'HR Excellence in Research' logo awarded to institutions actively implementing the European Charter and Code for Researchers.
Please note that the job is no longer active!
The proposed research aims to studying risk-minimizing hedging for a market driven by general semimartingales, under incomplete information. In particular, financial markets where the risky assets are described by stochastic processes with jumps and that allow default will be considered. Information in the market is incomplete for instance when investors can observe only asset prices and not the underlying stochastic factors, or if investors receive information with delay. The above described setting requires dealing with filtering problems with mixed type observation.
Please note that the full description may be available in the national language since some job boards have their own publication policy. Thank you for your understanding!
To better plan and organise their stay in a foreign European country, researchers and their families can also benefit of the free and personalised assistance offered by the EURAXESS Services Centres, a network of more than 200 centres located in 40 different European countries.