Ricevo e inoltro
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Oggetto: postdoc position in Budapest
Data: Martedì 29/05/2018 10:14
Mittente: rasonyi <rasonyi.miklos(a)renyi.mta.hu>
PostDoc position (Rényi Institute, Budapest)
There is a vacancy for a one-year PostDoc research assistant position at
Rényi Institute, Budapest, in the Financial Mathematics Group led by
Miklós Rásonyi. The position is funded by a grant of the Hungarian
Academy of Sciences.
The project is about optimal investment in financial markets
where stock prices are modelled by Markov processes in random
environments. A typical example is the fractional stochastic volatility
model (and its discrete-time counterparts). A completed PhD is required,
in any subfield of probability.
Starting date is 1st October 2018. If you wish to apply, please send a
CV, your papers (or links to them) and the names and email addresses of
two referees to Miklós Rásonyi (rasonyi(a)renyi.hu). You may also contact
him to obtain further information about this position. Deadline: 1st
July 2018.