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

该提案的目的是将塔塔基础研究所的Sandeep Juneja教授带到英国，为期两三个月，他是一位在稀有事件模拟和计算金融方面具有特殊专长的应用概率学家。在此期间，Juneja教授将在麦克斯韦研究所下属的赫瑞瓦特大学开设关于投资组合尾部风险计量的短期课程，并将与拟议的调查人员及其同事深入交换意见，作为拟议合作的初始阶段。他亦会到访剑桥、布里斯托及其他英国院校，举办研讨会讲座，并与同事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.