 Luglio 2019 ore 11:00 nella Aula G terzo
livello del Dipartimento Matematica e Applicazioni, Università di Napoli
FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli.
Enrica Pirozzi
--
Enrica Pirozzi
Dipartimento di Matematica e Applicazioni
Universita' di Napoli FEDERICO II
Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY
Tel. 081 675634
https://www.docenti.unina.it/ENRICA.PIROZZI
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Alla pagina web
https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-ricercatori-sele…
è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D4 (SECS-S/06),
presso il Dipartimento di Economia, Management e Metodi Quantitativi
dell’Università degli Studi di Milano.
--
Il tuo 5 x mille progetti
Sostieni la ricerca, investi sul futuro dei giovani
Universita` degli Studi di Milano - codice fiscale 80012650158
Alla pagina Web
https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-professori-proce…
è consultabile la circolare del 8.07.2019, riguardante
- procedura di selezione per la copertura di 1 posto di professore
universitario di I fascia, da coprire mediante chiamata ai sensi
dell’art. 18 - comma 1 - Legge 240/2010, ssd MAT/06 - termine
presentazione domande: 5 agosto 2019, ore 12:00, pubblicato sulla G.U.
53 del 05/07/2019.
Cordialmente,
Giacomo Aletti
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…
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Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics)
Department of Environmental Science and Policy (ESP)
ADAMSS Centre (ex MIRIAM)
Advanced Applied Mathematical and Statistical Sciences
Università degli Studi di Milano
Via Saldini, 50
20133 Milano, Italy
Tel: +39-02-503.16158
Fax:+39-02-503.16090
Cell: +39-340-9739142
--
Il tuo 5 x mille progetti
Sostieni la ricerca, investi sul futuro dei giovani
Universita` degli Studi di Milano - codice fiscale 80012650158
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I would like to announce the following talk that will be held on Tuesday July 16th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata.
Speaker: Yen-Chi Chen (University of Washington)
Title: Analyzing GPS data using density ranking
Abstract: A common approach for analyzing a point cloud is based on estimating the underlying probability density function. However, in complex datasets such as GPS data, the underlying distribution function …
[View More]is singular so the usual density function no longer exist. To analyze this type of data, we introduce a statistical model for GPS data in the form of a mixture model with different dimensions. To derive a meaningful surrogate of the probability density, we propose a quantity called density ranking. Density ranking is a quantity representing the intensity of observations around a given point that can be defined in a singular measure. We then show that one can consistently estimate the density ranking using a kernel density estimator even in a singular distribution such as the GPS data. We apply density ranking to GPS datasets to analyze activity spaces of individuals.
For the Probability and Mathematical Statistics talks held at the Department of Mathematics of the University of Rome Tor Vergata, see also the dedicated webpage http://www.mat.uniroma2.it/~ricerca/probab/talks.php <http://www.mat.uniroma2.it/~ricerca/probab/talks.php>.
Kind regards,
Anna Vidotto
---------
Anna Vidotto
PostDoc Researcher
Dipartimento di Matematica
Università degli Studi di Roma Tor Vergata
https://sites.google.com/view/annavidotto
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I am writing to recall that the conference
“Recents Trends in Stochastic Analysis and SPDEs”
is approaching.
All details can be found at
https://sites.google.com/view/spdespisa/
The program will be published shortly.
The conference will be also the occasion to celebrate the 60th birthday of Franco Flandoli.
The organisers.