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Euro-Mediterranean Research Center for Mathematics and its Applications (EMRCMA):
Second school


1 Proposals for 2012
• Poster Second School
• The school will take place in "la Cité des Sciences", Tunis, for three weeks, from March the 19th to April the 6th.
•It will include two courses each week (ten hours per course, e.g. from Monday to Friday: 10h-12h+13h-15h),
• The lectures are devoted to numerical applications of theoretical methods.
Some preliminary simulations will be done to motivate the problems to be solved.
•For any question concerning the lectures, contact the program committee:
Anis Matoussi
Professor, Universite du Maine, anis.matoussi@univ-lemans.fr
Mohamed Mnif
Professor, ENIT, Universite Tunis El Manar, Mohamed.Mnif@enit.rnu.tn
Mohamed Ben Alaya
Professor, Universite Paris 13, mba@math.univ-paris13.fr


2 Program
• March 19-23: Numerical methods
- course 1: Bruno BOUCHARD (Paris Dauphine) Monte Carlo methods, stochastic algorithms (e.g. MCMC, EM....)

Summary Bouchard

Notes (in French) Bouchard Notes


- course 2: Jean-François CHASSAGNEUX (Imperial college London) Numerical schemes for BSDE's

Summary Chassagneux

Lecture notes in
https://dl.dropbox.com/u/1822955/notesCREMMA.pdf


• March 26-30:
- course 3: Mohamed BEN ALAYA (Univ Paris 13) Statistical Inference for Stochastic Processes and Aplications in Finance,
- course 4: Ahmed KEBAIER (Univ Paris 13) Numerical Methods for finance and insurance.
• April 2-6:
- course 5: Dan CRISAN (Imperial college London) An introduction to stochastic filtering,

Summary Crisan
- course 6: Stefano IACUS (Univ Milano) Learning free software 'R'.

Summary Iacus


More details and agenda in 2dschool

3 Location
As the previous school, it will take place in "la Cité des Sciences", Tunis
http://www.cst.rnu.tn/
Here some possibilities to rent a room (around 16 euros per night). Moreover, there is a cafeteria very near the class room.

4 Registration
The application must include:
- a detailed academic CV (specific and detailed programs, evaluation),
- a cover letter with the subject of the thesis organization and some details of the results already obtained,
- supervisor's recommendation letter.

Selection Criteria:
- Prerequisite (stochastic calculus in master 2, basic scientific programming such Scialab or Matlab),
- be at least the first year of PhD.

We expect about thirty PhD students. If there is room, students master in the end (high level and highly motivated) may be accepted for course numbers 1,2,3.

All the candidacies have to be sent to
Professor Monique Pontier and will be considered by the program committee.

5 Doctoral scholarships
There are some possibilities:
. Doctoral Scholarships for Excellence Eiffel MAEE http://www.egide.asso.fr/eiffel
. Scholarships AUF www.tn.refer.org
. Erasmus Mundus European Union (program Averroes) www.averroes.fr Scholarships Embassy www.ifctunisie.org
For the latter, a call for nominations is made each year (closing late January). Eligible graduate students enrolled in first year 'cotutelle' (duration of the award six months / year for 3 years max).