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de Finetti risk seminar - marzo 2014
by Emanuela Rosazza Gianin 12 Mar '14

12 Mar '14

On behalf of the Scientific Committee of The de Finetti Risk Seminars - on the Mathematical Theory of Economics and Finance in Milano, we are glad to invite you to participate at the "de Finetti Risk Seminar" on March 19, 2014 at 18.00 with the Lecture A continuous auction model with insiders GIULIA DI NUNNO University of Oslo ABSTRACT In a unified framework we study equilibrium in the presence of an insider having information on the signal of a firm value, which is naturally connected to the fundamental price of the firm related asset. The fundamental value itself is announced at some future random stopping time. We consider the two cases in which this release time of information is known and not known to the insider. We study the structure of the optimal insider's strategies in equilibrium and we discuss market efficiency in the two cases of insider's information. Some examples of explicit insider's strategy will be provided. This is joint work with Jose Manuel Corcuera, Gergely Farkas, and Bernt Øksendal. LOCATION: The seminar will be held on Wedsnesday, March 19, at 18.00 at Aula Chisini, Department of Mathematics, Milano University, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Università di Milano Bicocca Edificio U7 - 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD position - Politecnico di Milano Dept. of Mathematics
by Simone Vantini 11 Mar '14

11 Mar '14

*Position:*PhD position in "Statistical Methods for Geosciences" in Mathematical Models and Methods in Engineering. *Institution:*Department of Mathematics, Politecnico di Milano, Milan, Italy. *Duration:*3 years, beginning May 1, 2014. *Monthly net income:*1.200 euro. *Deadline for applications: *14:00 (GMT+1:00), March 18, 2014. *Details for applications: *please click here <http://www.ricerca.polimi.it/fileadmin/files/dottorato/concorso29/bandi_agg…> to download the official call. *Motivations and objectives of the research in this field:*Problems characterized by high-dimensional and complex data have become more and more common in engineering. Due to their complexity, in many situations these data contain redundant information since their underlying structure may involve only a reduced number of relevant features. This research aims at developing new methods for the detection of suitable subspaces where data (possibly spatially-dependent) can be represented, interpreted and analyzed. The interest extends also to the identification of suitable basis, which should capture the relevant geophysical features of the phenomenon under study and allow for computationally efficient statistical analysis. *Methods and techniques that will be developed and used to carry out the research:* The PhD program aims at training young researchers by providing them with a strong mathematical background and with ability to apply their knowledge to the solution of real-world problems in the areas of Statistics and Scientific Computing. *Educational objectives:*The PhD students carry their research both in the development of new mathematical methods and in the implementation and improvement of advanced techniques in connection with specific contexts and applications. Further information can be obtained by consulting the dedicated website http://www.mate.polimi.it/dottorato *Job opportunities:* Job opportunities are in companies and research agencies which are leaders in their respective fields. *Further Details:* please click here <http://www.ricerca.polimi.it/fileadmin/files/dottorato/concorso29/bandi_agg…>for further details. -- Simone Vantini MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics "F. Brioschi" - Politecnico di Milano Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy Phone: (+39) 02 2399 4554 Email: simone.vantini(a)polimi.it Website: http://mox.polimi.it/~vantini/

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[Fwd: Corso al GSSI]
by davide gabrielli 10 Mar '14

10 Mar '14

Il Prof. *Pablo Ferrari* (Dipartimento di Matematica, Università di Buenos Aires) terrà un corso presso il GSSI (Gran Sasso Science Insittute L'Aquila) dal titolo *Graphical constructions for Markov processes and interacting particles processes. * Il corso inizierà il giorno mercoledi 19 Marzo alle ore 9 e proseguirà per 4 settimane col seguente orario: mercoledi, giovedi e venerdi 9-11. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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[Fwd: seminario Gssi]
by davide gabrielli 10 Mar '14

10 Mar '14

Il giorno Giovedi 13 Marzo alle ore 16 presso il GSSI (Gran Sasso Science Institute, L'Aquila) la Prof. *Inés Armendariz *del Dipartimento di Matematica dell'Università di Buenos Airesterrà il seguente seminario: *Title*: Scaling limit of the condensate dynamics in the zero-range process *Abstract*: We consider the zero-range process on the one dimensional torus with L sites and N particles, in the supercritical regime when N=L exceeds the critical density. It is known that in the stationary state, as L goes to infinity, the excess particles accumulate at a randomly chosen position, forming the condensate. We now show that, at the right scale, this condensates moves according to a Lévy process on the rescaled torus, with rates determined by the jump distribution of the original zero range process. For instance, for nearest neighbour probabilities, the limiting Lévy process will have rates inversely proportional to the jump length. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Internationalization programme at the University of Verona - Master degree in Mathematics
by Luca di persio 08 Mar '14

08 Mar '14

Dear, this is an invitation to foreign teachers, coming from a European University or non-European, to share didactical projects with the professors in charge of a particular course given within the Master degree in Mathematics at the University of Verona. Such opportunity, funded by the Unviersity of Verona, has been also thought to start a *scientific collaboration with professors afferent to the Master degree in Mathematics*: http://www.di.univr.it/?ent=cs&id=418&lang=en The minimum lenght of stay is *1 week to which corresponds a reimbursement of 2k euros*. Additional 600 euros will be payed for any additional week *and up to 3.5K euros for one month and 11k euro for three months*. The teaching load is fixed at 6 hours per week. *Collaborations in the field of stochastic processes, SPDEs theory and their applications to Mathematical Finance are particularly welcome.* Please, spread the present message to anyone you think that could be interested in the project. For any further details, feel free to contact me: luca.dipersio(a)univr.it dipersioluca(a)gmail.com or the Internationalization Office of Verona University: relazioni.internazionali(a)ateneo.univr.it Hope to hear from you soon, Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Young Finance Scholars' Conference and Quant Finance Workshop
by Enrico Scalas 07 Mar '14

07 Mar '14

Car* collegh*, vi segnalo un'iniziativa dell'Università del Sussex con preghiera di diffusione. Nel caso i link sottostanti non funzionassero si puo' usare: www.sussex.ac.uk/bmec/qfin <http://UrlBlockedError.aspx/> Cordiali saluti Enrico Scalas Professor of Statistics and Probability University of Sussex Young Finance Scholars' Conference and Quant Finance Workshop<http://www.sussex.ac.uk/bmec/qfin/> The Finance group at the University of Sussex is pleased to announce a conference that is specially designed for junior scholars in Finance, followed by a (separately bookable) Quantitative Finance Workshop. Both events are hosted by the Department of Business and Management<http://www.sussex.ac.uk/bam/> in the School of Business, Management and Economics<http://www.sussex.ac.uk/bmec/> . Young Finance Scholars' Conference<http://www.sussex.ac.uk/bmec/qfin/conference> Quantitative Finance Workshop<http://www.sussex.ac.uk/bmec/qfin/workshop> *Thursday, 8th May 2014* *Friday, 9th May 2014* The conference provides an opportunity for junior scholars that have little (or no) experience with publishing in academic journals to share their research, debate their methodology and results, network with their peers from other institutions and - primarily - to receive expert comment and advice on publication from leading finance academics, including: - Professor Carol Alexander - University of Sussex - Professor Ben Hambly - University of Oxford - Professor Mike Lipkin - Columbia University, New York - Professor Brian Lucey - Trinity College, Dublin - Dr. Norman Seeger - VU University, Amsterdam The workshop is given by *Mike Lipkin,* a renowned specialist on Event-Driven Finance and co-author (with Marco Avallaneda) of the paper winning the Risk Magazine Quant-of-the-year award 2010. Designed to appeal to both practitioners and academics, Mike will describe his path-breaking work on trading attendant to market events, such as earnings announcements or crashes. Places are limited and workshop participation is allocated on a first come first served basis. Please visit our website www.sussex.ac.uk/bmec/qfin<http://UrlBlockedError.aspx>for more details on the conference and workshop and to register.

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Fwd: [stoch-ned-l] Announcement workshop Population Dynamics and Statistical Physics in Synergie
by Cristian Giardina 06 Mar '14

06 Mar '14

---------- Forwarded message ---------- From: Koorn, P.M. <Koorn(a)eurandom.tue.nl> Date: Thu, Mar 6, 2014 at 2:55 PM Subject: [stoch-ned-l] Announcement workshop Population Dynamics and Statistical Physics in Synergie To: "stoch-ned-l(a)science.uu.nl" <stoch-ned-l(a)science.uu.nl> We would like to announce the upcoming workshop on Population Dynamics and Statistical Physics in Synergy To be held at Eurandom, Eindhoven, the Netherlands Date: August 25-29, 2014 Organizers: C. Giardina, A. Greven, F. den Hollander Mini courses by: J. Kurchan, C. Richard Talks by 20 other researchers. More information on http://www.eurandom.nl/events/workshops/2014/Population_Dynamics/Population… On behald of the organizers, Kind regards, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl

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Fwd: (fwd)
by Lucia Caramellino 06 Mar '14

06 Mar '14

---------- Forwarded message ---------- Date: Tue, 4 Mar 2014 09:19:49 +0100 From: Maria Chiarolla <maria.chiarolla(a)uniroma1.it> To: Lucia Caramellino <caramell(a)axp.mat.uniroma2.it> Subject: Fwd: ---------------------------------------- vi informo che sul sito della Facolt�, nell'apposita sezione http://www.economia.uniroma1.it/node/5559/affidamenti-e-contratti, � stato pubblicato un bando per n. 7 posti per contratti di collaborazione coordinata e continuativa, per lo svolgimento di corsi di recupero e sostegno per i seguenti insegnamenti: Economia Aziendale, Economia e Gestione delle Imprese, Finanza Aziendale, Istituzioni di Diritto Pubblico, *Matematica corso base*, Politica Economica, Statistica corso base. *La scadenza prevista per la presentazione delle domande � il giorno 11 marzo 2014.* Vi invito a darne la massima diffusione. Grazie, MCh

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[amases-soci] Fwd: Second Call e web site 38mo Convegno AMASES 2014 (fwd)
by Tiziano Vargiolu 05 Mar '14

05 Mar '14

---------- Forwarded message ---------- Date: Wed, 05 Mar 2014 14:34:21 +0100 From: Antonella Basso <basso(a)unive.it> To: Soci AMASES <amases-soci(a)listserv.unive.it> Subject: [amases-soci] Fwd: Second Call e web site 38mo Convegno AMASES 2014 Cari Soci AMASES, vi inoltro la seconda call del Convegno AMASES 2014 e il link al sito web. Cordiali saluti Antonella Basso -------- Messaggio originale -------- Oggetto: Second Call e web site 38mo Convegno AMASES 2014 Data: Wed, 5 Mar 2014 13:10:56 +0100 Mittente: Massimiliano Ferrara <massimiliano.ferrara(a)unirc.it> A: Antonella Basso <basso(a)unive.it> CC: basile(a)unina.it, Weinrich Gerd <gerd.weinrich(a)unicatt.it> Cara Antonella, Ti chiedo cortesemente di comunicare ai Consoci che il sito del prossimo Convegno Amases e' da questa mattina on line al seguente indirizzo: www.amases2014.unirc.it Un abbraccio Massimiliano Ferrara -- Antonella Basso Dipartimento di Economia Universita 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 post-dottorale, presso CNR IMATI-MI
by Antonio Pievatolo 04 Mar '14

04 Mar '14

Segnalo la pubblicazione di un bando per un assegno di ricerca post-dottorale su "Analisi statistica dei dati", con scadenza il prossimo 24 marzo. I dettagli si trovano nella seguente pagina web: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/72788 Cordiali saluti Antonio Pievatolo -- Dr Antonio (Marco) Pievatolo CNR IMATI Tel. +39 02 23699.521 (direct: 520) Web www.mi.imati.cnr.it/marco

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