Ricevo e inoltro

-------- Messaggio originale -------- Oggetto: postdoc position in Budapest Data: Martedì 29/05/2018 10:14 Mittente: rasonyi rasonyi.miklos@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@renyi.hu). You may also contact him to obtain further information about this position. Deadline: 1st July 2018.