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Stochastic Analysis and Applications Mongolia 2015 - Ulan Bator, July 27 – August 7, 2015
by Carina Geldhauser 05 Jan '15

05 Jan '15

Cari tutti, vi invio un nostro cordiale invito alla nostra scuola d'estate in analisi stochastica. Tenete in conto che dal'anno scorso non c'e piu bisogno di un visto per entrare la Mongolia per un periodo di meno di 30 giorni. Vi prego di inoltrare l'invito sopratutto ai vostri colleghi residente in paesi di sviluppo, per cui ci sono anche borse per viaggio e alloggio. Purtroppo i nostri fondi non ci permettono di dare le borse per il viaggio ai partecipanti italiani! Grazie, Carina FIRST ANNOUNCEMENT ----------------------------------- Stochastic Analysis and Applications Mongolia 2015 July 27 – August 7, 2015 The two-week research school aims to will take place at the National University of Mongolia in the capital city Ulan Bator. Invited mini-courses and special topic lecturers include: • E. Baurdoux (London) • L. Beck (Augsburg) • J. Bertoin (Zurich) • G. Borot (Bonn) • M. Caballero (UNAM, Mexico) • L. Doering (Mannheim) • E. Eberlein (Freiburg) • C. Goldschmidt (Oxford) • A. Lambert (Paris) • B. Oksendal (Oslo) • C. Pardo (CIMAT, Mexico) • L. Popovic (Montreal) Additional conference talks will also be given by attendees. There is no registration fee. Limited funding is available to (partially) cover travel expenses and/or accomodation costs. Preference is given to participants from Mongolia and developing countries. Please register (whether in need of funding or not) at our CIMPA page: www.students.cimpa.info/login <http://www.students.cimpa.info/login> Please contact the organisers if you are interested in presenting at the meeting. For more information, please visit our website: http://smcs.num.edu.mn/saam2015/ Organizing committee: J. Bertoin C. Geldhauser A. Kyprianou T. Saizmaa -- Carina Geldhauser Institute for Applied Mathematics Bonn University Endenicher Allee 60, 53115 Bonn phone: +49 (0) 228 73 3190 web: http://wt.iam.uni-bonn.de/geldhauser

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Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation (fwd)
by Tiziano Vargiolu 02 Jan '15

02 Jan '15

---------- Forwarded message ---------- Date: Fri, 2 Jan 2015 10:17:57 -0300 From: Zorana Grbac <zorana.grbac(a)googlemail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation ================================ Dear colleagues, it is our pleasure to announce the conference ?Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation?, for which we would like to invite you as contributed speaker or visitor. The conference will take place at Technische Universit?t M?nchen, March 30 ? April 01, 2015. Thanks to our generous sponsor KPMG, the registration fee for the 3-day event is only 155 Euro. We are especially proud having ? Damiano Brigo, ? St?phane Cr?pey, ? Ernst Eberlein, ? John Hull, ? Wolfgang Runggaldier, ? Luis Seco, ? Thorsten Schmidt, and ? Wim Schoutens among the confirmed speakers. So we are looking forward to an extraordinary scientific event to which we hope you will contribute with your presentation/attendance. The aim of the conference is to provide a venue for practitioners and academics working with derivatives to present state-of-the-art research, exchange ideas, and share visions on future developments in the field. The first focal point of the conference will be on recent developments in interest-rate modeling and derivatives pricing. Various types of multi-curve term structure models and especially post-crisis extensions of the Libor market model will be discussed. The second focus will be put on counterparty and liquidity risk in a global derivatives market. Derivative valuation and risk management in the presence of collateral and liquidity issues will be the central topics with special regard to valuation adjustments such as CVA (credit valuation adjustment), DVA (debt valuation adjustment), FVA (funding valuation adjustment), and other XVAs as well as their interplay. Emphasis will be put on modeling and pricing, as well as risk management and regulatory aspects. More information is given on the website http://www.mathfinance.ma.tum.de/kpmgce/conference-challenges-in-derivative… To facilitate the organization of the event, your registration by January 20, 2015 is highly appreciated. If you are interested in providing a contributed talk (these will most likely take place on Wednesday, April 01, 2015), please provide us an abstract/paper of your presentation. Best regards from the scientific committee, Kathrin Glau, Zorana Grbac, Matthias Scherer, and Rudi Zagst

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Bando per assegno di ricerca biennale nel settore SECS-S/06
by Antonella Basso 28 Dec '14

28 Dec '14

Si informa che alla pagina web http://www.unive.it/nqcontent.cfm?a_id=1538 è stato pubblicato il bando per un *assegno di ricerca biennale nel settore SECS-S/06 (13/D4)* con scadenza il 16/02/2015. Si tratta di un assegno d'area della durata di 24 mesi per lo svolgimento di attività di collaborazione alla ricerca nel settore scientifico disciplinare SECS-S/06 (13/D4) presso il Dipartimento di Economia dell'Università Ca' Foscari Venezia. Si richiede la presentazione da parte del candidato di un progetto di ricerca. In particolare si sollecita la presentazione di progetti sui modelli e metodi per la valutazione, che potranno essere relativi alla valutazione della ricerca scientifica, alla valutazione di strumenti finanziari, alla valutazione di strutture della pubblica amministrazione ecc. Si invitano tutti gli interessati a presentare domanda. Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Supporto per la Risk Transparency
by Antonella Basso 26 Dec '14

26 Dec '14

Cari Amici e Colleghi, dopo circa tre anni è ripartita l'iniziativa per la Risk Transparency da parte della Comunita' Europea. L'intento principale e' quello di utilizzare metodologie adeguate per misurare il grado di rischio dei diversi strumenti finanziari. E' molto importante che ci sia una larga partecipazione di persone competenti. Per sostenere il "Movement for Risk Transparency" e' sufficiente riempi re il form http://risktransparency.altervista.org/adhere-new-movement-risk-transparenc… ( semplicemente nome, cognome, affiliation e indirizzo mail) Di seguito una breve sintesi di tale iniziativa: Nel corso degli anni passati il “Movement for Risk Transparency” ha condotto importanti iniziative di promozione e supporto di un’efficace normativa di trasparenza informativa presso la Commissione Europea, l’ESMA e lo IOSCO. Nel novembre 2014, un’iniziativa congiunta di ESMA, EBA ed EIOPA (European Insurance and Occupational Authorities) riunite all’interno della Joint Commitee of European Supervisory Authorities (JCESA) ha prodotto un importante documento di consultazione sul tema chiave rappresentato dal Key Investor Document (KID) per i PRIIPS. Il documento tecnico è pubblicamente visionabile al link: http://www.esma.europa.eu/system/files/jc_dp_2014_02_-_priips_discussion_pa… In questo report la JCESA rimette in discussione l’approccio what-if precedentemente regolamentato nel caso dei fondi armonizzati (UCITS), facendo proprie gran parte delle critiche mosse a suo tempo dal “Movement for Risk Transparency”. Allo stesso tempo, viene richiesta un’esplicita valutazione di possibili implementazioni degli scenari di performance, anche attraverso l’indicazione delle probabilità. Non mancano domande dettagliate su temi centrali su cui “Movement for Risk Transparency” ha già preso in passato un’aperta posizione, come la rappresentazione dei costi – anche impliciti – del prodotto attraverso il calcolo del fair value o la determinazione di un opportuno orizzonte temporale. La pubblicazione di questo documento è un grande risultato, frutto dell’azione coordinata e coerente che il “Movement for RiskTransparency” ha tenuto nel corso degli anni. Ma deve essere un punto di partenza, non uno di arrivo: infatti, sulla base delle risposte alla consultazione la JCESA predisporrà le bozze dei c.d. Regulatory Technical Standards (RTS) snodo fondamentale per arrivare ad una regolamentazione europea pienamente trasparente. A tal fine, “Movement for Risk Transparency” ha predisposto un documento tecnico di risposta alla consultazione pubblica che alleghiamo alla presente lettera: nel documento si ripropongono i temi più importanti già affrontati ed ampiamente condivisi nelle precedenti iniziative, contestualizzati nell’ambito di intervento relativo ai PRIIPS. Ti invitiamo a prendere visione del documento di risposta e, se lo ritieni opportuno, di aderire all'iniziativa. È sufficiente riempire il form ed indicare la qualifica che vuoi appaia sulla lettera. Il termine per rispondere alla pubblica consultazione della JCESA è il 17 febbraio 2015; pertanto per esigenze organizzative ti preghiamo di inviare la tua adesione preferibilmente entro il 31 gennaio 2015. Grazie ancora per il supporto e sinceri Auguri di Buon Anno Rita D'Ecclesia -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Fwd: PhD in probability in Bristol UK
by Faggionato, Alessandra 26 Dec '14

26 Dec '14

---------- Forwarded message ---------- From: Balint Toth <Balint.Toth(a)bristol.ac.uk> Date: 2014-12-24 16:01 GMT+01:00 Subject: PhD in probability in Bristol UK To: Balint Toth <Balint.Toth(a)bristol.ac.uk> Dear Colleagues and Friends, We are keen to attract strong applicants to our graduate (PhD) programme in Bristol and I'd be very grateful if you could circulate the information below and the attached flyer to your final year undergraduate and Master's students. Applications from students with experience in analysis and probability would be especially welcome. Funding is available, but competitive. We will make an initial round of assessment of applications at the end of January. Those wishing to start a PhD in September 2015 are advised to apply soon. The probability group at the School of Mathematics, University of Bristol consists of *Marton Balazs <http://www.maths.bris.ac.uk/~mb13434/>* (interacting particle systems, scaling limits) *Sean Collins <http://www.maths.bris.ac.uk/~maejc/>* (game theory, Markov decision processes, reinforcement learning) *Ayalvadi Ganesh <http://www.maths.bris.ac.uk/~maajg/>* (random networks, queuing, stochastic algorithms, complexity) *Oliver Johnson <http://www.maths.bris.ac.uk/~maotj/>* (information theory, limit theorems of probability, entropy and its use) *John McNamara, FRS <http://www.maths.bris.ac.uk/~majmm/>* (mathematical aspects of behavioural ecology and evolutionary biology) *Balint Toth <http://www.maths.bris.ac.uk/~mabat/>* (random walks, statistical physics, interacting particles, scaling limits) *Feng Yu <http://www.maths.bris.ac.uk/~maxfy/>*(mathematical biology and genetics, bioinformatics) We have strong links and collaborations with research groups in analysis, combinatorics, dynamical systems and ergodic theory, random matrix theory, mathematical physics and statistics in the department and with researchers in various other fields of science and engineering in other schools of the university. Thanks for your cooperation. With best wishes, Balint --------------------------------- Prof. Balint Toth School of Mathematics University of Bristol http://www.maths.bris.ac.uk/~mabat/ -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Bando professore di II fascia
by Marco Scarsini 23 Dec '14

23 Dec '14

Bando per il conferimento di numero un posto di professore di ruolo di II fascia per il settore concorsuale 13/D4 – Metodi matematici dell'economia e delle scienze attuariali e finanziarie, settore scientifico-disciplinare SECS-S/06 – Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento Economia e Finanza della LUISS Libera Università Internazionale degli Studi Sociali Guido Carli codice concorso: DEF-ASSOC-33-2014 Scadenza: lunedì 19 gennaio 2015 http://www.luiss.it/ateneo/opportunita-di-lavoro/reclutamento-docenti-di-ru… ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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[Fwd: 3 GSSI Post Doc positions] (fwd)
by Tiziano Vargiolu 23 Dec '14

23 Dec '14

Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Pubblicazione bandi chiamata professori II fascia ai sensi dell’art. 18 comma 1 della L. n. 240/2010 - nota informativa (fwd)
by Tiziano Vargiolu 23 Dec '14

23 Dec '14

-------- Messaggio Inoltrato -------- Oggetto: Fwd: [DOCENTI] Pubblicazione bandi chiamata professori II fascia ai sensi dell?art. 18 comma 1 della L. n. 240/2010 - nota informativa Data: Tue, 23 Dec 2014 13:32:35 +0100 Mittente: Marco LiCalzi <mlicalzi(a)gmail.com> Gentili consoci, vi informo che ? stato pubblicato nella Gazzetta Ufficiale n. 100 del 23 dicembre 2014, l'avviso di indizione delle procedure selettive per la copertura di n. 1 posto di professore universitario di seconda fascia, Settore Concorsuale 13/D4, presso il Dipartimento di Management dell?Universit? Ca? Foscari Venezia, da coprire mediante chiamata ai sensi dell'art. 18, comma 1, L. 240/2010. Il termine di scadenza per la presentazione delle domande ? il 22 gennaio 2015. Il bando ? consultabile alla pagina http://intra.unive.it/plapps/bandi/common/showbando?id=24455 del sito d?ateneo, nonch? su: http://bandi.miur.it/ http://ec.europa.eu/euraxess/index.cfm/jobs/index Con i migliori auguri, marco licalzi. __________________________________ Marco Li Calzi Department of Management Universit? Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi -- Antonella Basso Dipartimento di Economia Universit? Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Brabazon: Seminar at the Dept. of Economics, Ca' Foscari University of venice
by Marco Corazza 23 Dec '14

23 Dec '14

Dear All, the Department of Economics, Ca' Foscari University of Venice, invite you to the seminar: ********************************************** Speaker: Anthony Brabazon (University College Dublin, IR) ********************************************** Title: Natural Computing ********************************************** Abstract: The field of Natural Computing has been the focus of a substantial research effort in recent decades. One particular strand of this research concerns the development of computational algorithms using metaphorical inspiration from systems and phenomena that occur in the natural world. These naturally inspired computing algorithms have proven to be successful problem solvers across domains as diverse as management science, bioinformatics, finance, marketing, engineering, architecture and design, to name but a few. In this seminar a concise overview of Natural Computing is provided focussing on the sub domain of social computing. ********************************************** Where/When: Room E, Dept. of Economics, San Giobe 873/b, Venice January 12/2015, 2.00pm Apologies for cross posting Season greatings and kind regards -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<The discovery of high-temperature superconductors, the determination of DNA's double-helix structure, the first observations that the expansion of the Universe is accelerating -- all of these breakthroughs won Nobel prizes and international acclaim. Yet none of the papers that announced them comes anywhere close to ranking among the 100 most highly cited papers of all time.>> http://www.nature.com/top100

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 22 Dec '14

22 Dec '14

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 1-2, 2015. 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 *fourteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Wealth inequality, firm financing and credit risk* o Is local wealth inequality affecting the quality of institutions and the choice over market versus bank finance, and thereby determining corporate finance and credit risk outcomes? * *Home ownership and credit risk* o Are measures promoting home ownership or financial innovations responding to an increase in ownership demand, for example, resulting in more credit risk? * *Collateral availability, credit and risk* o Is the availability of collateral determining credit granting and credit risk? * *Banking supervision and credit risk* o Is the level and quality of bank supervision leading to an optimal level of credit risk? o What is the impact of the institutional organization of banking supervision on credit risk? * *Central bank policies and credit risk* o Are monetary conditions drivers of bank credit risk taking? Under all circumstances? The Scientific Committee for the Conference consists of: *Steven Ongena*, University of Zurich, Programme Chair *Mark Carey, *Board of Governors of the Federal Reserve System *Hans Degryse*, KU Leuven *Jan Krahnen*, Goethe University *André Lucas*, VU University Amsterdam *Loriana Pelizzon*, Ca Foscari University of Venice and Goethe University *Stephen Schaefer*, London Business School The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Mark Carey* (Board of Governors of the Federal Reserve System), *Jean Charles Rochet* (University of Zurich) and *Vikrant Vig* (London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 15, 2015 *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, 2015*. The final version of accepted papers must be received by August 31, 2015. Please send papers: 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> More detailed information will be available shortly on the Conference website: http://www.greta.it/credit/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm>

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