Ph.D. Student in Mathematical Finance / Financial Risk Modelling
Financial and Actuarial Mathematics,
Institute for Mathematical Methods in Economics,
Vienna University of Technology
We are looking for a Ph.D. student for the broad areas of credit risk models, credit derivatives or general dependence modelling in risk management. The position is in the Christian Doppler Laboratory on Portfolio Risk Management (PRisMa Lab). The laboratory is located within the research group for financial and actuarial mathematics at the Vienna University of Technology, it is headed by Prof. Uwe Schmock. The laboratory is funded by the Christian Doppler Research Association, which is a non-profit association aiming to promote high-quality research, development and knowledge transfer in Austria. The research is carried out jointly with the Bank Austria, the Austrian Federal Financing Agency (ÖBFA) and FJA Feilmeier & Junker. Your main area of activity will be high-quality research in “Modelling, pricing, and hedging counterparty credit exposure” (see the recent Springer book by Cesari et al. with the same title for details), in particular joint modelling of the dependence of market dynamics and default mechanisms, the integration of historical and market implied data, and the development of efficient numerical algorithms for portfolios with complex products, always with a view towards practical applicability.
Showing posts with label austria. Show all posts
Showing posts with label austria. Show all posts
Monday, March 22, 2010
Saturday, March 20, 2010
PhD positions in Biotechnology, BOKU, Austria
International PhD Programme
Biomolecular Technology of Proteins (BioToP)
at the Vienna Institute of BioTechnology of BOKU - University of Natural Resources and Applied Life Sciences, Vienna, Austria
21 PhD student positions
BioToP offers an inter- and multi-disciplinary research-based doctoral education at the interface of basic and applied science in the field of protein biotechnology.
Biomolecular Technology of Proteins (BioToP)
at the Vienna Institute of BioTechnology of BOKU - University of Natural Resources and Applied Life Sciences, Vienna, Austria
21 PhD student positions
BioToP offers an inter- and multi-disciplinary research-based doctoral education at the interface of basic and applied science in the field of protein biotechnology.
Sunday, January 10, 2010
PhD Position in Regional Climate Research, Univ. Graz, Austria
PhD Position in the area of Regional Climate Research at the
Wegener Center for Climate and Global Change, University of Graz
Wegener Center for Climate and Global Change, University of Graz
Field of work
The ReLoClim Research Group (www.wegcenter.at/reloclim) of the Wegener Center for Climate and Global Change develops climate scenarios and investigates the regional impacts of climate change in the framework of national and international projects. We are searching for a new member (PhD student) of our highly motivated young research team. The successful applicant will work in the framework of the project CC-Snow (Effects of Climate Change on Future Snow Conditions in Tyrol and Styria, ACRP) and will be responsible for integration of climate scenarios into high resolution snow models. This includes the development and advancement of empirical-statistical climate downscaling algorithms as well as the design of online coupling strategies for climate and snow models.
The ReLoClim Research Group (www.wegcenter.at/reloclim) of the Wegener Center for Climate and Global Change develops climate scenarios and investigates the regional impacts of climate change in the framework of national and international projects. We are searching for a new member (PhD student) of our highly motivated young research team. The successful applicant will work in the framework of the project CC-Snow (Effects of Climate Change on Future Snow Conditions in Tyrol and Styria, ACRP) and will be responsible for integration of climate scenarios into high resolution snow models. This includes the development and advancement of empirical-statistical climate downscaling algorithms as well as the design of online coupling strategies for climate and snow models.
Labels:
austria,
graz university
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