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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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Pubblicazione bando chiamata professore I fascia SECS-S/06 (fwd)
by Tiziano Vargiolu 02 Mar '16

02 Mar '16

---------- Forwarded message ---------- Date: Tue, 1 Mar 2016 22:13:37 +0100 From: Antonella Basso <basso(a)unive.it> Cari Soci AMASES, vi informo che ? stato pubblicato nella Gazzetta Ufficiale n. 17 del 1 marzo 2016, l'avviso di indizione della procedura selettiva per la copertura di n. 1 posto di professore universitario presso l'Universit? Ca' Foscari Venezia, Dipartimento di Economia, fascia degli ordinari, da coprire mediante chiamata ai sensi dell'art. 18, comma 1, L. 240/2010, settore concorsuale 13/D4 (Metodi matematici dell'economia e delle scienze attuariali e finanziarie), settore scientifico-disciplinare SECS-S/06. Il bando ? consultabile nelle pagine web dell'ateneo Ca' Foscari: http://intra.unive.it/plapps/bandi/common/showcat.pl?categoria=pdp1&descriz… nonch? su: http://bandi.miur.it/ http://ec.europa.eu/euraxess/index.cfm/jobs/index Cordiali saluti Antonella Basso -- 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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Assegno di ricerca (fwd)
by Tiziano Vargiolu 02 Mar '16

02 Mar '16

---------- Forwarded message ---------- Date: Tue, 1 Mar 2016 19:04:00 +0100 From: Davide Erminio Pirino <davide.pirino(a)sns.it> To: vargiolu(a)math.unipd.it Subject: Assegno di ricerca Caro Tiziano, ti segnalo un assegno di ricerca presso la Normale finanziato su un progetto SIR di cui io sono il responsabile. 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 Mi faresti un grande piacere se potessi diffonderlo il pi? possibile. Grazie in anticipo per la disponibilit?. Un Saluto, Davide.

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Fwd: Saint-Flour 2016 - registration
by Francesco Caravenna 01 Mar '16

01 Mar '16

> Da: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> > Oggetto: Saint-Flour 2016 - registration > Data: 29 febbraio 2016 17:41:34 GMT+01:00 > A: saintflour(a)math.univ-bpclermont.fr > Rispondi a: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> > > SAINT-FLOUR 2016 - SECOND ANNOUNCEMENT > > Dear colleagues, > > Online registration is now open for the 46th Saint-Flour Probability Summer School (July 3-15) > > This year's lectures are: > > > Paul Bourgade (New York University): > > "Large random matrices, microscopic asymptotics" > > > Francis Comets (Universite Paris 7): > > "Directed polymers in random environments" > > > Scott Sheffield (Massachussets Institute of Technology) and > > Jason Miller (Cambridge University): > > "Universal randomness in 2D" > > > DEADLINE FOR REGISTRATION: APRIL 15 > > IMPORTANT: Registration MAY CLOSE BEFORE that date if the number of applications is too high. > We therefore recommend you not to wait too long. > > The registration forms as well as useful information about the school > can be found on the web pages: > > http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php (english) > http://recherche.math.univ-bpclermont.fr/stflour/index.php (french) > > Please forward the above information to anyone who might be interested. > > > Best regards, > > The organizing committee > > Christophe Bahadoran, Arnaud Guillin, Laurent Serlet > > stflour(a)math.univ-bpclermont.fr > > Laboratoire de Mathématiques CNRS UMR 6620 > Université Blaise Pascal (Clermont-Ferrand 2) > Campus des Cézeaux > 3, Place Vasarely > TSA 60026 > CS 60026 > 63178 Aubière Cedex (France) > > tel (+33) 4 73 40 70 50 > fax (+33)4 73 40 54 50

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Short Course 2016: "COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES"
by Gianfausto SALVADORI 01 Mar '16

01 Mar '16

**************** Dear Colleagues, all interested people (especially PhD and Post-doc students) are kindly invited to attend the following Short Course [details are given below]: "COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES" *** PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE: *** the DEADLINE is getting closer and closer. THANKS. _______________________________________________________________ Short Course "COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES" @ "Centro Studi Alpino" of the University of Tuscia (Italy) Pieve Tesino (Italy), July 24-30, 2016 The Instructors are top scientists in the fields of Copulas and Environmental Applications. The international event is organized by the INTERNATIONAL COMMISSION ON STATISTICAL HYDROLOGY. For all participants, attendance certificates/credits will be provided. *** SCOPE *** The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system. *** VENUE *** "Centro Studi Alpino" of the University of Tuscia (Italy) Pieve Tesino (Italy), July 24-30, 2016 *** WEB SITE *** http://www.stahy.org/Events/2016CopulaShortCourse/tabid/120/Default.aspx ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori (OPEN) "Dependence Modeling" Editorial Board member http://www.degruyter.com/view/j/demo ____________________________________________________

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Annuncio Seminari - M. Gubinelli; M. Coghi.
by Marta Leocata 29 Feb '16

29 Feb '16

Cari tutti, Mercoledì 3 febbraio 2016, alle ore 11:30 presso l'aula Seminari del Dipartimento di Matematica dell'Università di Pisa, il professor Massimiliano Gubinelli (Institute of Applied Mathematics, University of Bonn) terrà un seminario dal titolo: "Weak universality of the stationary KPZ equation". Abstract: I will discuss a notion of solution for the KPZ equation which has been introduced by Jara and Gonçalves (2010) and later improved by Jara and myself (2013) and goes under the name of energy solutions. In a recent work in collaboration with Perkowski we have recently obtained a uniqueness results for energy solutions. Using energy solutions is possible to prove weak universality results for KPZ: namely that a wide class of one dimensional microscopic interacting particle models with weak asymmetry and in non-equilibrium stationary states have large scale fluctuations described by the KPZ equation. A seguire, nella stessa aula il dottor Michele Coghi (Scuola Normale Superiore) terrà un seminario dal titolo: "Mean field limit of interacting filaments and vector valued non linear PDEs". Abstract: Families of N interacting curves are considered, with long range, mean-field type, interaction. A family of curves defines a 1-current, concentrated on the curves, analog of the empirical measure of interacting point particles. This current is proved to converge, as N goes to infinity, to a mean field current, solution of a nonlinear, vector valued, partial differential equation. In the limit, each curve interacts with the mean field current and two different curves have an independence property if they are independent at time zero. This set-up is inspired from vortex filaments in turbulent fluids, although for technical reasons we have to restrict to smooth interaction, instead of the singular Biot-Savart kernel. All these results are based on a careful analysis of a nonlinear flow equation for 1-currents, its relation with the vector valued PDE and the continuous dependence on the initial conditions terrà un seminario dal titolo Tutti gli interessati sono invitati a partecipare.

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Posto di Professore di Statistica all'Universita' di Caen
by giuliano＠dm.unipi.it 26 Feb '16

26 Feb '16

Ricevo e inoltro. Cordiali saluti Rita Giuliano ********************************************************************** Un poste de professeur en 26ème section est mis au concours à l'université de Caen avec comme intitulé Statistique et interactions. https://www.galaxie.enseignementsup-recherche.gouv.fr/ensup/ListesPostesPub… L'objectif de ce recrutement est de renforcer et fédérer les activités existant actuellement autour de la statistique à Caen. La volonté du laboratoire à moyen terme est de développer cette thématique, en particulier en recrutant par la suite autour du nouveau professeur. Toutes les candidatures relevant de la statistique et de ses interactions (info-stats., fouille de données, apprentissage, biostats., probabilités appliquéesŠ) seront considérées. La personne recrutée donnera, entre autres, des cours de statistiques théoriques et appliquées en licence et master, en particulier dans la filière MIASHS. Elle devra s'investir dans la vie du laboratoire et assumer pleinement les responsabilités attendues d'un professeur. Contacts : Mohamed Didi Biha : mohamed.didi-biha(a)unicaen.fr Gilbert Levitt : gilbert.levitt(a)unicaen.fr

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Seminario di Silvia Zuffi presso IMATI-Milano
by Antonella Bodini 25 Feb '16

25 Feb '16

Mercoledi' 2 marzo alle ore 11 presso la sala A dell'Area di Ricerca 1 di Milano, via Corti 12, la Dottoressa Silvia Zuffi (ITC-CNR) terra' il seguente seminario: TITOLO: MAP Inference in Probabilistic Graphical Models ABSTRACT: Molti problemi di interesse scientifico ammettono una rappresentazione mediante modelli probabilistici in cui la probabilita’ congiunta delle variabili aleatorie puo’ essere rappresentata mediante un modello grafico. Tali rappresentazioni sono vantaggiose sia in fase di apprendimento del modello che in fase di inferenza delle variabili date le osservazioni. Metodi di computazione distribuita come l’algoritmo Belief Propagation sono efficacemente applicati in modelli a variabili discrete o che ammettono una discretizzazione dello spazio delle variabili. In caso di problemi ad alta dimensionalita’ e/o con variabili continue, dove una discretizzazione dello spazio non e’ computazionalmente affrontabile, un approccio comune e’ ricorrere a metodi non parametrici, ed eseguire una stima della soluzione a posteriori piu’ probabile. Per problemi ad alta dimensionalita’ tali algoritmi sono dipendenti dall’inizializzazione e possono convergere a singoli massimi locali. Nella presentazione illustrero’ un algoritmo per inferenza della soluzione MAP (maximum-a-posteriori) in modelli grafici probabilistici ad alta dimensionalita’, detto “Diverse Particle Max Product” (DPMP). DPMP a differenza di formulazioni precedenti e’ meno sensibile all’inizializzazione ed in grado di mantenere molteplici ipotesi. (Collaboratori: Jason Pacheco ed Erik Sudderth, Brown University e Michael J. Black, MPI-IS Tuebingen) Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Antonella. -- 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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Copulas for hydrology and environmental sciences
by Giovanni Puccetti 25 Feb '16

25 Feb '16

July 24-30, 2016 University of Tuscia - Centro Studi Alpino - Pieve Tesino (TN), Italy Short Course "Copulas for hydrology and environmental sciences" website: http://www.stahy.org/Events/2016CopulaShortCourse/tabid/120/Default.aspx <http://www.stahy.org/Events/2016CopulaShortCourse/tabid/120/Default.aspx> Application deadline: February 27, 2016

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 23 Feb '16

23 Feb '16

15^th INTERNATIONAL CONFERENCE CREDIT 2016 */New CREDIT SOLUTIONS for THE REAL ECONOMY and their IMPLICATIONS for INVESTORS, FINANCIAL STABILITY and POLICY DESIGN / *Venice, Italy 6 - 7 October 2016 *GRETA Associati *(Venice, Italy), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany), the *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 6-7, 2016. 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 *fifteenth* of a series dedicated to various aspects of credit risk. The banking industry has traditionally been shaped by the interplay between innovations and regulatory trends. The global and sovereign-debt crisis we have observed from 2007 and the harsher regulatory reaction have impacted on banks capacity and willingness to direct financial flows to the real economy in appropriate amounts. The result has been an extremely feeble, and slow creditless recovery, that not even the pursuit of a historically low interest-rate monetary policy and QE appear so far capable of influencing. The markets reaction to this state of affairs has been to develop alternative or complementary ways to commercial banking to channel funds where needed, that is to households, firms and infrastructure projects. Examples are (i) alternative financing solutions: mini-bonds, SME guarantees, Start-up and Venture Capital/Private Equity, Business Angel financing, payment-by-result bonds, securitization, microfinance and (ii) Digital finance like P2P lending and crowdfunding, The European Commissions with the Capital Market Union project plan to foster the diversification of funding sources for enterprises, in particular SMEs. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * How alternative and digital financing interplay with the standard funding channels? * Are alternative financing and financial innovations socially useful and valuable in solving the problem of supplying quality resources to the most vulnerable, financially deprived (e.g. households; start-ups; young entrepreneurs) and growth-enhancing (e.g. SMEs; infrastructures) sectors of the economy, thereby supporting social inclusion, sustainable growth and employment? * Do alternative and digital financial products and credit innovations offer an attractive risk/reward trade-off to potential investors, be consistent with their ALM requirements, yield expectations, risk appetite and wealth preserving objectives. * What should be the role of the public sector in promoting the emergence and development of alternative financing channels for the real economy? * What is the role of innovative monetary policies (QE) in promoting these alternative and digital financing channels for the real economy? * Do alternative and digital financing channels pose the same or bigger potential threats to financial stability? Should they be covered by adequate supervisory frameworks, or else justifiably expect a more lenient treatment? The Scientific Committee for the Conference consists of: *Loriana Pelizzon *(Ca Foscari University of Venice, SAFE, Goethe University Frankfurt & GRETA,**Programme Chair) *Francesca Campolongo *(JRC Unit Financial and Economic Analysis) *Marco Da Rin *(Tilburg University) *Helmut Kraemer-Eis *(Head EIFs Research & Market Analysis) *Jan Peter Krahnen *(SAFE & Goethe University Frankfurt) *Adair Morse *(Haas School of Business, University of California at Berkeley) *Steven Ongena *(University of Zurich, SFI & CEPR) *Steven Schaefer *(London Business School) CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Franklin Allen *(Brevan Howard Centre, Imperial College London), *Thomas Hellman *(Oxford Said Business School) and *Adair Morse *(Haas School of Business, University of California at Berkeley). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 15, 2016 *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 15, 2016*. The final version of accepted papers must be received by August 31, 2016. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <file:///mailto:credit@greta.it> Local Organisers: *Davide Alfonsi* (Intesa Sanpaolo), *Monica Billio* (Ca Foscari University of Venice & GRETA), *Andrea Giacomelli* (Knowshape & GRETA), *Pier Luigi Gilibert* (EIF, Luxembourg) and *Domenico Sartore* (Ca Foscari University of Venice & GRETA) IMPORTANT DATES May 15, 2016: Papers submission deadline July 15, 2016: Paper acceptance notification August 31, 2016: Deadline for early registration August 31, 2016: Deadline for sending final version of accepted papers More detailed information available on the Conference website: http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm> <http://www.greta.it/credit/credit2015/credit2015.htm>

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