Proposed visit by Professor Sandeep Juneja (Tata Institute of Fundamental Research, India)

这项提议的目的是让塔塔基础研究所的桑迪普·朱尼贾教授来英国，为期两三个月。朱尼贾是一名应用概率学家，在罕见事件模拟和计算金融方面拥有特殊专长。在此期间，Juneja教授将在麦克斯韦尔研究所的框架下，在Heriot-Watt大学讲授关于投资组合尾部风险衡量的短期课程，并将与拟议的调查人员及其同事进行密集的意见交流，作为拟议的合作的初始阶段。他还将访问剑桥、布里斯托尔和其他英国机构，进行研讨会演讲，并与同事们进行进一步的科学讨论。

The aim of this proposal is to bring Professor Sandeep Juneja of the Tata Institute of Fundamental Research, an applied probabilist with particular expertise in rare event simulation and computational finance, to the UK for a period of two-three months. During this period Professor Juneja would give a short course on Portfolio Tail Risk Measurement at Heriot-Watt University under the umbrella of the Maxwell Institute, and would hold an intensive exchange of ideas with the proposed Investigators and their colleagues as an initial phase of a proposed collaboration. He would also visit Cambridge, Bristol, and other UK Institutions to give seminar talks and to hold further scientific discussions with colleagues.