VFN-L July 2003

vfn-l@fam.tuwien.ac.at

4 participants
4 discussions

[VFN] Austrian Working Group
by Peter Steiner 30 Jul '03

30 Jul '03

to whom it may concern Ich bitte um Verteilung des First Call for Papers der Austrian Working Group on Banking & Finance. Besten Dank im voraus MfG - stp First CALL for PAPERS AUSTRIAN WORKING GROUP ON BANKING & FINANCE (AWG) 17. WORKSHOP 28. / 29. November 2003 Der Workshop findet am Freitag, dem 28. November 2003, Nachmittag, und am Samstag, dem 29. November 2003, Vormittag, an der KARL-FRANZENS-UNIVERSITÄT GRAZ statt. Bezüglich der Themen ist keine Einschränkung vorgesehen. Papers oder Extended Abstracts (ca. 2 Seiten) können bis spätestens 31. Oktober 2003 bei o.Univ.-Prof. Dr. Peter Steiner Institut für Banken und Finanzierung, Universitätsstraße 15/F2, A 8010 Graz eingereicht werden. Tel.: +43(0)316 380-7300 Fax: +43(0)316 380-9580 E-Mail: bafin(a)uni-graz.at Um den angestrebten Workshopcharakter der Veranstaltung zu fördern, können papers auch durch einen discussant besprochen werden. Jene Teilnehmer, die eine solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 17. Oktober 2003 einzureichen. Die Papers können wahlweise in deutscher oder in englischer Sprache vorgetragen werden.

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[VFN] job-posting: Chair in Mathematical Finance, Imperial College London
by Becherer 25 Jul '03

25 Jul '03

Ich bitte um Verbreitung der folgenden Stellenanzeige ueber den VFN. Mit freundlichen Gruessen und bestem Dank, Dirk Becherer ***************************************************************************** DEPARTMENT OF MATHEMATICS AT IMPERIAL COLLEGE LONDON CHAIR IN MATHEMATICAL FINANCE Applications are invited for a Chair in Mathematical Finance, with effect from 1st January 2004, or as soon as possible thereafter. The post is within the Department of Mathematics, Faculty of Physical Sciences, Imperial College London, based on the South Kensington campus. The successful applicant will be expected to enhance and extend the research effort of the group. We welcome applications from people working in any area of the subject, which could include econometrics and data analysis as well as mathematical finance rooted in probability theory, optimization-based approaches or computational finance. The candidate will be expected to develop her or his research programme, to secure funding and to contribute to the activities of the section as outlined above, including developing her/his relationships with the industry. The candidate will also contribute to the Department's teaching programme possibly including ancillary teaching in other departments. Further particulars of this appointment are on http://www.ma.ic.ac.uk and http://www.imperial.ac.uk/hq/hr/Employment_Opportunities.htm (underscore after Employment_Opportunities). Alternatively, details and an application form can be obtained from Anne Rowlands on 0207 594 8481, fax 0207 594 8517 or email: a.rowlands(a)imperial.ac.uk. CLOSING DATE: 1st September 2003 Interview Date: Provisionally, to be in the week commencing 6th October 2003. ******************************************************************* Dirk Becherer room: 6m24 Dept. of Mathematics tel: +44+20-75948554 Imperial College fax: +44+20-75948517 London SW7 2AZ dirk.becherer@[address removed by request; contact list-owner] United Kingdom www.ma.ic.ac.uk/~becherer *******************************************************************

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[VFN] Autumn School on Risk Management, second announcement (fwd)
by VFN-L admin * Andreas Schamanek 13 Jul '03

13 Jul '03

---------- Forwarded message ---------- Date: Fri, 11 Jul 2003 12:50:11 +0200 (MEST) From: Claudia Klueppelberg <cklu(a)mathematik.tu-muenchen.de> Subject: Autumn School on Risk Management, second announcement Autumn School on Risk Management September 29 - October 2, 2003 in Herrsching am Ammersee The Graduiertenkolleg GKAAM and the Chair of Mathematical Statistics of the Munich University of Technology organizes an Autumn School on Risk Management with emphasis on multivariate problems. The Autumn School is designed for PhD students, postdocs and practitioners with some knowledge of probability and statistics. The aim of the lectures is to lead the participants from their current level to the forefront of research. INVITED LECTURES: - Soren Asmussen (Aarhus University, Denmark): "Simulation Methods" - Stuart Coles (University of Bristol, United Kingdom) "Multivariate Extreme Value Models and Estimation" - Paul Embrechts (ETH Zürich, Switzerland and London School of Economics, United Kingdom): "Extremes: Dependence and Integrated Risk Management" - Gennady Samorodnitsky (Cornell University, USA): "Levy Processes and Modelling Issues" CLOSING TALK: - Christian Bluhm (HypoVereinsbank, Structured Finance Analytics, Germany): "Modeling and Evaluation of Collateralized Debt Obligations" PROGRAM: MONDAY, SEPTEMBER 29 08:00-08:30 Registration 08:30-08:40 Opening Address 08:40-10:10 Lecture: Embrechts I 10:10-10:30 Coffee Break 10:30-12:00 Lecture: Samorodnitsky I 12:00-14:00 Lunch 14:00-15:30 Exercises: Embrechts/Samorodnitsky 15:30-16:30 Coffee Break/Poster Session 16:30-17:30 Contributed Talks TUESDAY, SEPTEMBER 30 08:30-10:00 Lecture: Coles I 10:00-10:30 Coffee Break 10:30-12:00 Lecture: Embrechts II 12:00-14:00 Lunch 14:00-15:30 Exercises: Embrechts/Coles 15:30-16:30 Coffee Break/Poster Session 16:30-17:30 Contributed Talks WEDNESDAY, OCTOBER 1 07:30-08:30 Breakfast 08:30-10:00 Lecture: Asmussen I 10:00-10:30 Coffee Break 10:30-12:00 Lecture: Coles II 12:00-14:00 Lunch 14:00-15:30 Exercises: Coles/Asmussen 15:30-16:00 Coffee Break 16:30-22:00 Excursion THURSDAY, OCTOBER 2 08:30-10:00 Lecture: Samorodnitsky II 10:00-10:30 Coffee Break 10:30-12:00 Lecture: Asmussen II 12:00-14:00 Lunch 14:00-15:30 Exercises: Asmussen/Samorodnitsky 15:30-15:45 Coffee Break 15:45-16:30 Closing Talk: Bluhm For further information please check http://www.mathematik.tu-muenchen.de/gkaam/AutumnSchool/ The number of participants is limited. Organizers: Vicky Fasen, Ingeborg Gottschlich, Claudia Klüppelberg, Krassimir Kostadinov, Radostina Kostadinova. For further questions please write an email to school(a)ma.tum.de . -------------------------------------------------------------------- Prof. Dr. Claudia Kl"uppelberg Phone: +49 89 289 17432 Lehrstuhl f"ur Mathematische Statistik Secretary: +49 89 289 17434 Zentrum Mathematik Fax: +49 89 289 17435 TU M"unchen Boltzmannstrasse 3 email: cklu(a)ma.tum.de 85747 Garching bei M"unchen http://www.ma.tum.de/stat/ --------------------------------------------------------------------

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[VFN] Ausschreibung
by neumeyer＠fio.fin.univie.ac.at 04 Jul '03

04 Jul '03

Sehr geehrte Redaktion, wir ersuchen um Veröffentlichung der unten angeführten zu besetzenden Position an unserem Lehrstuhl. Vielen Dank und mit freundlichen Grüßen Am Lehrstuhl für Finanzdienstleistungen und Öffentliche Wirtschaft, Berggasse 17/2/17, 1090 Wien wird DRINGEND ein/e Student/in für ein Forschungsprojekt (evtl. im Rahmen einer Diplomarbeit) gesucht: Voraussetzung: sehr gute Programmierkenntnisse Bezahlung: nach Vereinbarung Kontaktperson: Mag. Franz Diboky (Tel: 4277-382699) oder email: franz.diboky(a)univie.ac.at Christine Neumeyer Sekretariat Prof. Dr. Jörg Finsinger Institut für Betriebswirtschaftslehre Lehrstuhl für Finanzdienstleistungen Lehrstuhl für Öffentliche Wirtschaft und Verwaltung Berggasse 17/2/17, 1090 Wien Tel: ++43-1-4277-38262 Fax: ++43-1-4277-38264

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VFN-L July 2003