VFN-L November 2000

vfn-l@fam.tuwien.ac.at

6 participants
10 discussions

[VFN] CCEFM Workshop
by Elke Pendl 29 Nov '00

29 Nov '00

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

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[VFN] Vortrag am 29. 11/Seminar aus Finanzwirtschaft/TU
by Modernes Risk Management 27 Nov '00

27 Nov '00

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

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[VFN] CFP Computational Methods, Financial Markets
by Christian Haefke 25 Nov '00

25 Nov '00

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.

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[VFN] Vortrag Prof. Musiela (BNP-Paribas) am Freitag 24. 11 15:30/TU
by Markus Fulmek 21 Nov '00

21 Nov '00

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

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[VFN] ABSAGE Vortrag am 22.11. im Seminar Finanzmathematik!
by Markus Fulmek 21 Nov '00

21 Nov '00

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

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[VFN] CCEFM Workshop
by Alex Stomper 13 Nov '00

13 Nov '00

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

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[VFN] Vortrag am 15. 11/Seminar aus Finanzwirtschaft/TU
by Modernes Risk Management 09 Nov '00

09 Nov '00

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

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[VFN] 1st Announcement: Austrian Workshop on Credit Risk Management, 2001
by VFN-L admin * Andreas Schamanek 07 Nov '00

07 Nov '00

Austrian Workshop on Credit Risk Management ------------------------------------------- January 31 - February 2, 2001 Organisers: Walter Schachermayer (Vienna University of Technology) Markus Fulmek (Vienna University) Thomas Hudetz (Oesterreichische Nationalbank) Details (general information, program, registration, and more): WWW: http://www.fam.tuwien.ac.at/crm/ e-mail: fam(a)fam.tuwien.ac.at Fax: (+43-1) 58801 - 10797 Phone: (+43-1) 58801 - 10751 forwarded by -- Andreas Schamanek vfn-l list-admin

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[VFN] Vortrag am 8. 11/Seminar aus Finanzwirtschaft/TU
by Modernes Risk Management 05 Nov '00

05 Nov '00

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

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[VFN] Absage: Vortrag von Prof. Musiela
by Alex Stomper 02 Nov '00

02 Nov '00

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

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VFN-L November 2000