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seminario Piotr Jaworski in Bicocca
by Fabio Bellini 26 Apr '16

26 Apr '16

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seminario Yury Kutoyants in Bicocca
by Fabio Bellini 26 Apr '16

26 Apr '16

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Matlab + Advanced Risk and Portfolio Management Bootcamp
by Francesco Cesarone 25 Apr '16

25 Apr '16

Cari Colleghi, vi segnalo una scuola estiva (di alto profilo) in finanza quantitativa, che si terrà dal 15 al 21 Agosto 2016 alla New York University. Di seguito trovate tutte le informazioni sul Bootcamp. Cordialmente, Francesco Cesarone %%%%%%%%%%%%%%%%%%%%%%% Hi Francesco, As every year, ARPM is organizing the *Advanced Risk and Portfolio Management Bootcamp* <http://www.arpm.co/bootcamp/>, an intensive, quantitative 6-day course that will be held on 15-20 August at the New York University. As a past attendee and collaborator of SYMMYS/ARPM, we kindly ask you to help us spread the word by forwarding the present message -where we summarize the key highlight of the course- to your contacts. Moreover, we are trying to expand our partnerships with the universities. If you or any of your contacts would be interested in using the *ARPM Lab* <http://www.arpm.co/lab/> (an interactive educational online platform including theory, case studies, videos, exercises, and interactive Matlab/Python code) for their courses, or in collaborating on research or survey projects related to quantitative risk and portfolio management (directly or through Master’s or PhD students), we would be glad to establish a connection. The ARPM Bootcamp, taught by Dr. Attilio Meucci, has a rich program that is constantly updated and covers: estimation/data mining, factor modeling, risk modeling, portfolio construction, optimization, liquidity and execution, and much more. The program is presented in a unified framework, so that, even while exploring each topic in depth, the big picture is never lost. For the most technical topics, along with rigorous material (all available during and after the course) we use live simulations and exercises to help grasp the intuition. Beside suffering though math and technical lectures, the ARPM Bootcamp is an enriching personal experience. Networking is facilitated during social events. In particular, the Gala dinner provides a rare opportunity to engage in informal, intimate conversations with world-renowned quants. Past guests have included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more. The course is preceded by a 2 day conference on Python and MATLAB programming for Advanced Risk and Portfolio Management (included in the ARPM Bootcamp fee). After the course a (free) optional exam can be taken to be awarded the ARPM Certificate. We have reduced fees for Students and Academics ($1100 instead of $2100) and further reduced rates for groups (2 x $1000 each, 3 x $950 each, ... down to $750 for groups of 7+) For more information, testimonials and registration, please visit our website: www.arpm.co Thank you for your help! Best regards Zorica *ARPM* <http://www.arpm.co/>* - Advanced Risk and Portfolio Management | **Follow us:* *LinkedIn <https://www.linkedin.com/company/arpm---advanced-risk-and-portfolio-managem…>, Youtube <https://www.youtube.com/channel/UCf5wFT1TJo4EnD6SL0Fh32Q>, **Google+* <https://plus.google.com/u/0/+ARPM-AdvancedRiskPortfolioManagement>*,** Facebook <https://www.facebook.com/ARPM.co>, Twitter <https://twitter.com/ARPM_co>* -- -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it <francesco.cesarone(a)uniroma1.it> Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/ <http://dipeco.uniroma3.it/docenti.asp?id=164>

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Fwd: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab (fwd)
by Tiziano Vargiolu 21 Apr '16

21 Apr '16

> From: Marco LiCalzi <mlicalzi(a)gmail.com> > Subject: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab > Date: 4 April 2016 at 19:49:56 GMT+2 > To: random(a)mail.dm.unipi.it > > >> ------------------------------------------------------------------------------------ >> Summer School in Computational Econometrics >> ================================================ >> The XIV edition of the Summer School in >> "Computational Econometrics" >> will be held at the "Dipartimento di Scienze dell'Economia" of the >> University of Salento (Lecce, Italy) >> from July 25 to July 29, 2016. >> The main aim of this 30 hours course is to provide an introduction to >> applied macroeconomics and macroeconometrics with MATLAB. >> In addition, Waf, a Python-based project-building framework will be introduced. >> Lecturer: Prof. Dr. Ulrich Woitek, Department of Economics, >> University of Zurich. >> (deadline for application: 30 June 2016) >> For details visit: >> http://www.seec.unisalento.it <http://www.seec.unisalento.it/>

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PhD / PostDoc position in Bochum
by Francesco Caravenna 21 Apr '16

21 Apr '16

Ricevo e inoltro. > Ph.D. or PostDoc position at Ruhr University Bochum (Germany) > The Faculty of Mathematics at the Ruhr University Bochum has an opening for a > Ph.D. position (salary scale TV-L E 13, 75%; including social benefits) > or a > PostDoc position (salary scale TV-L E 13, 100%; including social benefits) > in probability theory starting October 1st 2016. > > Candidates should have completed (or are about to complete) a M.Sc. degree (or equivalent) or a Ph.D. in mathematics, in particular in probability theory or a closely related field. The positions carry a modest teaching load (3h per week for the Ph.D. position and 4h per week for the PostDoc position) which, in case of foreign applicants, can be offered in English. > The Faculty of Mathematics at the Ruhr University Bochum (http://www.ruhr-uni-bochum.de/ffm/) provides a lively working atmosphere with excellent working conditions. Applicants will profit from the cooperation with a large number of research groups working in probability theory as well as from the DFG-funded research training group RTG 2131 „High-Dimensional Phenomena in Probability – Fluctuations and Discontinuity“ (https://sites.google.com/site/rtg2131/). > We encourages the application of female candidates. Disabled persons will be given preferential treatment in case of otherwise equal qualification. > > > Electronic applications with the usual documents (CV, diplomas, list of publications if available) should be addressed before May 20, 2016 to: tanja.schiffmann(a)rub.de. > > If you have any questions, please send an e-mail to > > Prof. Dr. Peter Eichelsbacher > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html > peter.eichelsbacher(a)rub.de > > or to > > Prof. Dr. Christoph Thäle > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/Thaele/index.html > christoph.thaele(a)rub.de >

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Seminario Prof. Huyên Pham (Paris Diderot) al Politecnico di Milano
by Fulvia Confortola 21 Apr '16

21 Apr '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Fulvia Confortola -------------- Si avvisa che il giorno giovedì 5 maggio 2016 alle ore 11:30 nell'Aula Seminari al III piano del Dipartimento di Matematica (Edificio La Nave) del Politecnico di Milano, Via Bonardi 9, Milano, si terrà il seguente seminario Titolo: Control of stochastic McKean-Vlasov equation and applications. Relatore: Prof. Huyên Pham, Università Paris Diderot (Paris 7).

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Bando per ricercatore a tempo indeterminato al CNR
by Antonella Bodini 19 Apr '16

19 Apr '16

Con preghiera di massima diffusione, si informa che sulla Gazzetta Ufficiale n. 24 del 25/03/2016, *con scadenza : 26/04/2016 (ore 18.00)*, e' stato pubblicato il *Bando CNR.367.3* per l’assunzione con contratto di lavoro a tempo pieno e indeterminato di 1 unità di personale con profilo Ricercatore o Tecnologo, III livello professionale presso l'Istituto di Biologia e Biotecnologia Agraria - MILANO – del Consiglio Nazionale delle Ricerche. E' richiesto di aver svolto, per almeno un triennio, a seguito di stipula di contratti di lavoro subordinato o di contratti di collaborazione coordinata e continuativa ovvero a seguito di conferimento di assegni di ricerca o borse di studio, presso Università o qualificati Enti e Centri di ricerca pubblici o privati, anche stranieri, attività di ricerca post laurea nella seguente tematica: *Sviluppo di modelli quantitativi di predizione e interpretazione applicati allo studio del metabolismo in organismi di interesse agrario*, ovvero il possesso del titolo di Dottore di Ricerca attinente alla medesima. Il bando e' pubblicato anche sui siti istituzionali del CNR: https://selezionionline.cnr.it/ e www.urp.cnr.it . Cordiali saluti, Antonella Bodini -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) *** SI PRENDA NOTA CHE PER LAVORI DI RISTRUTTURAZIONE ATTUALMENTE L'ACCESSO E' DA VIA CORTI 12. *** tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Vienna Congress on Mathematical Finance, September 2016
by Tiziano Vargiolu 18 Apr '16

18 Apr '16

---------- Forwarded message ---------- Date: Fri, 15 Apr 2016 16:02:12 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Input for mailing list RANDOM ------------------------------------------------------------------ Subject: Vienna Congress on Mathematical Finance, September 2016 =================================================== Vienna Congress on Mathematical Finance (VCMF 2016) Vienna, Austria Mon-Wed, September 12-14, 2016 VCMF Educational Workshop Thu-Fri, September 15-16, 2016 http://fam.tuwien.ac.at/vcmf2016/ =================================================== Location: Campus of WU Wien Library & Learning Center (LC) and Teaching Center (TC) Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Wien - Vienna University of Economics and Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsors (alphabetical order): KPMG Austria Raiffeisen Bank International (further sponsors are welcome) The conference will bring together leading experts from various fields of Mathematical Finance such as: - Limit Order Book / High Frequency Trading - Credit Risk / Systemic Risk - Computational Methods and Calibration - New Financial Markets - Stochastic Volatility Models - Risk Measures and Optimization The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 15 and 16 with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. Plenary Speakers... ... at the Congress: Freddy Delbaen (ETH Zurich, CH) Hans F?llmer (Humboldt-Universit?t zu Berlin, DE) Peter Friz (Technische Universit?t Berlin, DE) Emmanuel Gobet (?cole Polytechnique, FR) Mathieu Rosenbaum (?cole Polytechnique & UPMC, FR) Josef Teichmann (ETH Zurich, CH) Almut Veraart (Imperial College London, UK) ... at the Educational Workshop Nicole B?uerle (Karlsruhe Institute of Technology, DE) Alexander McNeil (Heriot-Watt University, UK) Johannes Muhle-Karbe (University of Michigan, US) Peter Tankov (Universit? Paris-Diderot (Paris 7), FR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Invited Speakers... ... at the Congress: Elisa Alos (Universitat Pompeu Fabra Barcelona, ES) Christian Bayer (WIAS, DE) Agostino Capponi (Columbia University, US) Patrick Cheridito (Princeton University, US) Ulrich Horst (Humboldt-Universit?t zu Berlin, DE) Jan Kallsen (Christian-Albrechts-Universit?t zu Kiel, DE) R?diger Kiesel (Universit?t Duisburg-Essen, DE) Antonis Papapantoleon (TU Berlin, DE) Alexander Schied (Universit?t Mannheim, DE) Philipp Sch?nbucher (Financialytic GmbH, DE) Jorge P. Zubelli (IMPA, BR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Submission of Contributed Talks & Posters: The call for contributed talks & posters is open until April 30, 2016. Acceptance/rejection letters will be sent about end of May 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php Participation and Registration: Early registration is possible until June 30, 2016. Standard registration is possible until August 15, 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php CPD: The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may qualifies for up to 31 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2016. 20 CPD credits for the Vienna Congress on Mathematical Finance (Sep 12-14) and 11 CPD credits for the VCMF Educational Workshop (Sep 15-16). VCMF 2016 is accredited by the AV? - Actuarial Association of Austria Details from other national actuarial associations will follow soon. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2016(a)fam.tuwien.ac.at We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 organisers: Mathias Beiglb?ck, Christa Cuchiero, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock Save the Date: ============== 21st International Congress on Insurance: Mathematics and Economics (IME 2017) TU Vienna, Mon?Wed, July 3?5, 2017 http://fam.tuwien.ac.at/ime2017/

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Annuncio Mini Corso - Giovanni Zanco - Pisa
by Marta Leocata 17 Apr '16

17 Apr '16

Cari tutti, nei giorni mercoledi' 19 aprile, dalle ore 11:00 alle 13:00 (presso l'aula seminari) giovedì 20 aprile, dalle ore 11:00 alle ore 13:00 (presso l'aula Magna) Giovanni Zanco terra' un minicorso dal titolo A brief introduction to rough paths Abstract: We will introduce basic concepts and tools from rough paths theory, motivated by the need to establish a solution theory for differential equations driven by irregular signals. In particular we will discuss controlled rough paths, integration against rough paths, we will compare it to stochastic integration theories and show how classical results can be extended to the rough paths framework. We will mainly consider \alpha-Hölder signals with \alpha\in(1/3,1/2]; this choice allows to simplify many concepts of the theory and, although restrictive, provides enough instruments to deal with interesting problems, like nonlinear SPDEs driven by space-time white noise. Saluti, Marta Leocata

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Senior Lecturer/Reader and Lecturer Positions in Probability and Statistics at Sussex
by Enrico Scalas 15 Apr '16

15 Apr '16

Car* collegh*, vi segnalo i bandi riguardanti due posti di probabilita' e statistica all'Universita' del Sussex: http://www.sussex.ac.uk/aboutus/jobs/741 http://www.sussex.ac.uk/aboutus/jobs/736 http://www.jobs.ac.uk/job/ANL689/lecturer-in-statistics-and-probability/ http://www.jobs.ac.uk/job/ANL687/senior-lecturer-reader-in-statistics-and-p… La scadenza e' il 17 maggio. Cordiali saluti, Enrico Scalas

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