Sehr geehrte Damen und Herren,
Der Studiengang "Quantitative Asset and Risk Management" (kurz: ARIMA) startet heuer im Herbst zum vierten Mal und die ersten AbsolventInnen haben hervorragende
Chancen auf dem momentan doch recht schwierigen Arbeitsmarkt.
**Für das kommende Studienjahr 2012/13 werden noch Bewerbungen bis zum 15. Juni 2012 entgegen genommen.**
Die Entwicklung dieses Programmes erfolgte gemeinsam mit internationalen Partneruniversitaeten in Prag, Istanbul und Katowice und wurde von der EU als Joint Degree Curriculum Development Programm gefoerdert. Im 3. Semester findet daher ein verpflichtender Auslandsaufenthalt (zweimal 3 Wochen geblockt) bei einer der Partneruniversitaeten statt. Daraus ergibt sich auch, dass die Unterrichtssprache durchgaengig Englisch ist. Im Bereich Internationalisierung konnte außerdem mit der Universität Bologna, die einen Master in Quantitative Finance anbietet, ein Double Degree Abkommen abgeschlossen werden
Das Ziel von ARIMA besteht darin, den Studierenden ein umfassendes Verstaendnis ueber die Zusammenhaenge zwischen Asset- und Risikomanagement im Finanzbereich zu vermitteln.
Die AbsolventInnen erhalten eine fundierte Ausbildung im Risikomanagement (Quantifizierung von Risiken, Risikoaggregation; integrierte Steuerung von Banken und Versicherungen etc.) und Asset Management (Assetklassen, Portfolioselektion, Asset Liability Management, etc.). Hinzu treten methodisch-analytische Kenntnisse und Fertigkeiten, vor allem in Finanzmathematik und Statistik.
Voraussetzungen zur Teilnahme am Masterprogramm:
Im Anschluss an ein wirtschafts-, sozial-, natur- oder rechtswissenschaftliches oder technisches Studium einer Universitaet oder Fachhochschule kann der vier Semester umfassende und berufsbegleitend organisierte Masterstudiengang ARIMA absolviert werden.
Weiters muessen besuchte Lehrveranstaltungen im Bereich Mathematik/Statisitk und Wirtschaftswissenschaften nachgewiesen werden.
Aufnahmeverfahren:
Formales Kriterium fuer die Teilnahme am Aufnahmeverfahren ist eine schriftliche Bewerbung bis spaetestens 15. Juni 2012.
Das Aufnahmeverfahren selbst besteht aus einem strukturierten Interview (kurze Praesentation zu einem aktuellen Finanzthema auf Englisch und zusaetzliche Fragen zur Motivation fuer die Bewerbung) und einem Multiple-Choice Test. Die Literatur fuer den MC-Test kann von der homepage der FH des bfi Wien heruntergeladen werden. Der MC-Test findet am 26. Juni 2012 statt. Die strukturierten Interviews werden von Mitte Mai bis Ende Juni gefuehrt.
Lektorenpool aus dem wissenschaftlichen und berufsrelvanten Bereich:
Um einerseits theoretische Grundlagen zu vermitteln und andererseits die Anwendung der Theorie in der Praxis aufzuzeigen, konnten namhafte Lektoren aus diesen Bereichen fuer eine Vortragstaetigkeit in ARIMA gewonnen werden. Beispielshaft seien das IHS, die TU Wien, Oesterreichische Grossbanken und die OeNB genannt.
Wir hoffen, Ihr Interesse fuer den neuen Studiengang geweckt zu haben und wuerden uns sehr freuen, wenn Sie dieses Schreiben an weiterbildungsinteressierte Personen in Ihrem Unternehmen weiterleiten wuerden. Fuer weitere Fragen stehen wir Ihnen gerne zur Verfuegung (silvia.helmreich(a)fh-vie.ac.at) oder besuchen Sie unsere homepage:
http://www.fh-vie.ac.at/en/Degree-Programmes/Master/Quantitative-Asset-and-…
Mit freundlichen Gruessen
Prof.in (FH) Mag.a Silvia Helmreich
Studiengangsleiterin ARIMA
Fachhochschule des bfi Wien GmbH
Wohlmutstrasse 22
1020 Wien
Tel.: +43 1 7201286 - 972
e-mail: silvia.helmreich(a)fh-vie.ac.at
http://www.fh-vie.ac.at
P.S.: die Kosten des Masterstudienganges betragen EUR 363,36 im Semester.
________________________________
Firmenwortlaut: Fachhochschule des bfi Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstraße 22, 1020 Wien
This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message, which arise as a result of e-mail transmission. If verification is required please request a hard-copy version.
-------- 4TH BERLIN WORKSHOP ON MATHEMATICAL FINANCE FOR YOUNG RESEARCHERS
---
Dear Colleague,
we are pleased to send you the second announcement of the upcoming
4th Berlin Workshop on Mathematical Finance for Young Researchers,
October 11-13, 2012.
The workshop provides a forum for PhD students, postdoctoral researchers and
young faculty members from all over the world to discuss their research in an
informal atmosphere. Keynote lectures will be given by
Freddy Delbaen (Zurich)
Rüdiger Frey (Vienna)
Steven Shreve (Pittsburgh)
We also invite up to 15 contributed papers from young researchers.
Accommodation expenses for speakers will be covered. The closing date for
submissions to
mailto:finance@math.hu-berlin.de
is June 15th, 2012. Notification of acceptance will be sent by July 15th,
2012. Please visit
http://www.qfl-berlin.de/workshop2012
for further information and (required) registration.
Please forward this announcement to interested students.
With our best regards,
Jana Bielagk, Selim Gökay, Christoph Mainberger
Peter Bank, Peter Friz, Ulrich Horst, Michael Kupper
Young Researcher Workshop Berlin newsletter
http://www.qfl-berlin.com/newsletter/young-researcher-workshop-berlin-newsl…
------------------------------------------------------------------------
On September 17-19-th, 2012, WPI Vienna will host the
2nd International Conference on Energy and Commodities
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
The registration is free but mandatory, up to 2 weeks
prior to the event.
Confirmed speakers, so far, include:
Rene' Aid, Electricite' de France
Ole Barndorff-Nielsen, Aarhus University
Matt Davidson, Kyloe Energy
Emanuel Gobet, Ecole Polytechnique, Paris
Ruediger Kiesel, Lehrstuhl, Duisburg
Delphine Lautier, Paris-Dauphine
Brenda-Lopez Cabrera, Humboldt University, Berlin
Peter Tankov, Ecole Polytechnique, Paris
Xavier Warin, Electricite de France, Paris
The organizers are:
Rene Aid, Fred Benth, Valery Kholodnyi,
Peter Laurence, Almut Veraart
The conference is co-funded by
WPI - Wolfgang Pauli Institut,
Electricite de France,
Verbund, Austria.
Registration, via email to:
laurenceWPI(a)gmail.com
Updates will be posted at
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
(--> Conference II)
The organizers invite the submission of CONTRIBUTED TALKS.
The University of Innsbruck invites applications for the position of a
*University Professor*
*of*
*Business Administration with a focus on Finance *
at the School of Management, Department of Banking and Finance. The
position will be based on a permanent civil-law employment contract with
the University.
*Responsibilities*
**
The professor shall represent the subject of Business Administration
with a focus on Finance in research and teaching.
The professor isexpected to carry out internationally visible research
-- specifically in the field of Asset Pricing -- and to participate in
the research centre "Financial Markets and Risk".Theoretical, empirical
and experimental approaches are equally welcome. She/He is expected
topublish in internationally well-established peer reviewed journals,
cooperate with international research and/or project partners, and
successfully apply for research grants.
The professor shall teach especially the subject of Finance in the
School's undergraduate, graduate and PhD programs.
Furthermore, the professor is expected to actively participate in the
strategic development of the School of Management and academic
self-government. Some knowledge of German is a plus, but not required.
*Qualification requirements*
**
a)a pertinent degree in higher education in Austria or the equivalent;
b)a pertinent 'Habilitation' or comparable qualification;
c) publications in leading international peer-reviewed academic journals;
d) documented participation in international scholarly discourses;
e) experience in raising third-party funding;
f) excellent teaching skills;
g) international experience in teaching and/or research;
h) ability to lead teams in research and teaching.
Applications should be submitted no later than
*13^th of June 2012*
to Leopold-Franzens-Universität Innsbruck, Fakultäten Servicestelle,
Standort Karl-Rahner- Platz 3, A-6020 Innsbruck
(fss-karlrahnerplatz(a)uibk.ac.at).
The University of Innsbruck is committed to increasing the percentage of
female employees especially in leading positions and therefore
explicitly invites applications by women. In the case of equivalent
qualifications, women will be given preference.
The application should include: CV including a description of the
applicant's scholarly and professional career; list of scientific
publications; list of ongoing and completed research projects (amount of
funding, funding body, duration); planned research activities at the
Department of Banking and Finance; list of courses taught and teaching
evaluations; electronic copies of five significant publications.
The application and all accompanying documents should be submitted
electronically (CDROM or e-mail). Submission as a hardcopy is optional.
The applications will be reviewed internationally; therefore the
application has to be in English.
The basic salary is set down in the collective bargaining agreement for
university employees. Professors are in the remuneration group A 1. For
the position the grosssalary is 63.996,80 Europer year. Depending on
qualification and experience a higher gross salary up to 75.000,- Euro
per year can be a topic in the negotiations with the rector. Beyond that
the university offers attractive additional benefits
(http://www.uibk.ac.at/universitaet/zusatzleistungen/). Additional
personnel will not be provided.
The full, authoritative text in German (published in the official
bulletin of the University of Innsbruck of 2^nd of May
2012),comprehensive information on the School of Management, the
Department of Banking and Finance, and the current state of the
appointment procedure is available at:
http://www.uibk.ac.at/fakultaeten/betriebswirtschaft/career.html.
Univ.-Prof. Dr. Dr. h.c. mult. Tilmann Märk
R e c t o r
*** CALL FOR PARTICIPATION ***
International Conference
Stochastic Optimization and Optimal Stopping
24-28 September 2012, Moscow, Russia
http://soandos.mi.ras.ru
Steklov Mathematical Institute <http://www.mi.ras.ru/index.php?c=main&l=1>, PreMo Laboratory <http://www.premolab.ru> and STRADO organize conference /"Stochastic Optimization and Optimal Stopping"/. The conference is devoted to recent developments in stochastic control and related fields and will gather leading researches in this area.
CONFIRMED PLENARY SPEAKERS:
N. Bauerle (Karlsruhe University) E. Bayraktar (Michigan University)
C. Bender (Saarland University) A. Bensoussan (University of Texas at Dallas)
U. Cetin (London School of Economics) R. Dalang (Ecole Polytechnique de Lausanne)
E. Feinberg (Stony Brook University) I. Karatzas (Columbia University)
R. Lerche (Freiburg University) G. Moustakides (University of Patras)
B. Oksendal (Oslo University) H. Pham (Paris Diderot University)
C. Rogers (Cambridge University) J. Schoenmakers (Weierstrass Institute)
A. Shiryaev (Steklov Institute) P. Tankov (Paris Diderot University)
A. Tartakovsky (University of Southern California) M. Urusov (Ulm University)
X. Zhou (Chinese University of Hong Kong)
MAIN TOPICS:
* Changepoint detection problems
* Numerical stochastic optimization
* Optimal stopping problems
* Sequential hypothesis testing
* Stochastic control in finance
* Stochastic differential equations
* Stochastic games
We invite everyone interested in the subject area of the conference to participate. There will be 20-minutes contributed talks and poster sessions.
Participation is free of charge.
For information about registration, please visit the page http://soandos.mi.ras.ru/participation.html
The deadline for abstract submission is 15 June 2012.
Conference poster: http://soandos.mi.ras.ru/materials/poster.pdf
Website: http://soandos.mi.ras.ru
Email: soandos(a)mi.ras.ru <mailto:soandos@mi.ras.ru>