Laur Dydaktyka AGH 2022

10 października 2022 r. po raz trzeci odbyła się gala „Laur Dydaktyka AGH" organizowana przez Uczelnianą Radę Samorządu Studentów AGH.

Nominowani dydaktycy walczyli o Laur Innowatora, Opiekuna Koła, Przyjaciela Studenta, Promotora, Wykładowcy i Prowadzącego Ćwiczenia. Wśród wyróżnionych znaleźli się nasi wykładowcy.

Wyróżnienie w kategorii Laur Wykładowcy otrzymał dr Witold Majdak.
Wyróżnienie w kategorii Laur Prowadzącego Ćwiczenia otrzymał dr Jakub Wojdyła.

Więcej informacji:
www.laur.samorzad.agh.edu.pl
Facebook: LaurDydaktykaAGH

 

Laur Dydaktyka AGH 2021

12 października 2021 r. w Klubie Studio na uroczystej gali ogłoszono zwycięzców II edycji konkursu „Laur Dydaktyka AGH". Laur Prowadzącego Ćwiczenia otrzymała dr Anna Bahyrycz.

Więcej informacji:
www.laur.samorzad.agh.edu.pl
Facebook: LaurDydaktykaAGH

 

“Laur Dydaktyka AGH” Award

During the ceremonial gala on 28 October 2020, the winners of the first edition of the “Laur Dydaktyka AGH” Competition, organized by the University Board of Student Government and sponsored by His Magnificence AGH UST Rector, were announced. Associate Professor Monika Pilśniak was awarded an honorary mention as the coordinator of the Student Research Club of Discrete Mathematicians “Żmirłacz”.

It should be noted that there are 139 student research clubs at the AGH UST and all recommendations and decisions were exclusively at students’ discretion.

For more information, go to the AGH UST website:
https://www.agh.edu.pl/info/article/laur-dydaktyka-agh-znamy-nazwiska-nauczycieli-akademii-szczegolnie-docenionych-przez-studentow/.

Jerzy Stochel – a laureate of the 31st Competition for the Professor W. Takliński Award

Jerzy Stochel, PhD, Vice-Dean for Teaching Affairs, was granted one of the three equal second-degree awards in the 31st edition of the University Competition for the Professor W.Takliński Award in recognition of his long-standing and diverse organizational work supporting didactics at the AGH UST, including work on preparatory courses for candidates for studies at the AGH UST,  joint entrance and secondary-school leaving examinations, work on the AGH Diamond Index Competition, postgraduate studies and coordination of skills improvement courses for AGH UST students.

Maciej Capiński, PhD, was granted the Professor W. Takliński Award

The Jury of the Competition for the Professor W. Takliński Award settled the 28th edition of the Competition and decided to grant the 2nd degree award to our colleague, Maciej Capiński, PhD. He was awarded in recognition of his contribution to the development of state-of-the-art courses in financial mathematics, the tangible result of which was the co-authorship of two books related to this topic. Both books were published by the prestigious editorial office Cambridge University Press:
    - M. J. Capiński, T. Zastawniak, Numerical Methods in Finance with C++, Cambridge University Press, 2012;
    - M. J. Capiński, P. E. Kopp, Portfolio Theory and Risk Management, Cambridge University Press, 2014.

The first book is devoted to practical applications of financial mathematics. Its aim is to equip prospective analysts and programmers with tools necessary for working in investment banks. First, based on simple financial models, the reader is acquainted with the basic tools and functionalities of the programming language C++ from scratch. In the subsequent chapters, the book discusses implementations of advanced financial options pricing methods such as Mote Carlo for Asian options as well as basket options, finite-difference methods, differential methods for partial equations with a free boundary condition, and their applications in pricing American options. The second book presents contemporary techniques for estimating and shielding the risk of investment baskets. Beginning with classical methods based on mean and variance of portfolio returns, the book discusses applications of contemporary risk measures such as value-at-risk (VaR), conditional value-at-risk (AVaR) of coherent measures, and spectral risk measures. The chapters on the reduction of VaR and AVaR using financial options represent a new approach in the literature.