---------- Forwarded message ----------
Date: Thu, 4 Jul 2002 10:59:13 +0200
From: Uwe Schmock <schmock(a)math.ethz.ch>
Subject: Zurich Workshop on Quantitative Risk Management
If you want to be removed from this mailing list on "Financial and
Insurance Mathematics in Zurich" or change your email address, please
send an email to Ms. Aline Strolz (mailto:strolz@isb.unizh.ch).
SECOND ANNOUNCEMENT
-------------------
of the Zurich Workshop on Quantitative Risk Management
(http://www.mathrisk.com/zurich.html)
organised by Mathrisk (http://www.mathrisk.com/).
Registrations are well underway for this workshop but places do remain.
Main Details
------------
Duration of workshop: 3 days, 2nd to 4th October 2002
Venue: main building of ETH (Swiss Federal Institute of Technology), Zurich
Workshop instructors:
Prof. Alexander McNeil (ETH Zurich)
Prof. Rüdiger Frey (University of Leipzig, Germany)
Special guest lecturer: Prof. Paul Embrechts (ETH Zurich)
Subject of Workshop
-------------------
Advanced mathematical and statistical methods for quantitative risk
management of market and credit risks will be presented. These will
include financial time series modelling, extreme value theory,
copula-based dependence modelling and techniques for the modelling of
correlated portfolio credit risks. A more detailed contents list may
be found at the course home page
(http://www.mathrisk.com/zurich.html).
Some Features of the Workshop
-----------------------------
(a) State-of-the-art.
You will hear the latest research in areas like the modelling of
extremes and the use of copulas to capture dependencies between risks.
(b) Practical Examples.
Methodology will be illustrated by examples in S-PLUS; we are teaming
up with Insightful (http://www.insightful.com/) to provide examples
using their brand new S+FinMetrics module, which provides the most
advanced set of functions for the econometric analysis of financial
data.
(c) Social.
Lunch with a view of lake (guaranteed) and Alps (visibility
permitting) every day! A workshop dinner on Thursday 3rd October.
Registration and Pricing
------------------------
For pricing information please consult the course home page
(http://www.mathrisk.com/zurich.html); note that the early
registration deadline has been extended by two weeks until 14th July
2002. To register, return the registration form that you find on the
course home page.
In case you have additional questions concerning the workshop, please
send an email to the organisers (mailto:courses@mathrisk.com).
With best regards,
Uwe Schmock
Mathrisk: http://www.mathrisk.com/
Master of Advanced Studies in Finance: http://www.msfinance.ch/
Swiss Banking Institute: http://www.isb.unizh.ch/
Financial and Insurance Mathematics at ETHZ: http://www.math.ethz.ch/finance/
RiskLab: http://www.risklab.ch/
NCCR-FinRisk: http://www.nccr-finrisk.unizh.ch/
Home Page: http://www.math.ethz.ch/~schmock/
Managing assistant: http://www.math.ethz.ch/~strolz/
CCEFM Workshop:
Prof. Suresh Sundaresan (Columbia University, NY)
hält HEUTE um 15.30 einen Vortrag über das Thema:
"Collateralized Swaps: Implications for Valuation and Zero Extraction".
Der Vortrag findet in der Wiener Börse, Wallnerstrasse 8, statt.
Announcement: Talk with Prof. Suresh Sundaresan, Columbia University
Date: 24.06.2002
Time: 04:30 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Default Risk and Portfolio Management
Abstract: Due to the decreasing size of government debt markets and increase
in securitized debt products, credit-risky asset classes have become an
increasingly important part of the fixed income portfolio management
industry. Asset classes such as collateralized debt obligations, corporate
debt, asset-backed securities confront portfolio managers with arguably
better expected returns but also expose investors to higher credit and
liquidity risk exposures. The seminar will explore the development of these
markets, new opportunities and risks that they present. In addition, we will
review the current thinking about measuring and managing credit and
liquidity risks in different asset classes. Institutional developments such
as collateralization, marking to market, trigger covenants will be
presented. Conceptual risk measurement techniques and rating procedures will
also be outlined
Liebe KollegInnen,
da heute die Frist für die Anmeldung abläuft, möchte ich Sie noch einmal
auf den
"Workshop on Recent Topics in Real Options Valuation" aufmerksam machen,
welcher vom 6.7. bis 8.7.02 an der Donau-Universität Krems stattfinden.
Programm und Anmeldeformular finden Sie unter
http://ebweb.tuwien.ac.at/ibwl/realopt.html
Schöne Grüße
Thomas Dangl
--
Thomas Dangl
Vienna University of Technology
Department of Managerial Economics
and Industrial Organization
Theresianumgasse 27
A-1040 Vienna, Austria
Tel: ++43-1-58801-33063
Fax: ++43-1-58801-33096
mailto:Thomas.Dangl@tuwien.ac.at
http://www.ibab.tuwien.ac.at/ibwl
---------- Forwarded message ----------
Date: Mon, 10 Jun 2002 14:30:42 +0200
From: Financial and Actuarial Mathematics <fam(a)fam.tuwien.ac.at>
FAM-jobs * http://doob.fam.tuwien.ac.at/jobs/20020610.php
R E S E A R C H P O S I T I O N
in Financial and Actuarial Mathematics
at the Vienna University of Technology
1 Post-Doc-ship:
The successful applicants will have a PhD in Mathematics specialising
in Mathematical Finance or Actuarial Mathematics, or in a field
related to these topics, e.g., stochastic processes or, more
generally, probability theory, functional analysis, Malliavin
calculus, control theory, numerical aspects of PDE's etc. Some
background in finance also will be highly appreciated. He/she will
have a high potential and a strong will to do research and will name 3
peers who are willing to write a letter evaluating the applicant's
academic qualifications. The yearly salary will be EUR 35.056.-- = ATS
482.381,-- (before tax and social security contribution).
The Research Group:
The Research group on Financial and Actuarial Mathematics is directed
by W. Schachermayer (http://www.fam.tuwien.ac.at/~wschach/) and
attached to his chair of financial and actuarial mathematics at the
Vienna University of Techology. W. Schachermayer has received the
Wittgenstein-Prize in 1998 (which the Austrian Science Foundation has
created following the pattern of the McArthur prize in the US and the
Leibniz prize in Germany), which constitutes a grant of ATS 15 Mill.
(appr. US$ 1 Mill.) to be spent on research activities in the
subsequent five years. This grant will finance (among other
activities) the 1 position announced.
The research group presently consists of 11 academic researchers. The
research is focused on stochastic processes and their applications in
finance.
Duration of Contracts:
The anticipated starting date is October 1, 2002, but an alternative
date may be possible. The contract will be for two years.
Candidates should mail their applications, including a Curriculum
Vitae, to Professor Walter Schachermayer, Vienna University of
Technology, Dept. of Financial and Actuarial Mathematics, Wiedner
Hauptstraße 8-10/105, A-1040 Wien, Austria or e-mail it to
fam(a)fam.tuwien.ac.at
The application deadline is July 31, 2002.
More information on the research group financial and actuarial
mathematics and the specifics of the above positions can be obtained
from Professor Walter Schachermayer, Tel. +43-1-58801-10511, email:
fam(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Fri, 7 Jun 2002 18:00:38 +0200
From: Götz Kersting <kersting(a)math.uni-frankfurt.de>
To: wschach(a)fam.tuwien.ac.at
Subject: Ausschreibung einer Juniorprofessur
..., liebe Kollegen,
anbei schicke ich Ihnen die Ausschreibung einer Juniorprofessur fuer
MathFinance an der Uni Frankfurt (ps- und pdf-file, erscheint in der
ZEIT) mit der Bitte, sie weiter bekannt zu machen bzw. moegliche
Kandidat(inn)en zu informieren. Sie koennen natuerlich auch mich auf
potentielle Bewerber(innen) aufmerksam machen. Bewerbungsschluss ist
bereits am 5. Juli 2002.
Mit herzlichem Dank im voraus
Goetz Kersting
---------- End of forwarded message ----------
Attachments
1. [Application: juniorprof.pdf] (55KB) ""
http://www.fam.tuwien.ac.at/vfn/020610__juniorprof.pdf
2. [Application: Juniorprof.ps] (40KB) ""
http://www.fam.tuwien.ac.at/vfn/020610__juniorprof.ps
Zitat aus untenstehend zitiertem Text:
Am Institut für Betriebswirtschaftslehre der Fakultät für
Wirtschaftswissenschaften und Informatik der Universität Wien kann zum
ehestmöglichen Termin ein Ausbildungsverhältnis mit einem/r
Wissenschaftlichen Mitarbeiter/in begründet werden. Es endet nach
Ablauf von 4 Jahren. Das Beschäftigungsausmaß beträgt 100 %. Es
besteht die Möglichkeit, an Forschungsprojekten mitzuarbeiten.
--
-- Andreas Schamanek
vfn-l list-admin
---------- Forwarded message ----------
Date: Tue, 4 Jun 2002 16:05:10 MEZ-2
From: neumeyer(a)fio.fin.univie.ac.at
To: vfn-l(a)fam.tuwien.ac.at
Subject: Ausschreibung
Sehr geehrtes Team,
anbei die Link-Adresse zu unserer Homepage und unserer
Ausschreibung eines wissenschaftlichen Assistenten an der Uni
Wien.
http://www.bwl.univie.ac.at/bwl/fins/owi_fdl.html
Vielen Dank
mfG
Christine Neumeyer
---------- Forwarded message ----------
Date: Mon, 3 Jun 2002 15:14:58 +0200
From: OEVFA Office <office(a)oevfa.at>
(...)
Der Vorstand der Oesterreichischen Vereinigung fuer Finanzanalyse und
Asset Management (OeVFA) beehrt sich, zum Festvortrag 2002 am
Donnerstag, 13. Juni 2002, 11.00 Uhr in den Reitersaal der OeKB, 1010
Wien, Strauchgasse 3 hoeflichst einzuladen.
Dr. Andreas Gruenbichler, Vorstandsdirektor Finanzmarktaufsichts-
behoerde (FMA), referiert zum Thema: "Corporate Governance und die
Rolle der Finanzanalysten".
Im Anschluss an den Vortrag bittet die OeVFA zu einem Buffet.
Wir freuen uns auf Ihr Kommen und ersuchen um Ihre Anmeldung per
e-mail an office(a)oevfa.at bis 7. Juni 2002. Fuer eventuelle Fragen
steht Ihnen Fr. Mag. Renate Altenhofer unter Telnr. 01/532 1000 gerne
zur Verfuegung. Naehere Infos auch unter http://www.oevfa.at .
Mit freundlichen Grueszen
Renate Altenhofer
++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Mag. Renate Altenhofer
Executive Manager
RNG Management GmbH
Boersegasse 9, DG 14, A-1010 Wien
T: +43 1 532 1000, F: +43 1 532 1001, M: +43 664 32 61 077
e-mail:r.altenhofer@rng.at, http://www.rng.at
++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Liebe KollegInnen,
ich möchte Sie auf den
"Workshop on Recent Topics in Real Options Valuation",
hinweisen, welcher von 6. bis 8. Juli 2002 an der Donau-Universität
Krems stattfindet.
Geladene Sprecher:
U. Hommel (EBS), R.S. Pindyck (MIT), L. Trigeorgis (UoCyprus)
Das Programm sowie das Anmeldeformular finden Sie unter
http://ebweb.tuwien.ac.at/ibwl/realopt.html
Herzliche Grüße
Thomas Dangl
--
Thomas Dangl
Vienna University of Technology
Department of Managerial Economics
and Industrial Organization
Theresianumgasse 27
A-1040 Vienna, Austria
Tel: ++43-1-58801-33063
Fax: ++43-1-58801-33096
mailto:Thomas.Dangl@tuwien.ac.at
http://www.ibab.tuwien.ac.at/ibwl
---------- Forwarded message ----------
Date: Thu, 23 May 2002 14:55:31 +0200
From: Michael Jeckle <michael.jeckle(a)fh-vie.ac.at>
To: vfn-l(a)fam.tuwien.ac.at
Cc: r.Stickler(a)fh-vie.ac.at
Subject: Gastvortraege an der Fachhochschule BFI
Ankündigung: Gastvorträge an der Fachhochschule BFI, Wollmuthstraße
22, 1020 Wien
Prof. Walter Schwaiger (TU-WIEN)
Basel II - Auswirkungen auf den österreichischen Mittelstand
Dienstag, den 28.05.2002, um 18 UHR an der Fachhochschule BFI,
Lehrsaal 320
Dr. Erich Obersteiner (Vorstand der Wiener Börse AG)
Wiener Börse und österreichischer Kapitalmarkt - Bestandsaufnahme und
Zukunftsperspektiven
Montag, den 3.06.2002, um 17.30 an der Fachhochschule BFI, Lehrsaal 301
Dipl. Vw. Michael Jeckle
Lektor im Studiengang Bank- und Finanzwirtschaft
Tel. ++43/1/720 1286-46
Email: Michael.Jeckle(a)fh-vie.ac.at
Internetaddresse: http://www.fh-vie.ac.at