------- Forwarded Message Follows -------
>From McClelland_R(a)bls.gov Sun Mar 19 17:27:57 2000
>From: McClelland_R <McClelland_R(a)bls.gov>
To: "SNDE Mailing List" <SNDE(a)fas-econ.rutgers.edu>
Subject: fwd: ERN Professional Announcements
Date: Tue, 28 Oct 1997 09:31:01 -0500
Status: RO
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Both of the announcements here may be of interest.
____________________________________________________________
E C O N O M I C S R E S E A R C H N E T W O R K
P R O F E S S I O N A L A N N O U N C E M E N T S
October 23, 1997
(146,235 served to 12,339 ERN subscribers in 70+ countries)
Publisher: The Economics Research Network (ERN)
a division of
Social Science Electronic Publishing, Inc.,
(SSEP, Inc.) and Social Science Research
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Copyright: SSEP, Inc. 1997. All rights reserved.
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T A B L E of C O N T E N T S
____________________________________________________________
CALL FOR PAPERS * Risk Theory Society 1998 Annual
Meeting, Athens, Georgia
CALL FOR PAPERS * 1998 International Meeting of the
Society for Computational
Economics, Cambridge, UK
____________________________________________________________
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P R O F E S S I O N A L Announcements
CALL FOR PAPERS
Risk Theory Society 1998 Annual Meeting
April 17-19, 1998
University of Georgia
Athens, Georgia
The Risk Theory Society will be holding its annual Seminar
on April 17-19, 1998 at the University of Georgia.
ABOUT THE ORGANIZATION:
The Risk Theory Society is a group of economists, financial
economists, and actuaries that undertake theoretical and
applied research in the broad area of insurance economics,
financial economics related to the insurance industry, and
actuarial science. Membership in the society is earned by
presenting a paper at the yearly Risk Theory Society.
PAPER PRESENTATION:
The Risk Theory Society invites interested parties to submit
a paper. Authors of selected papers present their research
to the members in a seminar setting. Historically, the
seminar has been thought provoking and its "no holds barred"
approach has allowed for rigorous discussion of an author's
findings.
PAPER SUBMISSION/DEADLINE:
Five page abstracts (or a rough draft of a paper) on any
relevant topic are due by December 15th to:
CONTACT: Dr. Richard J. Butler
Center of Industrial Relations
University of Minnesota
271 19th Avenue South
Minneapolis, MN 55455
Tel: 612-624-0581
Fax: 612-624-8360
E-Mail: MAILTO:rbutler@csom.umn.edu
The program committee will notify successful authors by
January 15th. Papers must be completed by March 15th.
Financial support for travel (North American portion only)
for one author per paper is available. For more information,
please contact Professor Butler.
________________________________________
CALL FOR PAPERS
Volatility Analysis, Risk and the Range Process
Session to be held at the 1998 International Meeting
of the Society for Computational Economics
Cambridge, UK
June 29-July 1st 1998
SCOPE:
Volatility measurement and estimation and its relationship
to risk analysis are assuming an increased importance in
finance and economics. This session seeks papers and
presentations that deal with such problems.
PAPERS:
Some of the papers to be presented include at this time :
P. Vallois & C.S. Tapiero: R/S Analysis and the Estimation
of Volatility.
F. Longin: VaR and Extreme Values.
J.P. Indjehagopian: A review of Stochastic Volatility
Models.
SUBMISSION PROCEDURE/DEADLINES:
Authors wishing to make contributions are invited to contact
C.S. Tapiero (Tapiero(a)edu.essec.fr) below according to the
following deadlines.
December 1st, 1997, for papers to be included in the
Proceedings of the conference.
January 15, 1998 for papers to be included in the program.
Please contact:
CONTACT: C.S. Tapiero
E-Mail: MAILTO:p_tapiero@edu.essec.fr
Postal: ESSEC, BP 105
95021 Cergy Pontoise, France
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____________________________END_____________________________
----------------------------------------------------
Dr. Andrea Gaunersdorfer
Department of Business Administration
University of Vienna
Bruenner Strasse 72
A - 1210 Wien
Tel.: +43-1-29 1 28-466, Fax: 464
e-mail: gauner(a)finance2.bwl.univie.ac.at
http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm
Hinweis auf einen Vortrag im Rahmen des
KOLLOQUIUM
aus
Statistik, Operations Research und Informatik
(ISOC-Kolloquium)
Montag, 1. Dezember 1997, 17:00 (puenktlich)
R. Frey (ETH Zuerich):
"GARCH-type models, their diffusion limits and applications to derivative pricing"
Ort: Seminarraum des Instituts fuer Statistik, Operations Research
und Computerverfahren (ISOC),
1010 Wien, Universitaetsstr.5/3.Stock (Lift!)
----------------------------------------------------
Dr. Andrea Gaunersdorfer
Department of Business Administration
University of Vienna
Bruenner Strasse 72
A - 1210 Wien
Tel.: +43-1-29 1 28-466, Fax: 464
e-mail: gauner(a)finance2.bwl.univie.ac.at
http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm
=========================================================================
------- Forwarded Message Follows -------
>From jh(a)banach.mat.univie.ac.at Sun Mar 19 17:27:57 2000
Date: Fri, 3 Oct 1997 13:49:22 +0100
>From: Josef Hofbauer <jh(a)banach.mat.univie.ac.at>
Subject: Forwarded mail....
To: Andrea Gaunersdorfer <GAUNER(a)finance2.bwl.univie.ac.at>
Status: RO
X-Status:
X-Keywords:
X-UID: 289
---------- Forwarded message ----------
>From bachelie(a)mi.ras.ru Sun Mar 19 17:27:57 2000
Date: Fri, 03 Oct 1997 15:25:56 +0300 (MSK)
>From: CongrFinMaths <bachelie(a)mi.ras.ru>
To: "Undisclosed.recipients": ;
Subject:
Status: RO
X-Status:
X-Keywords:
X-UID: 290
INFORMATION BULLETIN N 1
CALL FOR PAPERS and REGISTRATION
of
THE FIRST BACHELIER FINANCE SOCIETY
CONGRESS (August 6-12, 1998, Moscow)
ORGANIZERS:
The Russian Academy of Sciences (RAS)
Bachelier Finance Society (BFS)
CO-CHAIRMEN:
Yu. S. Osipov - President of the RAS
A. N. Shiryaev - President of the BFS
CHAIRMAN OF THE INTERNATIONAL
PROGRAMM COMMITTEE (IPC):
J. Aa. Nielsen
MEMBERS OF THE IPC:
M. H. A. Davis
F. Delbaen
D. Duffie
T. Kariya
E. Platen
S. Pliska
A. N. Shiryaev
D. Sondermann
THE BACHELIER AND BLACK LECTURERS:
M. H. A. Davis
H. Follmer
STRUCTURE OF THE PROGRAM
Plenary invited lectures (1 hour) and contributed papers (30 min).
See also below "Preliminary Format of the Programm".
PAPER SUBMISSIONS AND DEADLINES FOR CONTRIBUTED PAPERS:
Send a two-page abstract by e-mail: bachelie(a)mi.ras.ru or three hard
copies by ordinary mail before February, 1, 98 to the address of ROC
given below. Abstracts should be prepared according to the style of
the first printed page of papers in journal "Finance and Stochastics"
ACCOMODATION
The Organizing Committee has reserved about 300 rooms in the hotel
"Orlenok" located in the picturesque place, Vorobievy Gory near
Moscow river, Moscow State University and the Main Building of the
Russian Academy of Sciences - the host of the Congress (less than
1 km from hotel).
PRICES
(in the case of registration and reservation before 30.12.97)
Room (two beds) - 70 USD
Room (one bed) - 45 USD
Luxe - 95 USD
------------------------------------------------------
------------------------------------------------------
PRELIMINARY REGISTRATION FORM
Family name:
Given name:
Title:
Date of birthday:
Affiliation:
Address:
town/city:
state :
postcode :
country :
Badge names(First, Surname, Affiliation ...)
Do you intend to give a talk?
Yes (title)
No
-------------------------------------------------------
-------------------------------------------------------
REGISTRATION FEE
including lunches and Congress dinner
(if payed before June 15)
Academicians: 200 USD for member of BFS
250 USD for others
Practitioners: 400 USD for member of BFS
450 USD for others
Accompanying
persons 75 USD
For payments after June 15 add 50 USD
Form of payments will be published in Information
Bulletin N 2 (February, 1998)
MEMBERSIP OF BACHELIER FINANCE SOCIETY
Write to Prof. J. Aa. Nielsen
E-mail: atsjan(a)mi.aau.dk
PRELIMINARY FORMAT OF THE CONGRESS
Thursday, August 6: 2-2.15 Opening ceremony
2.15-3.15 Bachelier Lecture by M.H.A. Davis
3.15-4.15 Plenary invited lecture
4.30-5.30 Plenary invited lecture
Friday, August 7: 9-10 Plenary invited lecture
10.15-11.15 Plenary invited lecture
11.15-11.45 Coffee
11.45-12.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
12.45-2.15 Lunch
2.15-3.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
3.15-3.45 Coffee
3.45-4.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
Saturday, August 8: 9-11.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
11.15-11.45 Coffee
11.45-12.45 Plenary invited lecture
12.30-2 Lunch
Time for discussions, lecture halls
will be open
7.00 Congress dinner
Sunday, August 9: Excursions
Monday, August 10: 9.00-10.00 Plenary invited lecture
10.15-11.15 Plenary invited lecture
11.15-11.45 Coffee
11.45-12.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
12.45-2.15 Lunch
2.15-3.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
3.15-3.45 Coffee
3.45-4.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
Tuesday, August 11: 9.00-10.00 Plenary invited lecture
10.15-11.15 Plenary invited lecture
11.15-11.45 Coffee
11.45-12.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
12.45-2.15 Lunch
2.15-3.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
3.15-3.45 Coffee
3.45-4.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
Wednesday, August 12 9.00-10.30 Contributed papers with
relevance for practitioners
(3 parallel sessions)
10.30-11 Coffee
11-12 Black lecture by Follmer
ADDRESS OF ROC
(RUSSIAN ORGANIZING COMMITTEE)
Prof. A.N. Shiryaev
Bachelier Congress
Actuarial-Financial Center
Steklov Mathematical Institute
Gubkina str. 8, 117966, Moscow
Russia
E-mail: bachelie(a)mi.ras.ru
Tel: (7-095) 938 3737
Fax: (7-095) 938 1880
----------------------------------------------------
Dr. Andrea Gaunersdorfer
Department of Business Administration
University of Vienna
Bruenner Strasse 72
A - 1210 Wien
Tel.: +43-1-29 1 28-466, Fax: 464
e-mail: gauner(a)finance2.bwl.univie.ac.at
http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm
=========================================================================