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Fwd: Senior Research Fellowship in Data Science at Oxford (fwd)
by Tiziano Vargiolu 14 May '14

14 May '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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Tue, 13 May 2014 18:40:22 +0200 From: runggal(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Fwd: Senior Research Fellowship in Data Science at Oxford ----- Forwarded message from Xun.Zhou(a)maths.ox.ac.uk ----- Date: Tue, 13 May 2014 17:22:53 +0100 (BST) From: Xun Yu Zhou <Xun.Zhou(a)maths.ox.ac.uk> Subject: Senior Research Fellowship in Data Science at Oxford Dear all The Mathematical and Computational Finance Group at Oxford is recruiting a Senior Research Fellow in Data Science for the newly established Oxford-Nie Financial Big Data Lab. Attached please find the position announcement. Please feel free to forward it to anyone who might be interested. Many thanks indeed. Regards Xunyu Zhou -- Xunyu Zhou Nomura Professor of Mathematical Finance Director, Nomura Centre for Mathematical Finance Mathematical Institute University of Oxford Radcliffe Observatory Quarter Woodstock Road OX2 6GG Oxford, UK Email: zhouxy(a)maths.ox.ac.uk Tel.: +44 1865 280614 Fax: +44 1865 270715 http://people.maths.ox.ac.uk/~zhouxy/

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seminario di Marco Bianchetti presso Prometeia - Bologna (fwd)
by Tiziano Vargiolu 14 May '14

14 May '14

---------- Forwarded message ---------- Date: Wed, 14 May 2014 11:25:16 +0100 From: Giacomo Scandolo <giacomo.scandolo(a)univr.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: seminario di Marco Bianchetti presso Prometeia - Bologna Caro Tiziano, potresti diffondere questo avviso di seminario tramite la tua lista? Ti ringrazio. Ciao Giacomo ============================================ Il giorno Giovedi 22 Maggio 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Marco BIANCHETTI (Head of Financial Modelling & Validation - Intesa San Paolo) terra un seminario dal titolo "Modern derivatives pricing with collateral and funding risk" Abstract * The interest rate market after the credit crunch * Modern derivatives modelling with multiple funding sources * Funding Value Adjustment (FVA)

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seminario di Marco Bianchetti presso Prometeia - Bologna
by Giacomo Scandolo 14 May '14

14 May '14

Il giorno Giovedì 22 Maggio 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Marco BIANCHETTI (Head of Financial Modelling & Validation - Intesa San Paolo) terrà un seminario dal titolo "Modern derivatives pricing with collateral and funding risk" Abstract * The interest rate market after the credit crunch * Modern derivatives modelling with multiple funding sources * Funding Value Adjustment (FVA)

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Seminario di G. Giacomin a Milano-Bicocca (21.05.2014)
by Francesco Caravenna 13 May '14

13 May '14

Mercoledì 21 maggio 2014 alle ore 11:00, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Giambattista Giacomin (Université Paris Diderot) terrà un seminario dal titolo NOISE INDUCED RHYTHMIC PHENOMENA Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Sommario: Large families of noisy interacting units (cells, individuals, components in a circuit, ...) exhibiting synchronization often exhibit oscillatory behaviors too. This is a well established empirical observation that has attracted a remarkable amount of attention, notably in life sciences, because of the central role played by internally generated rhythmic behaviors. This modeling effort has produced a number of elementary models that seem to capture the essence, or at least some essential features, of this phenomenon, but the mathematical analysis turns out to be very challenging. The talk will focus on the mathematical results that can be established for a class of elementary models and this will be the mean to discuss open problems and to approach the intriguing issue of why noise appears to be a crucial ingredient. %%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Firenze, 21 Maggio: Seminario su Risk Aggregation and Model Uncertainty
by mariaelvira.mancino＠unifi.it 12 May '14

12 May '14

Il 21 Maggio alle ore 10.30 presso l'aula 003 dell'edificio D4 del Polo delle Scienze Sociali in Via delle Pandette a Firenze Giovanni Puccetti - Università degli Studi di Firenze - terrà un talk su Risk Aggregation and Model Uncertainty: some messages from the methodological front Abstract: We review and discuss some of the most recent mathematical achievements in the field of Risk Aggregation and Model Uncertainty and we discuss their implications on the current Basel regulatory framework, with particular emphasis on VaR/ES risk measurement. Specific issues that will be handled: - How much superadditive can VaR be? - What are the likely constraints with moving from VaR to ES? - Which kind of dependence is implied by a worst-VaR scenario? - What are the available tools to capture the model uncertainty associated with a joint risk position? Tutti gli interessati sono invitati a partecipare.

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6-day intensive course "Advanced Risk and Portfolio Management Bootcamp" by Attilio Meucci (fwd)
by Tiziano Vargiolu 12 May '14

12 May '14

(apologies for cross-posting) ---------- Forwarded message ---------- Date: Mon, 12 May 2014 02:15:44 -0700 (PDT) From: Attilio Meucci <attilio.meucci(a)symmys.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: 6-day intensive course "Advanced Risk and Portfolio Management Bootcamp" by Attilio Meucci Advanced Risk and Portfolio Management (ARPM) Bootcamp by Attilio Meucci Dates: August 11-16, 2014. Location: New York University 40 CE units CFA Institute, 40 CPE units GARP The ARPM Bootcamp (http://symmys.com/ arpm-bootcamp) provides in-depth understanding of buy-side modeling from the foundations to the latest advanced statistical and optimization techniques, in nine intense, heavily quantitative hours each day, with theory, live simulations, review sessions and exercises. Topics include portfolio construction, factor modeling, copulas, liquidity, risk modeling, and much more. Also features Gala Dinner with world-renowned speakers such as Rob Almgren, Peter Carr, Bruno Dupire, Jim Gatheral, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve. See a short video http://www.youtube.com/watch?v=BUnrgjNxBWk To register go to http://www.symmys.com/arpm-bootcamp/registration , or contact us at arpm.bootcamp(a)symmys.com

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[Dynstoch] Newsletter (fwd)
by Tiziano Vargiolu 12 May '14

12 May '14

(again, apologies for cross-posting) ---------- Forwarded message ---------- Date: Sun, 11 May 2014 22:30:52 +0000 From: Dynstoch Newsletter <sci-math-dynstoch(a)list.ku.dk> To: "sci-math-dynstoch(a)list.ku.dk" <sci-math-dynstoch(a)list.ku.dk> Subject: [Dynstoch] Newsletter DYNSTOCH NEWSLETTER 12 April 2014 ************************************************ Workshop on Statistical Inference for L?vy Processes Dates: 22 Sep 2014 - 25 Sep 2014 Location: Lorentz Center, Leiden Website: http://tinyurl.com/ph86pbw Invited speakers: Denis Belomestny (Universit?t Duisburg-Essen) Lo?c Chaumont (Universit? Angers) Jos? Manuel Corcuera (Universitat de Barcelona) Valentine Genon-Catalot (Universit? Paris 5) Marc Hoffmann (Universit? Paris Dauphine) Jean Jacod (Universit? Paris 6 Pierre et Marie Curie) Cecilia Mancini (Universit? degli Studi di Firenze) Yuliya Mishura (Taras Shevchenko National University of Kyiv) Antonis Papapantoleon (Technische Universit?t Berlin) Philip Protter (Columbia University) Markus Rei? (Humboldt-Universit?t zu Berlin) Viktor Todorov (Northwestern University) Mathias Vetter (Philipps-Universit?t Marburg) There is no registration fee. For more information, particularities and registration, see the website. Scientific organisers: Shota Gugushvili (Leiden, The Netherlands), Peter Spreij (Amsterdam, The Netherlands), Aad van der Vaart (Leiden, The Netherlands), Harry van Zanten (Amsterdam, The Netherlands) --------------------------------------------------------------------------- Michael S?rensen, Professor and Associate Chair for Research Dept. of Mathematical Sciences E-mail: michael(a)math.ku.dk University of Copenhagen Tel.: +45 3533 0402 Universitetsparken 5 Fax: +45 3532 9555 DK-2100 Copenhagen ? Web-page: www.math.ku.dk/~michael Denmark Skype: michaelsor1 --------------------------------------------------------------------------- _______________________________________________ sci-math-dynstoch mailing list sci-math-dynstoch(a)list.ku.dk http://list.ku.dk/listinfo/sci-math-dynstoch

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Fwd: AMaMeF: FYI - Call for applications postdoc Université libre de Bruxelles (fwd)
by Tiziano Vargiolu 12 May '14

12 May '14

(apologies for cross-posting) ----- Forwarded message from giulian(a)math.uio.no ----- Date: Sun, 11 May 2014 20:40:01 +0200 From: Giulia Di Nunno <giulian(a)math.uio.no> Subject: AMaMeF: FYI - Call for applications postdoc Universit? libre de Bruxelles To: Giulia Di Nunno <giulian(a)math.uio.no> Cc: Giulia Di Nunno <giulian(a)math.uio.no> > Call for applications: > ARC Postdoctoral Research Fellowship in Mathematical Finance and Insurance > Department of Mathematics, Universit? libre de Bruxelles > Start Date: October 2014 . Duration: 2 years, non-renewable. > Application Deadline: June 15, 2014 > > The Universit? Libre de Bruxelles invites applications for a post-doctoral > fellowship. This postdoctoral position (without teaching load) will be for > two years and will start on the 1st of October 2014. It will be based in the > Actuarial Sciences Unit of the Department of Mathematics. > > The position is funded by the "Action de Recherche Concert?e" grant (ARC) on > "Interaction between Analysis, Probability and Actuarial Sciences" (IAPAS). > > Candidates for the ARC Postdoctoral Fellowship should hold a PhD in > mathematics, statistics, actuarial sciences or a closely related subject and > are expected to have proven research ability in mathematical sciences, as > well as a research interest in mathematical modelling in finance and > insurance. Candidates should have a demonstrated record of research > achievements, as evidenced by journal publications and conference > presentations. A profound knowledge of L?vy processes or Wishart processes > would be favourable. > > Candidates should have demonstrable excellent written and verbal > communication skills (in English), with the ability to give effective > presentations and contribute significantly to the research activities of the > Actuarial Sciences Unit and the Department of Mathematics of the ULB. > > Candidates should apply by email to Griselda.Deelstra(a)ulb.ac.be with a CV, a > list of publications and a research plan before 15 June 2014. > More information about the Department of Mathematics at the ULB can be found > at > http://www.ulb.ac.be/facs/sciences/math/index.html > and the Actuarial Sciences Unit at: > https://www.ulb.ac.be/rech/inventaire/unites/ULB454.html > > For further information contact Professor Griselda Deelstra at > Griselda.Deelstra(a)ulb.ac.be. > See also > http://homepages.ulb.ac.be/~grdeelst/Call_for_applications_postdoc_ULB.pdf > ----- End forwarded message -----

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PhD Position at BCAM-Bilbao on Stochastic Processes for Anomalous Diffusion
by Enrico Scalas 10 May '14

10 May '14

Car* collegh*, vi invio questo annuncio per un dottorato a Bilbao con preghiera di diffusione a eventuali persone interessate. Cordiali saluti, Enrico Scalas ________________________________________ From: Gianni Pagnini [gpagnini(a)bcamath.org] Sent: 10 May 2014 10:14 To: Enrico Scalas Cc: Gianni Pagnini BCAM Subject: PhD Position at BCAM-Bilbao on Stochastic Processes for Anomalous Diffusion Dear Prof. E. Scalas, I send you the announcement of a PhD position at BCAM in Bilbao, Basque Country - Spain, with the request to inform about this anyone that may be interested. Sincerely Yours, Gianni Pagnini --------------- PhD Position at BCAM-Bilbao on Stochastic Processes for Anomalous Diffusion A PhD position is available at BCAM-Bilbao<http://www.bcamath.org/en/> (Basque Country - Spain) to develop a research project on stochastic processes for anomalous diffusion within the Statistical Physics Research Line<http://www.bcamath.org/en/research/lines/SP>. The PhD project is described in the attached document. Application deadline will be June 2, 2014. More details on the PhD position as well as the on-line application (Statistical Physics) are available at: http://www.bcamath.org/en/research/job/phd-student-positions Further information can be requested directly to Gianni Pagnini: gpagnini(a)bcamath.org<mailto:gpagnini@bcamath.org> -- Gianni Pagnini Ikerbasque Research Fellow BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org<mailto:gpagnini@bcamath.org> | www.bcamath.org/gpagnini <http://www.bcamath.org/gpagnini> ( matematika mugaz bestalde )

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Cancellazione mini-corso Bulla@DSS
by Pierpaolo Brutti 10 May '14

10 May '14

Scusandomi ulteriormente per il profluvio di mail riguardanti questo mini-corso, comunico che il corso in questione è stato cancellato per sopraggiunti problemi di salute dello speaker. Buon w.e. --P

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