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[Fwd: 10 PhD positions in Math at GSSI L'Aquila Italy]
by davide gabrielli 03 Jun '14

03 Jun '14

---------------------------- Original Message ---------------------------- Subject: 10 PhD positions in Math at GSSI L'Aquila Italy From: "Pierangelo Marcati" <pierangelo.marcati(a)univaq.it> Date: Tue, June 3, 2014 3:24 am To: undisclosed-recipients:; -------------------------------------------------------------------------- *DO NOT REPLY* *For further informations *please contact info(a)gssi.infn.it *PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE* *WE APOLOGIZE FOR MULTIPLE E-MAILS* *10 *fellowships at GSSI L'AQUILA Italy, for the PhD program of Mathematics in Natural, Social and Life Sciences *( in collaboration with SISSA International School for Advanced Studies, Trieste)* Core Topics: Stochastic Analysis, PDEs, Mathematical Modelling, Numerics *Online applications * http://www.gssi.infn.it/phd/ *Deadline June 22, 2014* *Download the* *call for applications* at http://www.gssi.infn.it/phd/docs/call_english_14-15.pdf *S*cholarships GSSI awards scholarships for* 3 years. * The yearly amount of the scholarship is of EURO 16.159,91 gross Facilities and benefits All PhD students *will receive free* accommodation on GSSI facilities, tuition fees waived, free luncheon vo * Pierangelo Marcati * Mathematics & Computer Science Division, Chair GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.infn.it http://www.gssi-aq.eu -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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LAST CALL : IHP TRIMESTER : Disordered systems, random spatial processes and some applications/ Systèmes désordonnés, processus spatiaux aléatoires et certaines applications
by Cristian Giardina 31 May '14

31 May '14

---------- Forwarded message ---------- From: random15 <random15(a)ihp.fr> Date: 2014-05-30 10:23 GMT+02:00 Subject: LAST CALL : IHP TRIMESTER : Disordered systems, random spatial processes and some applications/ Systèmes désordonnés, processus spatiaux aléatoires et certaines applications Dear Colleague, It is our pleasure to announce a programme on "Disordered systems, random spatial processes and some applications" organized by the Emile Borel Centre from the Henri Poincare Institute in Paris from January 5th to April 3rd, 2015. Organizers: J-P. Bouchaud, P. Contucci, C. Giardina, P. Nolin, V. Sidoravicius, V. Vargas * Deadline to apply for Random15 programme financial support has been postponed to June 10th, 2014* Information on the programme can be found on: www.ihp.fr/en/CEB/T1-2015 or * <http://random15.dm.unibo.it/>*http://random15.dm.unibo.it/schedule *Registration is free and recommended* *to participate to:* - the trimester + workshops on: www.ihp.fr/en/program/13698/colloques/register - workshop(s) only on: www.ihp.fr/en/program/13698/colloques/register/nosignupprogram During this trimester, a preschool is organized at the* CIRM* (Marseille) from January 5th to 9th, 2015: If you intend to participate in this event, it will be necessary to make a pre registration through the workshops session. We are looking forward to welcoming you! PS: do not hesitate to forward this email to your colleagues. **************************************************** Cher Collegue, Nous avons le plaisir de vous annoncer l organisation d un programme sur les " Systemes desordonnes, processus spatiaux aleatoires et certaines applications" au Centre Emile Borel de l Institut Henri Poincare a Paris, du 5 janvier au 3 avril 2015. Les organisateurs: J-P. Bouchaud, P. Contucci, C. Giardina, P. Nolin, V. Sidoravicius, V. Vargas Attention : * La date limite pour les demandes de support financier du programme Random15 est repoussee au 10 juin 2014* Vous pouvez consulter le programme a l adresse suivante: www.ihp.fr/fr/CEB/T1-2015 ou directement a cette adresse: * <http://random15.dm.unibo.it/>*http://random15.dm.unibo.it/schedule *L inscription au programme est gratuite et recommandee **sur l adresse suivante:* - pour le trimestre + conferences: www.ihp.fr/fr/program/13698/colloques/register - ou uniquement pour le/les conferences: www.ihp.fr/fr/program/13698/colloques/register/nosignupprogram Durant ce trimestre, une pre ecole est organisee au *CIRM* (Marseille) du 5 au 9 janvier 2015 Si vous avez l'intention de participer a ce programme en particulier une pre inscription est necessaire via les inscriptions aux conferences C est avec plaisir que nous vous accueillerons a Paris. PS: merci par avance de bien vouloir transmettre ce courriel a vos collegues. -- Claire Berenger Organisation Assistant random15(a)ihp.fr CNRS UPMC - Institut Henri Poincare Centre Emile Borel 11, rue Pierre et Marie Curie - 75005 Paris Bureau 206 Tel: 01 44 27 67 64 Fax: 01 44 07 09 37www.ihp.fr Decouvrez la chaine de l'institut Henri Poincare<http://www.youtube.com/user/PoincareInstitute> <http://www.youtube.com/user/PoincareInstitute>.

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Seminario Claudio Fontana a Padova
by Tiziano Vargiolu 29 May '14

29 May '14

Siamo lieti di annunciare il seguente seminario: Claudio FONTANA, "A general HJM framework for multiple curve modeling" (joint work with Christa Cuchiero and Alessandro Gnoatto) al Dipartimento di Matematica (via Trieste 63, Padova), aula 2AB/40 (secondo piano), venerdi' 29 maggio ore 12. Abstract -------- We propose a general HJM approach to the modeling of multiple yield curves. In a general semimartingale setting, we model the term structure of multiplicative spreads between (normalized) FRA rates and simply compounded OIS risk-free forward rates. We derive HJM drift and consistency conditions ensuring absence of arbitrage and we show how to construct models such that spreads are greater than one and ordered with respect to the tenor's length. When the driving semimartingale is an affine process, we obtain a flexible Markovian structure which allows for simple valuation formulas for most interest rate derivatives.

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Postdoc on "Systemic risk in financial markets across time scales” at the Scuola Normale di Pisa
by Fabrizio Lillo 27 May '14

27 May '14

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Systemic risk in financial markets across time scales” and it is funded by the Scuola Normale. The details of the call are at http://www.sns.it/en/servizi/job/assegnidiricerca/assegno215/ The deadline is June 12. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo ------------------------------------------------------------ Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159 web: https://sites.google.com/site/fabriziolillo9670/home

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I: [tout-enseignants] Appel à candidature post-doctorat université de Cergy
by Massimo Campanino 26 May '14

26 May '14

__________ > ---------------------------------------- > From: Laurence Puechberty <laurence.puechberty(a)u-cergy.fr> > Sent: Mon, 5 May 2014 08:56:38 +0200 (CEST) > To: <tout-enseignants(a)ml.u-cergy.fr> > Cc: SERFATY Stéphane <Stephane.Serfaty(a)u-cergy.fr>, Présidence UCP <presidence(a)u-cergy.fr>, Frédéric Oliveau <frederic.oliveau(a)u-cergy.fr>, Bernard Fradin <Bernard.Fradin(a)u-cergy.fr>, Edite De Almeida <Edite.DaRochaDeAlmeida(a)u-cergy.fr> > Subject: [tout-enseignants] Appel à candidature post-doctorat université de Cergy > > > Chers Collègues, > > Vous trouverez ci-joint l'appel à candidature pour les post-doctorats de > l'université de Cergy pour 2014. > La date limite de retour des dossiers est fixée au mercredi 11 juin 2014 > à 12h à la DiRVED. > Pour toute question, n'hésitez pas à contacter Laurence Puechberty ou > moi-même. > Bien cordialement > > Stéphane Serfaty > Vice-Président Recherche Valorisation > ------------ > > *//* > > *Laurence PUECHBERTY -- *Directrice DiRVED** > > *Université de CERGY-PONTOISE*- Direction Recherche, Valorisation, > Etudes Doctorales > > Site des chênes - Jardin Tropical -- Bureau C 107 > > 33 boulevard du Port- 95011 Cergy-Pontoise cedex > laurence.puechberty(a)u-cergy.fr <mailto:laurence.puechberty@u-cergy.fr> > > Tel : 01 34 25 72 68Port : 06 78 85 37 95 > > */Pensez à l'environnement. N'imprimez ce courriel que si nécessaire./* > > > -- UniversitÃ© de Cergy-Pontoise http://www.u-cergy.fr Ce message et toutes les piÃ¨ces jointes sont confidentiels et Ã©tablis Ã l'intention exclusive de ses destinataires. Si vous recevez ce message par erreur, merci de le dÃ©truire sans en conserver de copie et d'en avertir l'Ã©metteur. L'intÃ©gritÃ© de ce message n'Ã©tant pas assurÃ©e sur internet, l'UniversitÃ© ne peut Ãªtre tenue responsable de son contenu. Toute utilisation ou diffusion non autorisÃ©e est interdite. Ensemble, faisons un geste pour l'environnement : n'imprimons nos mails que si nÃ©cessaire.

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de Finetti risk seminar - maggio 2014
by emanuela.rosazza1＠unimib.it 23 May '14

23 May '14

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Fwd: Corso di Monique Jeanblanc e Nicole El Karoui a Padova (Maggio 2014). (fwd)
by Tiziano Vargiolu 23 May '14

23 May '14

Ciao a tutti, scusandomi per il ritardo, vi segnalo un corso di dottorato tenuto in due parti (di contenuto disgiunto) da Nicole El Karoui e Monique Jeanblanc a Padova. La prima lezione della prof. Jeanblanc e' gia' stata tenuta, mentre il corso della prof. El Karoui inizia lunedi' pomeriggio. In allegato il programma con l'orario preciso (ovviamente l'esame e' previsto solo per i dottorandi di Padova). Cordiali saluti a tutti 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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Symposium on return predictability in stock and real estate markets, 6 Giugno 2014 SNS, Pisa
by Giacomo Bormetti 23 May '14

23 May '14

Cari tutti, in collaborazione con Franco Nardini abbiamo organizzato per Venerdì 6 Giugno 2014 una giornata dedicata alla predicibilità dei mercati. Il titolo dell'evento, che si terrà nella Sala Azzurra del Palazzo della Carovana con inizio dei lavori alle 9:00, è "Symposium on return predictability in stock and real estate markets". La partecipazione è libera, tutti gli interessati sono benvenuti. Per maggiori informazioni scrivete a giacomo.bormetti(a)sns.it oppure franco.nardini(a)unibo.it. La locandina ed il programma dell'evento sono scaricabili al indirizzo http://mathfinance.sns.it. Di seguito il programma dettagliato 9:00 Prof. Javier Estrada, IESE Business School, Barcelona. The Return Decomposition Model: What It Is and What It Predicts Now 9:45 Prof. Fulvio Ortu, Bocconi University, Milano. Implications of Return Predictability across Horizons for Asset Pricing Models 10:30 Dr. Viviana Vieli, FactSet. Risk for Multi Asset Class Portfolios 11:00 Break 11:30 Prof. Roberto Dieci, Department of Mathematics, University of Bologna. Real estate markets and prices: Distinctive features and modeling issues 12:15 Prof. Tom Engsted, School of Economics and Management, Aarhus University. Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 13:00 Lunch 14:00 Prof. Richard Stehle, School of Business and Economics, Humboldt University, Berlin. In Germany the CAPM is Alive and Well 14:45 Dr. Flavia Poma, Citi, London. Fama-French factors for the non-US investor 15:15 Dr. Anna Grazia Quaranta, Department of Mathematics, University of Bologna. Managers' Compensation, Capital Structure and REITs' Performance 16:00 Break 16:30 Dr. Luca Dondi, Nomisma, Bologna. Quadro congiunturale e prospettive del mercato immobiliare italiano Cordiali saluti, Giacomo

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bando seconda fascia Secs-S/06 universita di Firenze
by mariaelvira.mancino＠unifi.it 22 May '14

22 May '14

Segnalo la pubblicazione di un bando per la copertura di un posto di professore di seconda fascia presso l'Universita' degli Studi di Firenze nel settore concorsuale 13/D4, settore scientifico disciplinare SECS-S/06: http://www.unifi.it/vp-10130-selezioni-per-la-copertura-di-due-posti-di-pro…

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Lecturer or Senior Lecturer position in Financial Computing at UCL
by Guido Germano 22 May '14

22 May '14

Begin forwarded message: > From: "Aste, Tomaso" <t.aste(a)ucl.ac.uk> > Subject: Lecturer Senior lecturer position opening > Date: 22 May 2014 17:01:41 pm GMT+1 > > We are advertising a new position in our group: > > http://www.jobs.ac.uk/job/AIU153/lecturer-senior-lecturer-in-financial-comp… > Deadline for application June 16. > > We are looking to complement and strengthen our existing expertise in Financial Computing & Analytics by recruiting an outstanding researcher with expertise in computational finance and other related areas such as: financial risk modelling, statistical analysis of financial data and big data analytics, computational valuation of financial securities. Candidates should have demonstrated capability of initiating and conducting exciting world-class research. They will be evaluated chiefly on the significance and novelty of their research to date, their promise of leading a group in a fruitful program of research and their capability to teach computational finance related subjects. > > Members of the Financial Computing & Analytics group (http://fincomp.cs.ucl.ac.uk/) work in a broad area that includes algorithmic trading, valuation and hedging of derivatives, portfolio optimisation, risk modelling, high-frequency trading, financial data analytics, econophysics, complex systems, agent-based modelling. Furthermore, there is a growing activity in high-performance computing with both CPU and GPU clusters, as well as big data handling, sharing and processing. The group has ongoing collaborations with a large number of financial firms. Our Centre for Doctoral Training and our master programs (http://fincomp.cs.ucl.ac.uk/courses/) attract world-class students. The Computer Science Department at UCL is a very exciting environment for research with great facilities and strong tradition in interdisciplinary studies. > UCL has retained fourth place in the QS World University Rankings 2013/14 (http://www.topuniversities.com/university-rankings), making UCL one of the four UK universities in the top ten and the second ranked UK institution after the University of Cambridge. > > Please forward this mail to potentially interested applicants. > > Regards, > Tomaso > > ----------------------------------------------------------------------------------------------------------- > Tomaso Aste t.aste(a)ucl.ac.uk > UCL Computer Science http://www.cs.ucl.ac.uk/staff/tomaso_aste/ > Malet Place Tel. +44 20 7679 0430 > London WC1E 6BT Fax. +44 20 7387 1397 > ----------------------------------------------------------------------------------------------------------- > > New Publication: > http://www.nature.com/srep/2014/140404/srep04589/full/srep04589.html — Dr. Guido Germano Senior Lecturer, Financial Computing and Analytics Group Admissions Tutor, MSc Financial Risk Management Department of Computer Science, University College London Mail: Gower Street, London WC1E 6BT, UK Office: Room 6.02, Malet Place Engineering Building, London WC1E 7JE Tel. +44 20 7679 3697, fax +44 20 7387 1397, cell. +49 170 8090109 g.germano(a)ucl.ac.uk, www.cs.ucl.ac.uk/staff/g.germano Research Associate, LSE/UCL Systemic Risk Centre g.germano(a)lse.ac.uk, www.systemicrisk.ac.uk

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