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Fwd: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab (fwd)
by Tiziano Vargiolu 21 Apr '16

21 Apr '16

> From: Marco LiCalzi <mlicalzi(a)gmail.com> > Subject: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab > Date: 4 April 2016 at 19:49:56 GMT+2 > To: random(a)mail.dm.unipi.it > > >> ------------------------------------------------------------------------------------ >> Summer School in Computational Econometrics >> ================================================ >> The XIV edition of the Summer School in >> "Computational Econometrics" >> will be held at the "Dipartimento di Scienze dell'Economia" of the >> University of Salento (Lecce, Italy) >> from July 25 to July 29, 2016. >> The main aim of this 30 hours course is to provide an introduction to >> applied macroeconomics and macroeconometrics with MATLAB. >> In addition, Waf, a Python-based project-building framework will be introduced. >> Lecturer: Prof. Dr. Ulrich Woitek, Department of Economics, >> University of Zurich. >> (deadline for application: 30 June 2016) >> For details visit: >> http://www.seec.unisalento.it <http://www.seec.unisalento.it/>

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PhD / PostDoc position in Bochum
by Francesco Caravenna 21 Apr '16

21 Apr '16

Ricevo e inoltro. > Ph.D. or PostDoc position at Ruhr University Bochum (Germany) > The Faculty of Mathematics at the Ruhr University Bochum has an opening for a > Ph.D. position (salary scale TV-L E 13, 75%; including social benefits) > or a > PostDoc position (salary scale TV-L E 13, 100%; including social benefits) > in probability theory starting October 1st 2016. > > Candidates should have completed (or are about to complete) a M.Sc. degree (or equivalent) or a Ph.D. in mathematics, in particular in probability theory or a closely related field. The positions carry a modest teaching load (3h per week for the Ph.D. position and 4h per week for the PostDoc position) which, in case of foreign applicants, can be offered in English. > The Faculty of Mathematics at the Ruhr University Bochum (http://www.ruhr-uni-bochum.de/ffm/) provides a lively working atmosphere with excellent working conditions. Applicants will profit from the cooperation with a large number of research groups working in probability theory as well as from the DFG-funded research training group RTG 2131 „High-Dimensional Phenomena in Probability – Fluctuations and Discontinuity“ (https://sites.google.com/site/rtg2131/). > We encourages the application of female candidates. Disabled persons will be given preferential treatment in case of otherwise equal qualification. > > > Electronic applications with the usual documents (CV, diplomas, list of publications if available) should be addressed before May 20, 2016 to: tanja.schiffmann(a)rub.de. > > If you have any questions, please send an e-mail to > > Prof. Dr. Peter Eichelsbacher > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html > peter.eichelsbacher(a)rub.de > > or to > > Prof. Dr. Christoph Thäle > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/Thaele/index.html > christoph.thaele(a)rub.de >

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Seminario Prof. Huyên Pham (Paris Diderot) al Politecnico di Milano
by Fulvia Confortola 21 Apr '16

21 Apr '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Fulvia Confortola -------------- Si avvisa che il giorno giovedì 5 maggio 2016 alle ore 11:30 nell'Aula Seminari al III piano del Dipartimento di Matematica (Edificio La Nave) del Politecnico di Milano, Via Bonardi 9, Milano, si terrà il seguente seminario Titolo: Control of stochastic McKean-Vlasov equation and applications. Relatore: Prof. Huyên Pham, Università Paris Diderot (Paris 7).

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Bando per ricercatore a tempo indeterminato al CNR
by Antonella Bodini 19 Apr '16

19 Apr '16

Con preghiera di massima diffusione, si informa che sulla Gazzetta Ufficiale n. 24 del 25/03/2016, *con scadenza : 26/04/2016 (ore 18.00)*, e' stato pubblicato il *Bando CNR.367.3* per l’assunzione con contratto di lavoro a tempo pieno e indeterminato di 1 unità di personale con profilo Ricercatore o Tecnologo, III livello professionale presso l'Istituto di Biologia e Biotecnologia Agraria - MILANO – del Consiglio Nazionale delle Ricerche. E' richiesto di aver svolto, per almeno un triennio, a seguito di stipula di contratti di lavoro subordinato o di contratti di collaborazione coordinata e continuativa ovvero a seguito di conferimento di assegni di ricerca o borse di studio, presso Università o qualificati Enti e Centri di ricerca pubblici o privati, anche stranieri, attività di ricerca post laurea nella seguente tematica: *Sviluppo di modelli quantitativi di predizione e interpretazione applicati allo studio del metabolismo in organismi di interesse agrario*, ovvero il possesso del titolo di Dottore di Ricerca attinente alla medesima. Il bando e' pubblicato anche sui siti istituzionali del CNR: https://selezionionline.cnr.it/ e www.urp.cnr.it . Cordiali saluti, Antonella Bodini -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) *** SI PRENDA NOTA CHE PER LAVORI DI RISTRUTTURAZIONE ATTUALMENTE L'ACCESSO E' DA VIA CORTI 12. *** tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Vienna Congress on Mathematical Finance, September 2016
by Tiziano Vargiolu 18 Apr '16

18 Apr '16

---------- Forwarded message ---------- Date: Fri, 15 Apr 2016 16:02:12 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Input for mailing list RANDOM ------------------------------------------------------------------ Subject: Vienna Congress on Mathematical Finance, September 2016 =================================================== Vienna Congress on Mathematical Finance (VCMF 2016) Vienna, Austria Mon-Wed, September 12-14, 2016 VCMF Educational Workshop Thu-Fri, September 15-16, 2016 http://fam.tuwien.ac.at/vcmf2016/ =================================================== Location: Campus of WU Wien Library & Learning Center (LC) and Teaching Center (TC) Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Wien - Vienna University of Economics and Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsors (alphabetical order): KPMG Austria Raiffeisen Bank International (further sponsors are welcome) The conference will bring together leading experts from various fields of Mathematical Finance such as: - Limit Order Book / High Frequency Trading - Credit Risk / Systemic Risk - Computational Methods and Calibration - New Financial Markets - Stochastic Volatility Models - Risk Measures and Optimization The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 15 and 16 with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. Plenary Speakers... ... at the Congress: Freddy Delbaen (ETH Zurich, CH) Hans F?llmer (Humboldt-Universit?t zu Berlin, DE) Peter Friz (Technische Universit?t Berlin, DE) Emmanuel Gobet (?cole Polytechnique, FR) Mathieu Rosenbaum (?cole Polytechnique & UPMC, FR) Josef Teichmann (ETH Zurich, CH) Almut Veraart (Imperial College London, UK) ... at the Educational Workshop Nicole B?uerle (Karlsruhe Institute of Technology, DE) Alexander McNeil (Heriot-Watt University, UK) Johannes Muhle-Karbe (University of Michigan, US) Peter Tankov (Universit? Paris-Diderot (Paris 7), FR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Invited Speakers... ... at the Congress: Elisa Alos (Universitat Pompeu Fabra Barcelona, ES) Christian Bayer (WIAS, DE) Agostino Capponi (Columbia University, US) Patrick Cheridito (Princeton University, US) Ulrich Horst (Humboldt-Universit?t zu Berlin, DE) Jan Kallsen (Christian-Albrechts-Universit?t zu Kiel, DE) R?diger Kiesel (Universit?t Duisburg-Essen, DE) Antonis Papapantoleon (TU Berlin, DE) Alexander Schied (Universit?t Mannheim, DE) Philipp Sch?nbucher (Financialytic GmbH, DE) Jorge P. Zubelli (IMPA, BR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Submission of Contributed Talks & Posters: The call for contributed talks & posters is open until April 30, 2016. Acceptance/rejection letters will be sent about end of May 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php Participation and Registration: Early registration is possible until June 30, 2016. Standard registration is possible until August 15, 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php CPD: The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may qualifies for up to 31 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2016. 20 CPD credits for the Vienna Congress on Mathematical Finance (Sep 12-14) and 11 CPD credits for the VCMF Educational Workshop (Sep 15-16). VCMF 2016 is accredited by the AV? - Actuarial Association of Austria Details from other national actuarial associations will follow soon. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2016(a)fam.tuwien.ac.at We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 organisers: Mathias Beiglb?ck, Christa Cuchiero, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock Save the Date: ============== 21st International Congress on Insurance: Mathematics and Economics (IME 2017) TU Vienna, Mon?Wed, July 3?5, 2017 http://fam.tuwien.ac.at/ime2017/

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Annuncio Mini Corso - Giovanni Zanco - Pisa
by Marta Leocata 17 Apr '16

17 Apr '16

Cari tutti, nei giorni mercoledi' 19 aprile, dalle ore 11:00 alle 13:00 (presso l'aula seminari) giovedì 20 aprile, dalle ore 11:00 alle ore 13:00 (presso l'aula Magna) Giovanni Zanco terra' un minicorso dal titolo A brief introduction to rough paths Abstract: We will introduce basic concepts and tools from rough paths theory, motivated by the need to establish a solution theory for differential equations driven by irregular signals. In particular we will discuss controlled rough paths, integration against rough paths, we will compare it to stochastic integration theories and show how classical results can be extended to the rough paths framework. We will mainly consider \alpha-Hölder signals with \alpha\in(1/3,1/2]; this choice allows to simplify many concepts of the theory and, although restrictive, provides enough instruments to deal with interesting problems, like nonlinear SPDEs driven by space-time white noise. Saluti, Marta Leocata

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Senior Lecturer/Reader and Lecturer Positions in Probability and Statistics at Sussex
by Enrico Scalas 15 Apr '16

15 Apr '16

Car* collegh*, vi segnalo i bandi riguardanti due posti di probabilita' e statistica all'Universita' del Sussex: http://www.sussex.ac.uk/aboutus/jobs/741 http://www.sussex.ac.uk/aboutus/jobs/736 http://www.jobs.ac.uk/job/ANL689/lecturer-in-statistics-and-probability/ http://www.jobs.ac.uk/job/ANL687/senior-lecturer-reader-in-statistics-and-p… La scadenza e' il 17 maggio. Cordiali saluti, Enrico Scalas

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post doc position in Florence "Instability forecasters for the financial markets", deadline 2 of May
by cecilia mancini 15 Apr '16

15 Apr '16

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia my Department in Florence is issuing a post doc position for ONE YEAR (which we expect to be able to renew for another year). The call just appeared at http://www.unifi.it/mod-MDAssRic.html?target=a look for Dipartimento di Scienze per l'Economia e l'Impresa The SUBJECT is: Instability forecasters for the financial markets I am the responsible of the project. Unfortunately my university at moment only issues calls in Italian. The project however is described also in English. If somene interested has problems to understand the call can write me The annual salary is 19'367 Euros (of which a sum of about 7% to 10% will be accrued for pension). DEADLINE: the candidacy has to arrive at the Department by 2 of May at 1 pm. It is possible to send it by pec email, if the candidate has a personal one. An interview will be made to the best candidates on May, the 16th, at my Department in Florence. The research activity will START on June 2016, the 1st. REQUISITES. Master degree in Math or Physics, Engineering, Finance, Economy; at least 2 years of research experience; pertinent curriculum with the project. We ask the candidate has: a good background in mathematical analysis, in the theory of probability and stochastic processes, in econometry; a good ability in manipulating financial data and in creating and implementing routines in matlab (and possibly in C); availability in being present at the Department at least 1-2 days per week

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Mini course in Verona: BSDEs with applications, by Adrian Zalinescu
by Luca di persio 15 Apr '16

15 Apr '16

Mini course announcement Prof. Adrian Zalinescu [ University Al.I.Cuza ] will give a mini course on Backward Stochastic Differential Equations with applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons 26th of April - from 1430 to 1730 27th of April - from 1530 to 1830 28th of April - from 1530 to 1830 5th of May - from 1530 to 1730 6th of May - from 1530 to 1830 All the lessons will take place at the Dept. of Computer Science, Strada le Grazie, 15 - Verona Ca' Vignal 2, first floor , Room M. located here https://goo.gl/maps/Yx2JU The* tentative programme* is the following: 1. BSDEs – general results Existence and Uniqueness of Solutions Comparison Principles Examples of Linear and Nonlinear BSDEs linear BSDEs arising from optimal control applications one-dimensional BSDEs with non-Lipschitz coefficients, especially with quadratic growth generators reflected BSDEs. 2. Markovian BSDEs Forward-backward SDE The nonlinear Feynman-Kac formula Connection with Partial Differential Equations 3. Applications in Mathematical Finance Along the above two theoretical directions which constitute the frame of the course, various applications in mathematical finance and insurance will be given. We mention here a few: Pricing of European and American options, Hedging, Risk-Sensitive Control. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ 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 Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…>

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Seminario PAOLO DAI PRA @ UniTo
by Federico Polito 14 Apr '16

14 Apr '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* mercoledì 4 Maggio 2016 alle ore 14:30 in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. PAOLO DAI PRA (Università degli Studi di Padova) terrà un seminario dal titolo ROUTE TO CONSENSUS AND OSCILLATING BEHAVIOR IN A NETWORK OF CONFORMIST INDIVIDUALS Abstract: Many models have been proposed to describe a group of interacting individuals with a conformist (or non-conformist) attitude. Most of these models are Markovian, possibly with memory. In this talk I outline a model in which every individual forecasts the behavior of the rest of the community, and on this basis optimizes his own strategy. We are interested in the resulting collective behavior, which actually shows features that are not present in classical Markovian models. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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