The Department of Statistics this week welcomes Dr Simon Spencer as a full member of academic staff. Simon worked at the University of Nottingham and at Massey University in New Zealand before coming to Warwick as a postdoc in Complexity Science. His new position is an important one for the Department, at the interface between Statistics and the Warwick Centre for Analytical Sciences, an EPSRC-funded "Science and Innovation" initiative.

Tom's home page

V. N. Kolokoltsov and O. A. Malafeyev received the "University award of St Petersburg University for scientific research for the year 2011, mainly for the book "Understanding Game Theory" and related research".

Their book has been published in 2010 at World Scientific.

St Peterburg University is one of the birthplaces of mathematical probability theory. Some of the founders of this field, P. Chebyshev, A. Lyapunov, A. Markov, were St Petersburg professors. Another famous representative of the University is the inventor of the Periodic Table of chemical elements, D. Mendeleev.

Vassili's homepage:
http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/kolokoltsov

An Institute of Advanced Study (IAS) Early Career Fellowship has been awarded to Martin Klimmek at the Statistics Department. IAS Early-Career Fellowships are aimed at advancing postdoctoral careers while promoting interdisciplinary research at Warwick. This particular fellowship will be mentored by Prof. David Hobson and aims to advance research on model-independent methods in mathematical finance, present this research to a cross-disciplinary audience and stimulate discussion on the use and abuse of models and model-independent methods in finance and beyond.

Professor David Hobson has been elected to the Council of the Bachelier Society, for a four year term of office.

The Bachelier Finance Society is the primary academic organisation for the exchange and promulgation of ideas in mathematical finance. The objective of the Bachelier Finance Society is, through international contacts, the advancement of the discipline of finance through the application of the theory of stochastic processes, statistics and mathematics. The role of Council is to formulate the policies of the Society.

http://www.bachelierfinance.org/