- Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: 6 PhD fellowship for PhD in Mathematics and Models in L'Aquila
by ida.minelli＠dm.univaq.it 04 Aug '15

04 Aug '15

---------------------------- Original Message ---------------------------- Subject: 6 PhD fellowship for PhD in Mathematics and Models in L'Aquila From: dottorato_mate_mode(a)dm.univaq.it Date: Sat, July 18, 2015 6:00 pm To: -------------------------------------------------------------------------- DO NOT REPLY TO THIS ADDRESS PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE 6+2 fellowships for the PhD program in: Mathematics and Models Dipartimento di Ingegneria e Scienze dell'Informazione e Matematica, L'AQUILA Italy Information and details on: http://www.univaq.it/en/section.php?id=1782&lang_s=en Deadline: August, 27 2015 -13 pm (local time) APPLICATIONS ON LINE ONLY. DO NOT SEND ANYTHING IN DIFFERENT WAYS, IT WILL NOT GET ANY CONSIDERATION FOLLOW THE RULES GIVEN IN ART.5 OF THE ANNOUNCEMENT For information please contact: dottorato.ricerca(a)cc.univaq.it Some informations are in attachment.

1 0

PhD Studentship on Large deviation principles for Random walks in Random potential
by Enrico Scalas 30 Jul '15

30 Jul '15

Car* collegh*, al Sussex abbiamo a disposizione fondi per un progetto di dottorato di probabilita'. Maggiori informazioni sono disponibili a partire dal nostro sito: http://www.sussex.ac.uk/study/money/scholarships/pgr2015/view/535 Per comodita' riporto l'annuncio qui sotto. Vi prego di farlo circolare tra le persone potenzialmente interessate. Cordiali saluti e grazie in anticipo, Enrico Scalas -- PhD Studentship on Large deviation principles for Random walks in Random potential We are pleased to offer this fully-funded PhD studentship, available in the Department of Mathematics at University of Sussex. The project aims to understand the behaviour of various `rare events' associated with aspects of three types of growth processes, namely first and last passage percolation or random walks in random potential. In random spatial processes such as these, we have always two sources of randomness. First, we have a background random environment on a lattice that creates the `random medium' and then, under a fixed environment, we define a measure on lattice paths. The goal of the proposed project is to understand not only the typical, but most importantly the atypical behaviour of these path measures and the paths themselves, under various conditions on the random environment. The usual techniques necessary for such endeavours are drawn from various areas of Analysis (Real, Complex, Convex and Functional) and probabilistic techniques that when not completely general, are usually model dependent. The PhD project will be under the supervision of Dr Nicos Georgiou.

1 0

Fwd: dottorato in Matematica a Pisa - pubblicazione bando
by Marco Romito 28 Jul '15

28 Jul '15

m.

1 0

Prova
by Carlo Sgarra 28 Jul '15

28 Jul '15

Messaggio di prova per Marco e Francesco. Carlo Sgarra

1 0

International Conference on "Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk" in Venice - Programme
by Monica Billio 26 Jul '15

26 Jul '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 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 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* 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 *fourteenth* of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy). 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.* The Scientific Committee for the Conference consists of: *Steven Ongena* (University of Zurich, Programme Chair), *Mark Carey (*Board of Governors of the Federal Reserve System), *Hans Degryse* (KU Leuven), *Jan Krahnen* (Goethe University), *André Lucas* (VU University Amsterdam), *Loriana Pelizzon* (Ca’ Foscari University of Venice and Goethe University) and *Stephen Schaefer* (London Business School). PROGRAMME Thursday, October 1 2015 9.00 - 9.15_Welcome and Opening Remarks _Monica Billio (Ca’ Foscari University of Venice) Steven Ongena (University of Zurich & Swiss Finance Institute, CREDIT 2015 Programme Chair) 9.15 - 11.00_Session I: Organization and Risk_ Key-note talk: Vikrant Vig (London Business School) /Financial Synergies and the Organization of Bank Affiliates: A Theoretical Perspective on Risk and Efficiency, /Elisa Luciano (University of Torino) and Clas Wihlborg (Chapman University) /Restructuring Failure and Optimal Capital Structure, /Alfred Lehar (University of Calgary) 11.45 - 13.00_Session II: Systemic Risk_ Key-note talk: Mark Carey (Board of Governors of the Federal Reserve System) /Soft Budget Constraints and Systemic Risk, /Alan D. Morrison (University of Oxford) and Ansgar Walther (University of Oxford) 14.15 - 15.15_Session III: Securitization_ /Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment, /Matthias Efing (Swiss Finance Institute & University of Geneva) /Securitisation and Risk Retention in European Banking: The Importance of Collateral and Prudential Regulation, /Alessandro Diego Scopelliti (University of Warwick) 15.15 - 16.15**_Poster Session 1 _16.15 - 18.00_Session IV: Housing Credit Risk_ Key-note talk: Hayne Leland (University of California, Berkeley) /Loan Product Steering in Mortgage Markets, /Sumit Agarwal (National University of Singapore), Gene Amromin (Federal Reserve Bank of Chicago), Itzhak Ben-David (Ohio State University) and Douglas D. Evanoff (Federal Reserve Bank of Chicago) /Changes in Buyer Composition and the Expansion of Credit During the Boom, /Manuel Adelino (Duke University, Durham), Antoinette Schoar (MIT Sloan School of Management, Cambridge & NBER) and**Felipe Severino**(Dartmouth, Hanover) Friday, October 2 2015 9.00 - 10.30_Session V: Information Asymmetries_ /Rating Agencies and Information Efficiency: Do Multiple Credit Ratings Pay Off? The Case of RMBS Rating Migration, /Stefan Morkoetter (University of St. Gallen), Roman Stebler (University of St. Gallen) and Simone Westerfeld (University of Applied Sciences Northwestern Switzerland) /Show Me Yours and I’ll Show You Mine: Sharing Borrower Information in a Competitive Credit Market, /Jaap Bos (Maastricht University), Ralph De Haas (EBRD and Tilburg University) and Matteo Millone (VU University Amsterdam) /Unsecured Credit Supply over the Credit Cycle: Evidence from Credit Card Mailings, /Song Han (Board of Governors of the Federal Reserve System), Benjamin J. Keys (University of Chicago) and Geng Li (Board of Governors of the Federal Reserve System) 11.15 - 13.00_Session VI: Interbank Market and Liquidity Risk_ Key-note talk: Viral Acharya (New York University) /Lending-of-last-resort Is as Lending-of-last-resort Does: Central Bank Liquidity Provision and Interbank Market Functioning in the Euro Area, /Carlos Garcia de Andoain (European Central Bank), Florian Heider (European Central Bank), Marie Hoerova (European Central Bank) and Simone Manganelli (European Central Bank) / The Euro Interbank Repo Market, /Loriano Mancini (Swiss Finance Institute), Angelo Ranaldo (University of St. Gallen) and Jan Wrampelmeyer (University of St. Gallen) 14.30 - 15.30_Session VII: Inequality and Credit Risk_ /Does Inequality Cause Financial Distress? Evidence from Lottery Winners and Neighboring Bankruptcies, /Sumit Agarwal (National University of Singapore), Vyacheslav Mikhed (Federal Reserve Bank of Philadelphia) and Barry Scholnick (University of Alberta) /Conflicting Security Laws and The Democratization of Credit: France's Reform of the Napoleonic Code, /Kevin Aretz (Manchester Business School), Murillo Campello (Cornell University & NBER) and Maria-Teresa Marchica (Manchester Business School) 15.30 - 16.30_Poster Session 2 _16.30 - 18.00_PANEL Session _ 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/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.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 Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT500 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 1st, 2015, 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/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm> * Please accept our apologies for any crossed e-mails. 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/> -- This message has been scanned for viruses and dangerous content by *MailScanner* <http://www.mailscanner.info/>, and is believed to be clean. -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

1 0

Postdoc position at Roma Tre
by Pietro Caputo 23 Jul '15

23 Jul '15

Dear Colleague, We would like to draw your attention to two 1-year postdoc positions (assegni di ricerca) based at the Department of Mathematics and Physics of the University of Roma Tre. The first position is focused on Mathematical Physics, more specifically on many-body quantum mechanics and effective theories for condensed matter systems, and it is funded through the FIR grant COND-MATH ("Condensed Matter in Mathematical Physics", principal investigator: Michele Correggi, website www.cond-math.it ). Contact person: M. Correggi michele.correggi(a)gmail.com The second position, funded through the joint project Roma Tre-Marseille "HYPATIE A*MIDEX", has a wider focus and it is open to candidates with a strong background either in Probability Theory (random matrices, random graphs, interacting particle systems, Markov chains) and/or Mathematical Physics (mathematical statistical physics, dynamical systems and quantum mechanics). The local group in Roma Tre active in the above topics include P. Caputo, G. Gentile, A. Giuliani, F. Martinelli, A. Pellegrinotti and E. Scoppola. For this position the detailed research project will be agreed on with the team members. Contact person: A. Giuliani giuliani(a)mat.uniroma3.it Both appointments are for 1 year, starting at the beginning of 2016. The calls will be opened in October 2015 and the examinations of the cv's and the interviews will take place in November/December 2015. Please forward the above information to potentially interested candidates. Thank you in advance, Best regards, Pietro Caputo, Michele Correggi, Guido Gentile, Alessandro Giuliani, Fabio Martinelli, Alessandro Pellegrinotti, Elisabetta Scoppola

1 0

Postdoc positions
by Marco Scarsini 22 Jul '15

22 Jul '15

The Department of Economics and Finance at LUISS has two postdoc positions in the area of Applied Mathematics: 1. Mathematical Models for the Study of Heterogeneous Systems and the Management of Renewable Resources: Stochastic Case 2. Games on Networks Under Uncertainty The application deadline is 2015 September 4. Details can be found at http://tinyurl.com/qeayc2x ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Fwd: 3rd Barcelona Summer School on Stochastic Analysis - July 2016 - CRM
by Marco Romito 20 Jul '15

20 Jul '15

1 0

XXXI ciclo - dottorato di ricerca Univ.Salento e Univ.Basilicata - Bando
by DI NARDO Elvira 19 Jul '15

19 Jul '15

L'Università del Salento, in convenzione con l'Università degli Studi della Basilicata, ha bandito 7 posti di dottorato, di cui 6 con borsa e 1 senza borsa IN “MATEMATICA E INFORMATICA” Tematiche di ricerca • Algebra: Teoria dei gruppi e delle algebre, combinatoria e teoria delle rappresentazioni. • Geometria: Geometria combinatoria, geometria differenziale. • Analisi Matematica: Calcolo delle variazioni, equazioni alle derivate parziali, analisi funzionale, analisi complessa. • Probabilità e Statistica Matematica: Teoria dei processi stocastici, copule e statistica multivariata; applicazioni alla finanza, biostatistica, teoria dei segnali. • Fisica Matematica: Termodinamica dei sistemi continui, relatività generale e cosmologia. • Analisi Numerica: Teoria dell'approssimazione, trattamento numerico di equazioni differenziali ed integrali. • Informatica: Basi di dati, ingegneria del software, algoritmi, grafica, reti e sistemi distribuiti. Le informazioni relative al bando si trovano su: https://www.unisalento.it/c/document_library/get_file?p_l_id=256165&folderI… La scadenza per la presentazione delle domande è il 3 Agosto 2015. La selezione avverrà per valutazione dei titoli e colloquio: - la prova scritta si terrà il giorno 9 settembre 2015 alle ore 15.00 - il colloquio si terrà il giorno 11 settembre 2015, a partire dalle ore 15.00 Con preghiera di massima diffusione soprattutto fra gli studenti. Cordiali Saluti Elvira Di Nardo -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

1 0

Austrian Stochastic Days
by Carlo Sgarra 16 Jul '15

16 Jul '15

Inoltro il seguente annuncio per chi fosse eventualmente interessato. Cordiali Saluti. Carlo Sgarra Dipartimento di Matematica Politecnico di Milano Dear Colleagues, We would like to invite you to participate in the 4th Austrian Stochastics Days https://fam.tuwien.ac.at/asd2015/ which will be held in Vienna from 28th to 29th of September 2015. Our invited speakers will be Evelyn Buckwar (Johannes Kepler University Linz) Jirí Cerný (University of Vienna) This event shall especially give young researchers the opportunity to present their work and to network with other colleagues from or near Austria. Therefore, we would also ask you to PLEASE FORWARD this announcement to doctoral students and postdocs within your research group and department! Thank you. Every participant is invited to submit a talk. The duration of talks is expected to be about 20 minutes (plus 5 minutes discussion) but depending upon the number of submissions this may slightly be adjusted (+/- 5 minutes). For submission please send title and abstract (plain text) to austrian.stochasticdays(a)gmail.com<mailto:austrian.stochasticdays@gmail.com> until August 15, 2015. We would appreciate if you send in your title/abstract as early as possible as this allows us to estimate the number of participants better. In order to have time to talk to each other we also plan to meet for dinner in the evening of the 28th of September. For more information please visit: https://fam.tuwien.ac.at/asd2015/ Best regards and looking forward seeing you, Friedrich Hubalek and Christian Kühn (Vienna University of Technology) [https://ssl.gstatic.com/ui/v1/icons/mail/images/cleardot.gif]

1 0