CCEFM (Center for Central European Markets)
This is to remind that there will be a research seminar by Professor
Raman Uppal on
"Risk Aversion and Optimal Portfolio Policies in Partial and General
Equilibrium Economies"
on Friday, December 1, 2000, 3:30 p.m - 5.00 p.m., at the Wiener Börse,
Wallnerstr. 8, 1010 Wien.
--
Elke M. Pendl
University of Vienna
Department of Business Studies
Bruenner Strasse 72
A-1210 Vienna
Austria
Tel.: ++43 1 4277 38072
Fax: ++43 1 4277 38074
email: elke.pendl(a)univie.ac.at
Sehr geehrte Damen und Herren,
Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" haelt
Herr Mag. Manfred Angel (ERSTE Bank) einen Vortrag mit dem Titel
"CreditManager in der Praxis - Implementierung
und Einsatzmoeglichkeiten"
Zeit: Mittwoch, 29. November, 17 Uhr
Ort: Hoersaal 6
Technische Universitaet Wien
Karlsplatz 13, Erdgeschoss
1060 Wien
Mit besten Gruessen,
Markus Fulmek
-------------------------------------------------
Wissenschaftlicher Verein Modernes Risk Management
WWW: http://keen.esi.ac.at/~amrm/
Institut fuer Mathematik Universitaet Wien
Strudlhofgasse 4 A-1090 Wien
Kontakt: Dr.Markus Fulmek amrm(a)keen.esi.ac.at
Advanced Computing in Financial Markets
June 19-22, 2001
Bangor, Wales
The purpose of this symposium is to bring together leading researchers
and
interested practitioners in all fields of computational methods and
finance. Submissions are especially encouraged in the areas of
derivative
pricing, risk management, as well as exchange rate and interest rate
modeling. Papers that provide new methodologies and techniques or
enhance
our understanding of existing methods are particularly welcome.
Topics (not limited to:)
Application areas: Asset Valuation and Trading, Corporate Distress,
Currency Models, Derivatives: Hedging Strategies, Pricing, Portfolio
Management, Retail Finance, Risk Management, Tactical Asset Allocation,
Term Structure Models
Methodologies: Adaptive/Kalman Filtering Techniques, Automated
Reasoning, Classification, Context Free Languages, Econometrics of High
Frequency Data, Extreme Value Statistics, Fuzzy Systems and Rough Sets,
Genetic Algorithms and Genetic Programming, Global Optimization,
Hypothesis
Testing and Confidence Intervals, Intelligent Trading Agents, Model
Identification, Selection and Specification, Neural Networks and Machine
Learning, Probabilistic Modeling/Inference, Resampling and Monte Carlo
Methods, Robust Model Estimation, Time Series Analysis.
International Program Committee:
Ait-Sahalia Y., Princeton University, USA
Bollerslev T., Duke University, USA
Colemann T., Cornell University, USA
Dacorogna M. M., Olsen & Associates, Switzerland
Dawid H., U of Southern California, USA
Gottschling A., Euroquants Consulting, Germany
Haefke, C., Universitat Pompeu Fabra, Spain
Haerdle W., Humboldt University, Germany
Hiemstra Y., Vrije Universiteit Amsterdam, Netherlands
Hussain, A., University of Stirling, Scotland, U.K.
Hyung N., Tinbergen Institute Rotterdam, Netherlands
Kamstra, Mark, Simon Fraser University, Canada
Korczak J., Université Louis Pasteur, France
Lehmann B., IRPS, University of California at San Diego, USA
Manganelli S., European Central Bank, Frankfurt, Germany
Moody J., Oregon Graduate Inst., USA
O'Leary D., University of Southern California, USA
Politis D., UC San Diego, USA
Poon S., University of Strathclyde, Scotland, U.K.
Rockinger M., HEC School of Finance, France
Skalak D., IBM Data Mining and Analytics Group, USA
Soni T., SBS Technologies, USA
Tauchen G., Duke University, USA
Tzavalis E., Queen Mary & Westfield College, U.K.
KEYNOTE SPEAKER
Wolfgang Haerdle: Quantlets for (Financial) Risk Management
SUBMISSION OF PAPERS
Prospective authors are requested to send an extended abstract or a
draft
paper of maximum 7 pages for review by the International Program
Committee
to Christian Haefke (mailto://christian.haefke@econ.upf.es).
All submissions must be written in English.
The submissions should include:
- Title of symposium (ACFM 2001)
- Preferred type of the paper (oral/poster)- Title of proposed paper-
Authors names, affiliations, addresses- Name of author to contact for
correspondence- E-mail address and fax number of the contact author-
Topics
which best describe the paper (max 7 keywords)
CALL FOR WORKSHOPS/TUTORIALS
A workshop/tutorial should focus on a particular topic, and consist of
several presentations and open discussions. The proposal for a
workshop/tutorial should include the title, topics covered, proposed
speakers, targeted audiences, and estimated length (hours) of the
workshop/tutorial. The proposal should be submitted either to the
congress
chair, the corresponding symposium chair or the congress organizer by
January 15, 2001.
CALL FOR INVITED SESSIONS
Proposals for invited sessions are encouraged. A session proposal
consists
of 4-5 invited papers, the recommended session-chair and co-chair, as
well
as a short statement describing the title and the purpose of the
session.
The organizer should send the proposal to the respective symposium chair
or
the congress organizer. Invited sessions should preferably start with a
tutorial paper. The organizer will be responsible for the review of the
papers in the session. The registration fee of the session organizer
will
be waived, if at least 4 authors of invited papers register to the
conference.
Proceedings and Publications
Proceedings will be available at the congress. All accepted and invited
papers (oral and poster presentations) will be included in the
proceedings,
published in print and on CD-ROM by ICSC Academic Press,
Canada/Switzerland. Extended versions of selected papers can be
considered
for possible publication in special issues of leading international
journals.
Important Dates
Extended Abstract Submission December 15, 2000
Notification of Acceptance December 31, 2000
Delivery of Full Papers March 1, 2001
Symposium June 19 - 22, 2001
Further Information
Please contact:
Christian Haefke
Universitat Pompeu Fabra
Department of Economics and Business
Ramon Trias Fargas 25-27
E-08005 Barcelona, Spain
E-mail: mailto://christian.haefke@econ.upf.es
www: http://www.econ.upf.es/~chaefke
Phone: +34 542 2706/ Fax: +34 542 1746
or the conference webpage: http://www.icsc.ab.ca/174-info.htm.
Sehr geehrte Damen und Herren,
Im Rahmen des "CCEFM Research Workshops" haelt Herr Prof.
Marek Musiela (BNP-Paribas) einen Vortrag mit dem Titel
"ATM-volatility and volatility related
expectation hypotheses"
Zeit: Freitag, 24. November, 15:30 - 17:30
Ort: Hoersaal 9
Technische Universitaet Wien
Karlsplatz 13
1040 Wien
Mit besten Gruessen,
Markus Fulmek
----------------------------------------------------
Wissenschaftlicher Verein Modernes Risk Management
WWW: http://keen.esi.ac.at/~amrm/
Institut fuer Mathematik Universitaet Wien
Strudlhofgasse 4 A-1090 Wien
Kontakt: Dr.Markus Fulmek amrm(a)keen.esi.ac.at
Sehr geehrte Damen und Herren,
Leider muss der urspruenglich geplante Vortrag von Herrn Prof. P.
Reichling (Universitaet Magdeburg) am Mittwoch, dem 22.11, entfallen.
Bei der Gelegenheit moechte ich Sie auch auf den Workshop Credit
Risk Management vom 31.1.2001-2.2.2001 in Wien hinweisen; naehere
Informationen finden Sie unter http://www.fam.tuwien.ac.at/crm/
Mit besten Gruessen,
Markus Fulmek
----------------------------------------------------
Wissenschaftlicher Verein Modernes Risk Management
WWW: http://keen.esi.ac.at/~amrm/
Institut fuer Mathematik Universitaet Wien
Strudlhofgasse 4 A-1090 Wien
Kontakt: Dr.Markus Fulmek amrm(a)keen.esi.ac.at
CCEFM (Center for Central European Markets),
eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien,
Technischen Universitaet Wien und der Wiener Börse AG,
laedt zu folgendem Workshop ein:
Javier Suarez (CEMFI),
"Optimal Corporate Governance Structures".
Der Workshop findet am Freitag, 17. November 2000, von 15.30 bis
17.00 in der Wiener Börse, Wallnerstr. 8, 1010 Wien, statt.
Der Artikel "Optimal Corporate Governance Structures ist auf der
Homepage des CCEFM Workshops verfuegbar:
http://info.tuwien.ac.at/ccefm/workshop/work.htm
Sehr geehrte Damen und Herren,
Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" haelt
Herr DI W. Mussil (Bank Austria) einen Vortrag mit dem Titel
"Kreditrisikomodellierung in Theorie und Praxis"
Zeit: Mittwoch, 15. November, 17 Uhr
Ort: Hoersaal 6
Technische Universitaet Wien
Karlsplatz 13, Erdgeschoss Stiege 2
1060 Wien
Mit besten Gruessen,
Markus Fulmek
-------------------------------------------------
Wissenschaftlicher Verein Modernes Risk Management
WWW: http://keen.esi.ac.at/~amrm/
Institut fuer Mathematik Universitaet Wien
Strudlhofgasse 4 A-1090 Wien
Kontakt: Dr.Markus Fulmek amrm(a)keen.esi.ac.at
Sehr geehrte Damen und Herren,
Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" halten
Frau Dr. U. Feichtinger und Frau DI B. Wlaschitz (Bank Austria)
einen Vortrag mit dem Titel
"Ratingmodelle - von Kundendaten zu Ausfallswahrscheinlichkeiten
durch statistische Methoden"
Zeit: Mittwoch, 8. November, 17 Uhr
Ort: Hoersaal 6
Technische Universitaet Wien
Karlsplatz 13, Erdgeschoss
1060 Wien
Mit besten Gruessen,
Markus Fulmek
--
-------------------------------------------------
Wissenschaftlicher Verein Modernes Risk Management
WWW: http://keen.esi.ac.at/~amrm/
Institut fuer Mathematik Universitaet Wien
Strudlhofgasse 4 A-1090 Wien
Kontakt: Dr.Markus Fulmek amrm(a)keen.esi.ac.at
Sehr geehrte Subscriber des Vienna Finance Newsletters!
Leider kann der für morgen angekündigte Vortrag von Prof. Musiela nicht
stattfinden: Prof. Musiela ist verhindert. Der nächste CCEFM Workshop
ist daher der Vortrag von Prof. Suarez am 17.11.2000.
Hochachtungsvoll,
Alex Stomper