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en finance de marché
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Special Master 2 ISF - Ingénierie Statistique et Financière, parcours en apprentissage de l’ Université Paris Dauphine
Master Domaine MIDO - 2ème année, Mention Mathématiques de la Modélisation et de la Décision, Spécialité Ingénierie Statistique et Financière.
Co-Responsables : Luciano Campi, Gabriel Turinici.
Date limite de dépôt des dossiers : 18 juin 2008.
En savoir plus sur le Master ISF Dauphine
International Workshop: CREDIT RISK, June 25-26-27 2008, Evry, (France)
Université d'Evry Val d´Essonne, Laboratoire d'Analyse et Probabilités,Département de Mathématiques
A three-day conference in finance will take place at Evry University (France) from Wednesday June 25 to Friday June 27 2008 on the following theme: 'Credit Risk'.
Organized on the same format as the previous editions of the Workshops in finance at Evry University this conference will allow a fruitful exchange of ideas between practitioners and academics.
Organizing Committee: Monique Jeanblanc, University of Evry, France, Stéphane Crépey, University of Evry, France
More information about The International Workshop....
Bachelier Finance Society Fifth World Congress15-19 July 2008, London
The Fifth World Congress of the Bachelier Finance Society will take place in London in 2008 Royal Geographical Society (RGS) and nearby Imperial College.
Organization:
-Lane Hughston, King's College London,
-Mark Davis, Imperial College London
The Bachelier Finance Societystrong> came into being in June 1996 by the initiative of a group of mathematical finance researchers who found the need of an organization where academia and practitioners could meet and exchange ideas. The aim of the Bachelier Finance Society is, through international contacts, the advancement of the discipline of finance under the application of the theory of stochastic processes, statistical and mathematical theory.
More information The Fifth World Congress of the Bachelier Finance Society ….
Mastère Spécialisé Finance de Marché
EM LYON
Professeur : François QUITTARD PINON.
2ème session Date limite validation des dossiers 24 juillet 2008.
L'objectif du MS Finance de Marché est de former des spécialistes de haut niveau capables de mettre en oeuvre des stratégies financières sophistiquées et adaptées aux besoins d'économies modernes aujourd'hui mondialisées, et plus particulièrement dans un secteur en perpétuelle évolution dont l'une des principales caractéristiques est l'innovation.
S'inscrire au Mastère Spécialisé Finance de marché EM LYON...
Swissquote Chair of Quantitative Finance (Full Professor) at the Ecole Polytechnique Fédérale de Lausanne (EPFL)
The successful candidate will establish and lead a vigorous independent research program in a multidisciplinary environment, such as finance, mathematics, economics...
The successful candidate will be committed to excellence in teaching and bring new developments to the classroom, in particular in the framework of our new Master program in Financial Engineering.
Substantial start-up resources and research infrastructure will be available.
Submission deadline : July 31, 2008, though late applications may be considered.
The starting date is flexible through 2009
More information about the Full Professor position available at the EPFL…
Symposium on Optimal Quantization and Applications to Mathematical Finance
Paris, 1-2 September 2008
A symposium on Optimal Quantization and Applications to Mathematical Finance will take place at the Laboratoire de Probabilités et Modèles Aléatoires (LPMA),
Universités Paris 6 - Paris 7, the 1-2 September 2008. Answers are expected before the 10th of July 2008.
If you would like to submit a 45 min contributed talk, thank you for joining your abstract before 30th of June 2008.
More information about the symposium on Optimal Quantization and Application to Mathematical Finance...
In the context of the Credit Risk Service (CRIS) project, the Department of Mathematics of Evry University - 30 min from Paris center - offers two post-doctoral positions in quantitative finance (credit risk) starting as soon as possible ( deadline August 31st, 2008.
-Position no1: Dynamic Credit Derivatives Modeling
-Position no2: Credit Risk Measures
The proposed work involves a strong interaction between mathematical research and practice. The project, headed by Professor Monique Jeanblanc, is embedded into a highly active and distinguished research group.
Among them are Zeliade Systems, Dexia CL, Microsoft France...
Duration of the contract; one-year basis, renewable up to a three years full duration. Salaries for both positions are attractive.
More information about the Post-doctoral positions in Quantitative Finance.
Join Johann Radon Institute for Computational and Applied Mathematics ( RICAM)’ Special Semester on Stochastics with Emphasis on Finance, September 2008- December 2008 in Linz (Austria)
The goal of the Special Semester is to provide a stimulating environment for mathematicians, quantitative economists and, in particular, researchers in the areas of applied probability and analysis, computational methods, and finance to jointly address emerging challenges in the interface between stochastics and finance.
Funding is available both for longer and shorter stays at RICAM.
Click here for details...
Math.unipd.itConferences, summer schools, workshops, etc... In Italy and in the rest of the world.
Click here.
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