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workshop in Pisa on "Singular Phenomena and Singular Geometries"
by Marco Romito 04 Mar '16

04 Mar '16

Singular Phenomena and Singular Geometries ---------------------------------------------------- The purpose of this workshop is to investigate possible connections between Rough Paths theory and sub-Riemannian geometry, as theories dealing with non-smooth mathematical structures. It will bring together experts and young researchers from both sides, to share knowledge and confront new ideas, tools and problems. The workshop will consist in two mini-courses and several thematic seminars. The courses will introduce some general aspects of rough path theory and sub-elliptic geometry. The seminars will be more focused on recent advances in sub-Riemannian Geometry. Invited Speakers: I. Bailleul, D. Barilari, G. Citti, B. Franchi, M. Gubinelli, P. Hajlasz, C. Litterer , F. Montefalcone, R. Monti, A. Pinamonti, S. Riedel, F. Serra Cassano Date: Monday, Jun 20, 2016 -- Thursday, Jun 23, 2016 Place: Department of Mathematics, University of Pisa more information on the workshop: https://sites.google.com/site/spsgpisa2016/ the organizers, V. Magnani, M. Romito, D. Trevisan

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Fwd: ARPM Bootcamp 2016
by Francesco Cesarone 04 Mar '16

04 Mar '16

---------- Forwarded message ---------- From: Alberto Santangelo <alberto.santangelo(a)symmys.com> Date: 2016-03-03 13:49 GMT+01:00 Subject: ARPM Bootcamp 2016 To: Francesco Cesarone <francesco.cesarone(a)uniroma3.it> Cc: Zorica Ivanovic <zorica.ivanovic(a)arpm.co> Dear Francesco, Registration for the ARPM Bootcamp 2016 is open! Please help us spread the news by forwarding this message to your students and colleagues. Thank you! Best regards, Alberto *ARPM* <http://www.arpm.co/>* - Advanced Risk and Portfolio Management**®* *Advanced Risk and Portfolio Management Bootcamp* <http://www.arpm.co/bootcamp/> *6-day intensive quantitative course* *15-20 Aug 2016 - New York University* *Registration* <http://www.arpm.co/bootcamp/registration/> for the *ARPM Bootcamp* <http://www.arpm.co/bootcamp/> is open: *6 days, 9 hours/day *(+2 days conference). Topics include *portfolio construction*, *factor modeling*, *liquidity* and execution, *estimation risk*/data mining, *risk modeling*, optimization, and much more. The *program* <http://www.arpm.co/bootcamp/program/> is delivered as theory, live simulations, review sessions and exercises. Plus... • Gala dinner and other *networking* opportunities • Renowned *guest speakers*. Past speakers 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 • *Internships* • Access to the *ARPM Lab*, with code and theory • Certifications: *40 GARP* CPD, *40 CFA* Institute CE credits, academic credit, ARPM Certificate® • 2-day *Python* and *MATLAB* conferences *Program <http://www.arpm.co/bootcamp/program/>* | *Registration* <http://www.arpm.co/bootcamp/registration/> | *Video <https://www.youtube.com/watch?v=BUnrgjNxBWk> | Linkedin Forum <https://www.linkedin.com/groups/3825142> | 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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(Error correction) Deadline approaching: Workshop on Random Interacting Systems in Bath, UK
by Alexandre Stauffer 03 Mar '16

03 Mar '16

Sorry for the multiple postings. The deadline was wrong in the previous email. The registration deadline is 25th March. People at all stages of career are welcome to register. School and Workshop on Random Interacting Systems 19-24 June 2016, in Bath, U.K. http://people.bath.ac.uk/ados20/ris2016/ MINI-COURSES ============ Michael Damron (Georgia Institute of Technology) Geodesics in first-passage percolation Ron Peled (Tel Aviv University) The spin and loop O(n) models INVITED SPEAKERS ================ Krzysztof Burdzy (University of Washington) Manuel Cabezas (PUC Chile) Elisabetta Candellero (University of Warwick) Pietro Caputo (Roma Tre) Shirshendu Ganguly* (University of Washington) Jack Hanson (CCNY) Dmitry Ioffe (Technion) Elena Kosygina (Baruch College, CUNY) Fabio Martinelli (Roma Tre) Allan Sly* (UC Berkeley) Yinon Spinka (Tel Aviv University) Alain-Sol Sznitman (ETH Zurich) Vincent Tassion (Universite Geneve) Balint Toth (Bristol & TU Budapest) Daniel Ueltschi (University of Warwick) * = to be confirmed. There will be slots for a small number of contributed talks (with preference to PhD students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/ris2016/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer

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Deadline approaching: Workshop on Random Interacting Systems in Bath, UK
by Alexandre Stauffer 03 Mar '16

03 Mar '16

The registration deadline is 25th May. People at all stages of career are welcome to register. School and Workshop on Random Interacting Systems 19-24 June 2016, in Bath, U.K. http://people.bath.ac.uk/ados20/ris2016/ MINI-COURSES ============ Michael Damron (Georgia Institute of Technology) Geodesics in first-passage percolation Ron Peled (Tel Aviv University) The spin and loop O(n) models INVITED SPEAKERS ================ Krzysztof Burdzy (University of Washington) Manuel Cabezas (PUC Chile) Elisabetta Candellero (University of Warwick) Pietro Caputo (Roma Tre) Shirshendu Ganguly* (University of Washington) Jack Hanson (CCNY) Dmitry Ioffe (Technion) Elena Kosygina (Baruch College, CUNY) Fabio Martinelli (Roma Tre) Allan Sly* (UC Berkeley) Yinon Spinka (Tel Aviv University) Alain-Sol Sznitman (ETH Zurich) Vincent Tassion (Universite Geneve) Balint Toth (Bristol & TU Budapest) Daniel Ueltschi (University of Warwick) * = to be confirmed. There will be slots for a small number of contributed talks (with preference to PhD students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/ris2016/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer

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Information Geometry and its Applications IV (June 13-17, 2016 - Liblice Castle, Czech Republic)
by Paolo Gibilisco 03 Mar '16

03 Mar '16

Dear All, The fourth conference on Information Geometry and its Applications will be held on June 13-17, 2016, at Liblice Castle in Czech Republic. It is organized by the Institute of Information Theory and Automation of the Czech Academy of Sciences. The first three conferences took place in Pescara, Italy (IGAIA I, 2002 <http://www.sci.unich.it/convegni/2002/infgeo/>), Tokio, Japan ( IGAIA II, 2005 <http://www.stat.t.u-tokyo.ac.jp/~infogeo/index.html>), and Leipzig ( IGAIA III, 2010 <http://www.mis.mpg.de/de/veranstaltungen/konferenzen-und-workshops/2010/inf…>). The conference is financially supported by Max Planck Institute for Mathematics in the Sciences (Information Theory of Cognitive systems Group), Institute of Information Theory and Automation of Czech Academy of Sciences, and by the Department of Economics and Finance of Università degli Studi di Roma "Tor Vergata". The aim of the conference is to highlight recent developments within the field of information geometry and to identify new directions of research. To this end, the conference will bring together leading experts in the field. It will consist of invited talks and poster sessions representing theoretical work as well as work within one of the many application fields where information geometry plays a role. Here it is the website of the conference. http://igaia.utia.cz/ <http://igaia.utia.cz/> For further information contact Paolo Gibilisco at the following address: gibilisco(a)volterra.uniroma2.it <mailto:gibilisco@volterra.uniroma2.it> Best regards > Paolo Gibilisco

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Assegno di ricerca presso la Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 02 Mar '16

02 Mar '16

E' bandito un assegno di ricerca dal titolo "A NEW MEASURE OF LIQUIDITY" presso la Scuola Normale Superiore (Pisa). L'assegno è finanziato su un progetto SIR di cui è responsabile il Dott. Davide Pirino. Il bando in italiano ed inglese si trova all'url: http://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-progetto-di -ricerca-miur-sir-2014-dal-titolo-%E2%80%9C-new-measure-liquidity%E2%80%9D- codice-rbsi14ddnn Per maggiori informazioni contattare il Dott. Pirino (davide.pirino(a)sns.it) ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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PhD in Financial Mathematics at the Scuola Normale Superiore (Pisa). Call 2016-2017
by Fabrizio Lillo 02 Mar '16

02 Mar '16

The call for applications to the 2016/2017 PhD program in Financial Mathematics at the Scuola Normale Superiore, Pisa, has been published on the web site phd.sns.it/en, and on the home page of the institutional web site of the Scuola (ww.sns.it). We are attaching with this letter an informative poster to distribute to your colleagues at other institutions. Should you need any further information, please address your request to Fabrizio Lillo (fabrizio.lillo(a)sns.it). Thank you very much in advance. -- Quantitative Finance Research Group Scuola Normale Superiore *http://mathfinance.sns.it/ <http://mathfinance.sns.it/>* ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Fwd: Open Positions at the Wuhan Center for Mathematical Sciences
by Marco Romito 02 Mar '16

02 Mar '16

> Job ads: > https://www.mathjobs.org/jobs/jobs/7908

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Fwd: Lecturer position in the Strathclyde
by Marco Romito 02 Mar '16

02 Mar '16

Dear all, we are currently advertising a position in the department (see the attached advert and further particulars). It would be desirable to have somebody in stochastics, but the advert is open enough so anyone who has an interest in mathematical finance should be considered, even if it is not stochastics. If you know of anyone who could be suitable for this position, I would be most thankful if you could let him/her know! Thanks in advance, and best regards, Gabriel -- Gabriel R. Barrenechea Dept. of Mathematics and Statistics University of Strathclyde 26 Richmond Street Glasgow G1 1XH Scotland http://personal.strath.ac.uk/gabriel.barrenechea/About_Me.html Phone : (44)(141) 548 3652 Fax : (44)(141) 548 3345

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Fwd: Register for the Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop, 18-19 April 2016, Singapore (fwd)
by Tiziano Vargiolu 02 Mar '16

02 Mar '16

----- Forwarded message from askcqf(a)nus.edu.sg ----- Date: Tue, 1 Mar 2016 08:41:28 +0000 From: AskCQF <askcqf(a)nus.edu.sg> Subject: Register for the Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop, 18-19 April 2016, Singapore Dear Sir/Madam, The Centre for Quantitative Finance (CQF) cordially welcome you to join us for the Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop, to be held on 18-19 April 2016, at the Standard Chartered Bank. Please click here to register online by 31 March 2016 to join us for the workshop.<http://cqf.nus.edu.sg/NUS_SJTU_Evry_Workshop/Registration.html> For more details, please visit us at http://cqf.nus.edu.sg/NUS_SJTU_Evry_Workshop/Overview.html or email us at askcqf(a)nus.edu.sg<mailto:askcqf@nus.edu.sg>. [cid:image003.jpg@01D173D9.3373CE60]<http://cqf.nus.edu.sg/NUS_SJTU_Evry_Workshop/Overview.html> To unsubscribe from our mailing list, please email us at askcqf(a)nus.edu.sg<mailto:askcqf@nus.edu.sg> with the word "unsubscribe" as the subject. Thank you. Thank you and we look forward to welcoming you to the event. Best Regards, YONG Xue Ting (Ms) :: Executive, Centre for Quantitative Finance c/o Department of Mathematics:: National University of Singapore :: Blk S16, #04-15, 6 Science Drive 2, Singapore 117546 :: askCQF(a)nus.edu.sg<mailto:askCQF@nus.edu.sg> (E) :: http://cqf.nus.edu.sg/ (W) :: Company Registration No: 200604346E Facebook.com/CQF.NUS<https://www.facebook.com/CQF.NUS> :: LinkedIn/CQF<https://www.linkedin.com/groups/Centre-Quantitative-Finance-NUS-6731082/abo…>

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