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International Conference on "Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design" in Venice - Programme
by GRETA Associati 18 Aug '16

18 Aug '16

15th INTERNATIONAL CONFERENCE C R E D I T 2016 *Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design *Venice, Italy 6 - 7 October 2016 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *New Credit Solutions for the Real Economy and their Implications for Investors, Financial Stability and Policy Design *and 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 is the *fifteenth *of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Intesa Sanpaolo *(Milan, Italy), the*European Investment Fund *(Luxembourg), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany) and *European Investment Bank__*(Luxembourg). The Conference is organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association__*and*European Investment Bank Institute*. The Scientific Committee for the Conference consists of: *Loriana Pelizzon *(Systemic Risk Lab, SAFE - Goethe University, Ca Foscari University of Venice & GRETA, Programme Chair), *Francesca Campolongo *(JRC Unit Financial and Economic Analysis), *Marco Da Rin *(Tilburg University), *Helmut Kraemer-Eis *(European Investment Fund), *Jan Pieter Krahnen *(SAFE - Goethe University Frankfurt),*Adair Morse *(University of California, Berkeley), *Steven Ongena *(University of Zurich, SFI & CEPR) and *Stephen Schaefer *(London Business School) PROGRAMME Thursday, October 6 2016 9.00 - 9.15_Welcome and Opening Remarks _*Monica Billio* (Ca Foscari University of Venice) *Loriana Pelizzon* (Systemic Risk Lab, SAFE - Goethe University & CaFoscari University of Venice, Programme Chair) 9.15 - 11.00_Session I: Alternative and Digital Financing I _Key-note talk: *Adair Morse* (University of California, Berkeley) /Payment Instruments, Enforceability and Development: Evidence from Mobile Money Technology/, Thorsten Beck (City University London & CEPR), Haki Pamuk (Tilburg University & Wageningen University), Ravindra Ramrattan (FSD Kenya & Tilburg University) and *Burak R. Uras* (Tilburg University & European Banking Center) /How Does P2P Lending Fit Into the Consumer Credit Market?/, *Calebe deRue* (Frankfurt School of Finance & Management), Loriana Pelizzon (Systemic Risk Lab, SAFE - Goethe University & Ca Foscari University of Venice) and Paolo Tasca (SAFE - Goethe University Frankfurt & London School of Economics) 11.45 - 12.45_Session II: Credit Risk _/Keeping It Personal or Getting Real? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees/, *Sergio Mayordomo *(Bank of Spain), Antonio Moreno (University of Navarra), Steven Ongena (University of Zurich, Swiss Finance Institute & CEPR) and María Rodríguez-Moreno (University of Navarra) /Default Risk Premium in Credit and Equity Market: A New Approach for Structural Model Estimation/, Alessandro Beber (City University London), *Raffaele Corvino* (City University London) and Gianluca Fusai (Università del Piemonte Orientale, Novara) 14.15 - 15.30_Session III: The Role of the Public Sector in Promoting the Development of Alternative Financing Channels _*Helmut Kraemer-Eis* (European Investment Fund) *Luca Bertalot* (European Mortgage Federation - European Covered Bond Council (EMF-ECBC)) *Christian Thun* (European DataWarehouse GmbH) 15.30 - 16.30_Poster Session 1 _ 16.30 - 17.30_Session IV: Alternative and Digital Financing II _/Informational Synergies in Consumer Credit/, *Martin Hibbeln* (University of Duisburg-Essen), Lars Norden (Getulio Vargas Foundation, Praia de Botafogo), Piet Usselmann (Braunschweig Institute of Technology) and Marc Gürtler (Braunschweig Institute of Technology) /The Evolution of the Bitcoin Economy: Extracting and Analyzing the Network of Payment Relationships/, *Paolo Tasca* (SAFE - Goethe University Frankfurt & London School of Economics), Shaowen Liu (Deutsche Bundesbank) and Adam Hayes (University of Wisconsin, Madison & The New School, New York) Friday, October 7 2016 9.00 - 10.45_Session V: Financing SME _Key-note talk: *Thomas Hellman* (Oxford Said Business School) /Assessing Italian SME and Mini-bond Issuer Credit Worthiness/, Edward I. Altman (NYU Stern, NYU Salomon Center & Classis Capital S.p.A), Maurizio Esentato (Classis Capital S.p.A) and *Gabriele Sabato* (Classis Capital S.p.A) /Support for the SME Supporting Factor - Multi-Country Empirical Evidence on Systematic Risk Factor for SME Loans/, *Michel Dietsch* (ACPR Banque de France), Klaus Düllmann (European Central Bank), Henri Fraisse (ACPR Banque de France), Philipp Koziol (European Central Bank) and Christine Ott (Deutsche Bundesbank) 11.30 - 13.15_Session VI: Credit and Unconventional Monetary Policies _Key-note talk:*Philipp Hartmann* (European Central Bank) /The Effect of Central Bank Liquidity Injections on Bank Credit Supply/, Luisa Carpinelli (Bank of Italy) and *Matteo Crosignani* (NYU Stern) /The Demand and Supply of Mortgage Rate Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment/, Christoph Basten (Swiss Financial Market Supervisory Authority & ETHZ), *Benjamin Guin* (Bank of England) and Cathérine Koch (Bank for International Settlements) 14.30 - 16.00_PANEL Session_ 16.00 - 17.00_Poster Session 2 _17.00 - 18.00_Session VII: Bank Business Models _/Nothing Special about Banks: Competition and Bank Lending in Britain, 1885-1925/, *Fabio Braggion* (Tilburg University & CentER), Narly Dwarkasing (University of Bonn) and Lyndon Moore (University of Melbourne) /Bank Business Models at Zero Interest Rates/, André Lucas (VU University Amsterdam & Tinbergen Institute), Julia Schaumburg (VU University Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions; Lunches and coffee service during the Conference; Conference kit. The registration fees do not fully cover the conference dinner on October 6th, 2016, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm> GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> website: _www.greta.it_ <http://www.greta.it/>

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[Gnampa] Bando Giovani Ricercatori Enti Pubblici di Ricerca (fwd)
by Tiziano Vargiolu 11 Aug '16

11 Aug '16

---------- Forwarded message ---------- Date: Fri, 05 Aug 2016 18:06:26 +0200 From: Presidente INdAM <presidente(a)altamatematica.it> To: gnampa(a)lists.altamatematica.it, gncs(a)lists.altamatematica.it, gnfm(a)lists.altamatematica.it, gnsaga(a)lists.altamatematica.it Subject: [Gnampa] Bando Giovani Ricercatori Enti Pubblici di Ricerca Cari Colleghi, vi informo che, a seguito del decreto ministeriale ?Assunzione di giovani ricercatori negli Enti Pubblici di Ricerca?, ? stato bandito un Concorso Pubblico per Titoli ed Esami per l?assunzione di un Ricercatore a Tempo Indeterminato, III Livello professionale, presso l?Istituto Nazionale di Alta Matematica ?F. Severi?. Il bando scade il giorno 7 settembre 2016 alle ore 18. Le informazioni si trovano nella pagina web: http://www.altamatematica.it/it/node/517 dove, oltre al bando e al modulo di domanda, si trova il link al sito dove poter presentare telematicamente le candidature. Cordiali saluti, Giorgio Patrizio Presidente INdAM gnampa(a)lists.altamatematica.it, gncs(a)lists.altamatematica.it, gnfm(a)lists.altamatematica.it, gnsaga(a)lists.altamatematica.it ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. _______________________________________________ Gnampa mailing list Gnampa(a)lists.altamatematica.it http://lists.altamatematica.it/cgi-bin/mailman/listinfo/gnampa

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Fwd: Lecturer in Mathematics at the University of Dundee
by Rigo Pietro 08 Aug '16

08 Aug '16

Salve, ho ricevuto questa lettera, che, a prima vista, sembra attendibile. Quindi, ve la giro. Pietro Rigo ---------- Forwarded message ---------- From: Mariya Ptashnyk (Staff) <m.ptashnyk(a)dundee.ac.uk> Date: 2016-08-06 17:00 GMT+02:00 Subject: Lecturer in Mathematics at the University of Dundee To: "pietro.rigo(a)unipv.it" <pietro.rigo(a)unipv.it> Dear Professor Rigo, I would like to bring the advert below to your attention and would be grateful if you could forward it to suitable candidates. With kind regards, Mariya Ptashnyk =============================================================== Lecturer in Mathematics at the University of Dundee The School of Science and Engineering at the University of Dundee is looking to appoint a number of outstanding academics to form a cohesive expansion in the development of interdisciplinary research and innovative, research-led teaching. Among these posts we are looking to recruit a *Lecturer in Mathematics (Teaching & Research)* in the general area of *Stochastic Processes and Probability *to join our team. We particularly encourage applicants with an expertise in risk or complexity in either natural or manmade systems. Candidates working on applications to finance and/or industry would be especially welcome, but we are open to all areas of application. Further details https://ig5.i-grasp.com/fe/tpl_uod01.asp?newms=jj& id=96848&aid=14197 Salary range: Grade 7-8 ( £34,576 to £46,414) depending on experience. Closing date: 16 August 2016 Job Ref: SSEN0055 Mariya Ptashnyk Division of Mathematics University of Dundee Fulton Building, Dundee DD1 4HN mptashnyk(a)maths.dundee.ac.uk The University of Dundee is a registered Scottish Charity, No: SC015096

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Fwd: Departmental Lecturer in Mathematical Finance (fwd)
by Tiziano Vargiolu 08 Aug '16

08 Aug '16

https://www.maths.ox.ac.uk/node/16466 The Mathematical Institute proposes to appoint a Departmental Lecturer in Mathematical Finance. This is a 3 year fixed-term position starting from 1st January 2017 or as soon as possible thereafter. The Departmental Lecturer will be expected to have an outstanding research record in Mathematical or Computational Finance and will be expected to engage in advanced study and academic research in the area. The Departmental Lecturer will be responsible to lecture and teach (principally but not exclusively) graduate students, and will contribute to the academic administration of the Mathematical and Computational Finance research group and the wider department. The Departmental Lecturer will lead independent research projects or specific areas of research within a broad programme. The successful candidate will be expected to hold a relevant Ph.D/D.Phil. He/she will have the ability to carry out research to an international excellent standard in Mathematical Finance, as evidenced by a strong publication record and familiarity with the existing literature and research with sufficient specialist knowledge in the discipline to develop research projects and methodologies Applicants should read the job description before writing their applications. As part of the online application, the applicant will be required to upload a statement setting out how she or he meets the selection criteria, a curriculum vitae including details of teaching and other relevant experience, and the names and contact details of three referees. The applicant is responsible for asking his or her referees to send their references by the closing date. Please direct informal enquiries to the Administrative Assistant (email: vacancies(a)maths.ox.ac.uk), quoting vacancy reference 124786. Applications for this vacancy are to be made online. To apply for this post and for further details, including the job description and selection criteria, please click on the link below: https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs pec?p_id=124786 Only applications received before 12:00 noon UK time on Monday 19th September 2016 can be considered. Committed to equality and valuing diversity. Miss Nims Damney Administrative Assistant Mathematical Institute, Andrew Wiles Building Radcliffe Observatory Quarter, Woodstock Road Oxford, OX2 6GG Tel: 01865 (2) 73518

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Workshop on Random Processes in Discrete Structures (Warwick): Deadline Approaching
by Elisabetta Candellero 04 Aug '16

04 Aug '16

Dear all, I would like to remind you of the "*Workshop on Random Processes in Discrete Structures*", which I am organizing at Warwick together with Alexandre Stauffer (Bath). The workshop is about recent advances on random processes on graphs and other discrete structures, including percolation, voter model, contact processes and random graphs, and will take place at the *University of Warwick *from *Tuesday 30th of August *until *Friday 2nd of September 2016*. More information (including the list of speakers, details about the accommodation, and a description of how to reach Warwick campus) can be found on the official website http://www2.warwick.ac.uk/fac/sci/statistics/crism/workshops/randomprocesses . Registration is FREE but COMPULSORY (mainly for catering purposes). If you would like to register to this event, please send an email to E.Candellero(a)warwick.ac.uk including the subject "Workshop on Random Processes in Discrete Structures" by **Tuesday 9th of August**. I'm looking forward to seeing many of you there! Best regards, Elisabetta Candellero

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assegno di ricerca a Pisa
by Marco Romito 04 Aug '16

04 Aug '16

Alla pagina https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/31ago2016/inde… è stato pubblicato un bando (disponibile in italiano e inglese) per un assegno di ricerca annuale presso il dipartimento di Matematica dell'università di Pisa con scadenza il 31 agosto 2016 su ``Studio di fenomeni singolari in problemi deterministici e stocastici'' Per ulteriori informazioni: Marco Romito romito(a)dm.unipi.it A call for a one-year ``assegno di ricerca'' is open, with deadline August 31, 2016, at the department of Mathematics, Pisa university, on ``Analysis of singular phenomena in deterministic and stochastic problems'' The details of the call (english and italian versions available) can be found at https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/31ago2016/inde… For further information: Marco Romito romito(a)dm.unipi.it

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Conference in Honor of ENZO ORSINGHER
by Luisa Beghin 01 Aug '16

01 Aug '16

*Recent Developments in Probability Theory and Stochastic * *A Conference in Honor of ENZO ORSINGHER* *On the Occasion of His 70th Birthday* *Dep. Statistical Sciences, Sapienza University of Rome* *September 23, 2016* *Preliminary program* 9:45 Opening 10:00 Aimé Lachal (University of Lyon/ Institute Camille Jordan CNRS) Some distributions on pseudo-Brownian motion and pseudo-random walk 10:25 Fabio Spizzichino (\Sapienza" University of Rome) TBA 10:50 Marina Santacroce (Turin Polytechnic) Forward backward semimartingale systems for utility maximization 11:15 Coffee break 11:35 Nikolai Leonenko (Cardiff University) Fractional Poisson fields and martingales 12:00 Laura Sacerdote (University of Turin) Generalized nonlinear Yule models 12:25 Stefano Iacus (University of Milan) TBA 12:50 Lunch break 15:00 Ludmila Sakhno (University of Kiev) TBA 15:25 Antonio Di Crescenzo (University of Salerno) Recent advances on the telegraph process 15:50 Elvira Di Nardo (University of Turin) Symbolic calculus in probability and mathematical statistics 16:15 Coffee break 16:35 Federico Polito (University of Turin) The space-fractional Poisson process and extensions 17:00 Personal recollections from Enzo's colleagues ***************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 http://www.dss.uniroma1.it/?q=content/beghin-luisa *****************************************************************

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Conference in Leeds on Stochastic Analysis, Control and Games
by Tiziano De Angelis 01 Aug '16

01 Aug '16

Dear All, It is with with great pleasure that we would like to announce the conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" to be held at the University of Leeds on 24th - 26th of October 2016. Registration is now open and will close on 30th of September. All necessary information can be found at www.maths.leeds.ac.uk/sandsycog For the list of confirmed speakers please follow the link below http://www.maths.leeds.ac.uk/sandsycog/programme.html Any queries may be addressed to Alexander Veretennikov: a.veretennikov(a)leeds.ac.uk Tiziano De Angelis: t.deangelis(a)leeds.ac.uk Best regards Alexander Veretennikov Tiziano De Angelis

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Fwd: Optimal Filtering and Data Analysis
by Francesco Caravenna 30 Jul '16

30 Jul '16

Ricevo e inoltro. > Da: Sergio Bittanti <sergio.bittanti(a)polimi.it> > Oggetto: Optimal Filtering and Data Analysis > Data: 29 luglio 2016 17:55:22 GMT+02:00 > > A tutti gli afferenti alla lista Random: > === > > Segnalo il corso di dottorato > > Optimal Filtering and Data Analysis > > che si terra' al Politecnico di Milano dal 12 al 16 settembre. > > L'annuncio e' allegato. > > Gli interessati possono partecipare liberamente > facendo preventiva segnalazione alla segreteria del corso, Signora Francesca Clemenza: > > francesca.clemenza(a)polimi.it > > Cordiali saluti, Sergio Bittanti >

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Link concorso RTDb a Padova
by Marco Ferrante 29 Jul '16

29 Jul '16

Cari colleghi, vi rimando il link per accedere alla pagina del concorso a RTDb di Padova, che nel precedente messaggio non funzionava http://www.math.unipd.it/it/news/?id=1898 Scusate il disguido Marco

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Stochastic Analysis workshop - 19 Sept 2016 - Leeds
by Elena Issoglio 28 Jul '16

28 Jul '16

This is to announce a one-day workshop on Topics in SDEs and their link to (S)PDEs. The workshop will be held in the School of Mathematics in Leeds (UK) on 19 September 2016. Registration is FREE but COMPULSORY (for catering porpuses). If you intend to take part please send an email to Elena Issoglio (e.issoglio(a)leeds.ac.uk). ______________________________________________ Programme 12:00-13:00 - Buffet lunch 13:00-13:45 - Russo, F. - BSDEs, càdlàg martingale problems and mean-variance hedging under basis risk 13:45-14:30 - Issoglio, E. - Forward-Backward SDEs with distributional coefficients 14:30-14:50 - Shi, Q. - American Eagle Options 14:50-15:30 - Coffee Break 15:30-16:15 - Dos Reis, G. - TBA 16:15-16:35 - Dhariwal, G. - 2D Stochastic Constrained Navier-Stokes Equations 16:35-16:55 - Johnson, P. - Optimal Stopping in Mathematical Statistics 18:30 - Social Dinner _______________________________________________ This workshop is sponsored by the LMS. Partial travel funding is available for young researchers including PhDs and Post-Docs. Please email Elena for further information about financial support. For more details see http://www.maths.leeds.ac.uk/topics_in_sdes Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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PhD in Financial Mathematics at the Scuola Normale Superiore (Pisa). Call 2016-2017
by Fabrizio Lillo 27 Jul '16

27 Jul '16

The call for applications to the 2016/2017 PhD program in Financial Mathematics at the Scuola Normale Superiore, Pisa, is available on the web site phd.sns.it/en, and on the home page of the institutional web site of the Scuola (www.sns.it). We are attaching with this letter an informative poster to distribute to your colleagues at other institutions. For the Autumn call (deadline August 30) three fellowships are available. For 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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PostDoc position at BCAM, Bilbao - Spain
by Gianni Pagnini 26 Jul '16

26 Jul '16

Dear colleagues, I would like to promote a two-year PostDoc position at BCAM - Basque Center for Applied Mathematics, Bilbao, Basque Country - Spain www.bcamath.org [1]. The research will be focused on modelling front propagation with application to wild-land fires and turbulent premixed combustion. The deadline is the 20th of September 2016. For more information please contact me: pagnini(a)bcamath.org http://www.bcamath.org/en/research/job/ic2016-summer-postdoctoral-fellow-in… [2] http://www.bcamath.org/documentos_public/archivos/ofertas/BCAM16_Postdoc_Pr… [3] Sincerely, Gianni -- Gianni Pagnini Ikerbasque Research Fellow BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini [4] _ _ _(__ __matematika mugaz bestalde )_ Links: ------ [1] http://www.bcamath.org [2] http://www.bcamath.org/en/research/job/ic2016-summer-postdoctoral-fellow-in… [3] http://www.bcamath.org/documentos_public/archivos/ofertas/BCAM16_Postdoc_Pr… [4] http://www.bcamath.org/gpagnini

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Monique Jeanblanc in Bologna April 14-15
by Sabrina Mulinacci 22 Jul '16

22 Jul '16

Dear all, I am pleased to announce that the Quantitative Finance Graduate Course of the University of Bologna will host a lecture from Prof. Monique Jeanblanc on the topic “ENLARGEMENT OF FILTRATION” The workshop will take place according to the following schedule: Thursday, 14 April, 2016: 15.00-18.00 Classroom 2 – Piazza Scaravilli 2, School of Economics, Ground Floor Friday, 15 April, 2016: 10.00-13.00 Classroom VII – Via Ranzani 1, Ground Floor Participation is free, but for logistic purposes we ask to register by sending an e-mail to: facecon.qfinance(a)unibo.it Sabrina Mulinacci 5x1000 AI GIOVANI RICERCATORI DELL'UNIVERSITÀ DI BOLOGNA Codice Fiscale: 80007010376

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Stochastic analysis day in Pisa, July 25
by Marco Romito 19 Jul '16

19 Jul '16

This is to announce a one-day conference in stochastic analysis and stochastic PDEs. The conference will take place in the Aula Magna of the Maths department in Pisa on Monday, July 25 2016. Speakers include: G. Da Prato (Scuola Normale Superiore),S. Cerrai (University of Maryland), A. Debussche (ENS Bretagne), G. Tessitore (Università di Milano Bicocca), M. Fuhrman (Politecnico di Milano), E. Priola (Università di Torino), L. Zambotti (UPMC Paris VI). For more details: http://www.dm.unipi.it/pages/romito/SPASS/workshop/20160725/ m.

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Bando SECS-S/06 II fascia a Siena (fwd)
by Tiziano Vargiolu 18 Jul '16

18 Jul '16

---------- Forwarded message ---------- Date: Mon, 18 Jul 2016 12:26:35 +0200 From: Prof. Claudio Pacati <claudio.pacati(a)unisi.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Bando SECS-S/06 II fascia a Siena Caro Tiziano, puoi diffondere sulla tua mailing list e su RANDOM questa informazione? Grazie, Claudio The Department of Economics and Statistics calls for an Associate Professor full time position in the scientific sector SECS-S/06 (Mathematical methods of economy, finance and actuarial sciences). Application term: August 4, 2016. Call:http://www.unisi.it/albo_pretorio/bandi/concorsi_interni/1-posto-di-profess ore-universitario-di-ruolo-fascia-degli-76 (direct link to the English text: http://www.unisi.it/sites/default/files/bando_inglese_23_13.pdf). >From the call: The candidate is a scholar with proven and relevant research activity and proven teaching experience, both undergraduate and graduate, also in English, on mathematical methods and tools (including scientific computing and data processing) useful in the construction and in the analysis of models and problems related to finance, to the analysis of financial markets, to financial risk management. He or she will be required to teach the following courses: Financial Mathematics (undergraduate, in Italian or English), Financial Modeling (graduate, in English). The selection committee will adhere to the following judging criteria: - Degree of internationalization of research activity. - Analytic evaluation of the scientific production, with particular regard to impact and diffusion in the corresponding scientific community and its international relevance, also considering the main bibliometric indicators used in the same scientific community. The selection committee has to consider originality, innovativeness, methodological strictness of the scientific production and the degree of independence of the candidates. For the evaluation of the scientific production, candidates are required to submit a maximum of twelve (12) publications. - Proven teaching experience in the reference scientific sector (Mathematical methods of economy, finance and actuarial sciences). A proven ability to organize and coordinate national and international research groups and national or international awards, contribute to the appreciation of the candidate. The commission may ask candidates to hold a seminar in English. -- prof. Claudio Pacati Dean of the School of Economics and Management Department of Economics and Statistics University of Siena p.zza S. Francesco, 7 I-53100 Siena (Italy) tel. +39 0577 232772

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job opportunity in ARPM
by Elisa Appolloni 15 Jul '16

15 Jul '16

Dear all, I am reaching out to you because at ARPM (the company for which I work) we are looking to add new resources for our Advanced Risk and Portfolio Management program. Would you mind circulating the message below to interested and qualified candidates? Thank you, Elisa Appolloni *** *The company * ARPM, LLC (www.arpm.co) is a privately held research institution based in New York City, directed by Attilio Meucci. ARPM's mission is to spread Advanced Risk and Portfolio Management ideas and techniques in the financial industry and in academia. *The opportunity* ARPM is looking for new consultants for its research project in Advanced Risk and Portfolio Management (see also http://www.arpm.co/jobposting/). The job, which requires a full time commitment, consists of reviewing and coding case studies in advanced quantitative finance. The consultant will work remotely from home or from one of the affiliate universities, communicating via multi-media with other members of the ARPM team. The position represents an excellent academic experience for applicants who intend to pursue a PhD, which ARPM may sponsor. The position also presents a great opportunity for candidates (that maybe have already a PhD) who wish to remain in the financial industry. Indeed, the learning curve is constantly steep, and the compensation is competitive. *The candidate* - Master's level degree in Physics, Mathematics or Economics (the PhD or master's degree in Quantitative Finance is a plus) - Good knowledge of multivariate calculus, linear algebra, multivariate statistics, probability, financial mathematics - Proficiency in LaTeX - Proficiency in MATLAB, Python, or similar programming languages - Working knowledge of English *Compensation* 22,000 euros per year (Graduate) 24,000 euros per year (Master in Quantitative Finance/PhD) -- *ARPM <http://www.arpm.co/>** - Advanced Risk and Portfolio Management**®*

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Siena Finance Workshop (fwd)
by Tiziano Vargiolu 15 Jul '16

15 Jul '16

---------- Forwarded message ---------- Date: Thu, 14 Jul 2016 19:53:56 +0200 From: Prof. Claudio Pacati <claudio.pacati(a)unisi.it> To: vargiolu(a)math.unipd.it Subject: Siena Finance Workshop Dear Tiziano, could you please submit to your mailing this announcement (attached) of a Finance workshop to be held in Siena September 30, 2016. Thanks, Claudio Pacati and Antonio Roma

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bando assegno di ricerca
by Sara Pasquali 13 Jul '16

13 Jul '16

Si informa che e' stato pubblicato il bando per un assegno di ricerca presso il CNR-IMATI di Milano, avente per argomento di ricerca la simulazione di dinamiche di popolazioni invasive. Il bando e' disponibile al sito http://www.imati.cnr.it/index.php/opportunities?layout=edit&id=490 Per la partecipazione alla selezione e' richiesto il possesso del diploma di laurea in una delle seguenti discipline: Matematica, Statistica, Fisica, Ingegneria biomedica, Ingegneria delle Telecomunicazioni, Ingegneria Elettronica, Ingegneria Informatica, Ingegneria per l’Ambiente e il Territorio, conseguito durante il periodo di vigenza di qualsiasi ordinamento dei corsi di laurea e identificati dai codici LM-40, LM-44, LM-82, LM-17, LM-21, LM-27, LM-26, LM-29, LM-25, LM-32, LM-35. Costituira' titolo preferenziale la capacita' di sviluppare in autonomia codici di programma per la simulazione di modelli matematici o l’esperienza nell’analisi di modelli descritti da equazioni differenziali. Per maggiori informazioni sul bando e sull'attivita' da svolgere si prega di contattare la Dott.ssa Sara Pasquali all'indirizzo e-mail: sara.pasquali(a)mi.imati.cnr.it Cordiali saluti Sara Pasquali -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail: sara.pasquali(a)mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

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StaTalk Roma
by Clara Grazian 11 Jul '16

11 Jul '16

Dear all, we are pleased to announce that the third meeting of the *StaTalk* series will be held at *Facoltà di Economia di Sapienza Università di Roma*on *September 9, 2016*. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. StaTalks are endorsed by Y-SIS ( https://sites.google.com/site/youngsocietaitalianastatistica/), the young section of the Italian Statistical Society. The topic of the third StaTalk will be on *Computational Tools for Statistical Modelling*. We will present and discuss both standard and new computational methods which represents fundamental tools for new challenging applications, such as economic, finance, genetic and official statistics. *Programme* *09.30-10.00 *Opening *10.00-10.40 *Christian Macaro (SAS System) "*A mixture of heterogeneous models with time dependent weights*" *10.40-11.10* Coffee break *11.10-11.50* Clara Grazian (MEMOTEF Department) "*Modelling financial dependence through approximate Bayesian inference*" *11.50-12.30* Stefano Vaccari (MEMOTEF Department) "*Pricing in the Presence of Social Learning: Modelling Information Aggregation in a Competitive Market*" *12.30-14.30* Lunch break *14.30-15.10 *Andrea Tancredi (MEMOTEF Department) "*A Bayesian approach for de-duplication, record linkage and inference with linked data.*" *15.10-15.50 *Luca Tardella (Department of Statistical Science) "*Alternative approaches for approximating marginal likelihood.*" *15.50-16.20* Coffee break *16.20-17.00 *TBA *17.00-17.30 *Closing Additional info can be found at the workshop page https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk… REGISTRATION to the third StaTalk are now open. *No conference fees are due, but registration is mandatory*, using the form available on the website. Clara Grazian PhD in Statistics Research Fellow *Memotef* *Facoltà di Economia* *Sapienza Università di Roma* via del Castro Laurenziano 9, 00161, Roma

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assegni di ricerca alla LUISS
by Marco Scarsini 11 Jul '16

11 Jul '16

Sono stati banditi alcuni assegni di ricerca alla LUISS, tra cui due sui seguenti temi: Economic models with uncertain demographic dynamics through SPDEs Social learning on social networks Le informazioni relative si trovano su http://economiaefinanza.luiss.it/node/5165 http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Workshop on Quantitative Finance 2017 - First Announcement
by Fabio Bellini 08 Jul '16

08 Jul '16

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postdoc position LMU (fwd)
by Tiziano Vargiolu 06 Jul '16

06 Jul '16

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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Wed, 6 Jul 2016 16:03:58 +0200 (CEST) From: Francesca Biagini <biagini(a)mathematik.uni-muenchen.de> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: postdoc position LMU Caro Tiziano, puoi far girare questo annuncio, per favore? Grazie ed un caro saluto, Francesca ****************************************************** The Department of Mathematics of the Ludwig-Maximilian-University Munich (LMU) invites applications for a Post Doctoral position (TV-L E13, 100%, 5 hours teaching) in Stochastics with applications in Financial and Insurance Mathematics. A research background in related fields is desirable but not necessary and candidates from all areas of probability/stochastics with interest in financial mathematics are encouraged to apply. Intended starting date for the position is at earliest convenience for a term of 1 year with possible extension upon successful completion of the first year. Your application should include a letter of motivation, curriculum vitae, a list of publications, and documentation of academic degrees and certificates. Up to three letters of recommendation are also welcome. Application deadline is August 15, 2016. For further details please visit http://www.fm.mathematik.uni-muenchen.de/jobs/index.html or contact Prof. Thilo Meyer-Brandis meyer-brandis(a)math.lmu.de

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ESOBE - Annual European Seminar on Bayesian Econometrics - Call for papers
by Monica Billio 06 Jul '16

06 Jul '16

7^th ANNUAL EUROPEAN SEMINAR ON BAYESIAN ECONOMETRICS *ESOBE 2016* * *Venice, Italy 27 - 28 October 2016 The workshop is organised by the *Department of Economics of the University Ca’ Foscari of Venice *(Venice, Italy), and is co-sponsored by the *European Central Bank *(Frankfurt) and *GRETA Associati *(Venice, Italy). The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. Empirical applications of Bayesian econometrics deal with issues such as financial time series analysis, risk management, economic growth analysis, measurement of policy effectiveness, individual decision making in marketing, labour market analysis, forecasting in monetary policy, just to name a few. The computational revolution in simulation techniques is a key ingredient in this expansion and allows the application of Bayesian methods to increasingly complex models and high-dimensional data environments. The ESOBE meetings are intended as a discussion forum for new and recent research methods that are capable to face these challenges. These techniques include, among others, semi-parametric modelling based on mixtures, shrinkage estimators, and variable selection methods. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·Bayesian financial econometrics ·Bayesian microeconometrics and program evaluation ·Bayesian nonparametric and semi-parametric methods based on countably infinite mixtures ·Shrinkage estimation and variable selection in high-dimensional data environments ·Computational methods for large datasets ·Efficient MCMC and SMC methods for complex models The keynote speakers of ESOBE 2016 are: ** *Christian P. Robert*(University Paris Dauphine and University of Warwick) *Thomas J. Sargent*(New York University) The Scientific Committee for the Conference consists of: *Monica Billio *(Ca’ Foscari University of Venice) *Fabio Canova*(BI Norwegian Business School) *Roberto Casarin *(Ca’ Foscari University of Venice) *Sylvia Frühwirth-Schnatter *(Wirtschaftsuniversität Wien) *Sylvia Kaufmann *(Study Center Gerzensee) *Gary Koop *(Strathclyde Business School) *Francesco Ravazzolo *(Free University of Bozen/Bolzano) *Herman K. van Dijk *(Erasmus University Rotterdam and VU University Amsterdam) CALL FOR PAPERS The final program will include both submitted and invited papers. In addition to invited presentations, the workshop will have: * contributed sessions; * a special session by junior scientist presentations; * a poster presentations. We would welcome submissions for these sessions. Submissions for the contributed sessions should be sent to ** <mailto:esobe2016@unive.it>*esobe2016(a)unive.it <mailto:esobe2016@unive.it>*by*July 15, 2016*. Researchers who received their Ph.D. after *October 2013 *or *expect to graduate by November 2016*, may register as "junior scientist" (a detailed CV has to be submitted during registration). Junior scientists may apply for a travel award (more detailed information will be soon available). Papers submitted by junior scientists will be eligible for the Special Session of Junior Scientist Presentations. IMPORTANT DATES July 15, 2016: Papers submission deadline August 20, 2016: Paper acceptance notification September 30, 2016: Deadline for registration More detailed information available on the Conference website: <http://virgo.unive.it/esobe2016/index.htm>http://virgo.unive.it/esobe2016/index.htm <http://www.greta.it/credit/credit2015/credit2015.htm> * Apologies for post-crossing.

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EFI2, December 5-6, Padova, Italy: first announcement
by Tiziano Vargiolu 05 Jul '16

05 Jul '16

Dear all, I am glad to invite you to contribute and take part in the second edition of the workshop Energy Finance Italia, this time held in Padova (Italy) on December 5-6, 2016: http://events.math.unipd.it/efi2/ The aim of this workshop, at its second national edition, is to aggregate in a yearly meeting all Italian researchers, both from academics as from the industrial world, who deal with energy markets and related topics in a wide sense (energy-related time series like market prices, weather etc., evaluation and optimization of physical assets, etc.). Nevertheless, the participation (both as speakers as in the audience) is by no means limited only to Italian speaking people, and non-Italian participants are very welcome. The formula of this workshop (and hopefully of the next ones to follow) is made after the very successful "Workshops in Quantitative Finance", held annually in Italy for the last 18 years: - NO invited speakers, but only contributed ones: this is intented to favour the presence of both young researchers and more senior colleagues, and will favour the exchange of ideas and the birth of new collaborations. - no parallel sessions, but only one session: everyone listens to everybody. - each talk will have an official discussant: this ensures some very interesting and fruitful academic discussions. We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance 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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