VFN-L

vfn-l@fam.tuwien.ac.at

1159 discussions

[VFN] Vortrag am IHS
by Michael Jeckle 11 May '01

11 May '01

Sehr geehrte Damen und Herren! Am Montag, den 14. Mai, 2001, 16.00-17.30, SZ VI findet im Finance Research Seminar des IHS ein Vortrag von Manfred Frühwirth/Leopold Sögner (Wirtschaftsuniversität Wien) zum Thema "The Jarrow/Turnbull Default Risk Model: Evidence from the German Market" statt. Der Vortrag ist auf Englisch. ----------------------------------------- Michael Jeckle, Head of the Finance Group Department of Economics and Finance Institute for Advanced Studies Stumpergasse 56 A-1060 Vienna Austria Tel ++43/1/59991/211 E-Mail: jeckle(a)ihs.ac.at

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[VFN] 2 job offers at Department of Financial and Actuarial Mathematics, TU Vienna
by VFN-L admin * Andreas Schamanek 10 May '01

10 May '01

Ladies and Gentlemen, Please find announcements for two brand new job offers below On Thu, 10 May 2001, Sandra Trenovatz <jobs(a)fam.tuwien.ac.at> wrote: > weitere neue stellenangebote ---> > > 2001-05-16: Institut fuer Finanz- und VersMath an der TU Wien - > Universitaetsassistent/in > http://www.fam.tuwien.ac.at/~sandra/jobs/20010516.htm > > 2001-05-11: Institut fuer Finanz- und VersMath an der TU Wien - > PostDoc in Forschungsprojekt > http://www.fam.tuwien.ac.at/~sandra/jobs/20010511.htm Further details and more offers may be found at http://www.fam.tuwien.ac.at/~sandra/jobs/ -- Andreas Schamanek vfn-l-admin ----------------------------------------------------------------------- ANDREAS SCHAMANEK <Andreas.Schamanek(a)univie.ac.at> T: +43-1 58801-10555 Admin @ Dept. of Statistics and Decision Support * Univ. of Vienna Admin @ Dept. of Statistics, Probability Theory & AM * TU Vienna

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[VFN] Vortrag Seminar Finanzmathematik
by Modernes Risk Management 10 May '01

10 May '01

Sehr geehrte Damen und Herren, Im Rahmen des Seminars "Finanzmathematik" haelt Herr Stefan Mandl (Bank Austria) einen Vortrag zum Thema "Anwendung der Technischen Analyse in der Praxis" Zeit: Mittwoch, 16. Mai 2001, 19 Uhr Ort: Hoersaal 1 Institut fuer Mathematik Strudlhofgasse 4 1090 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] Einladung CCEFM Workshop 11. Mai 2001 - Thema des Vortrags
by Otto Randl 09 May '01

09 May '01

CCEFM Workshop - Update zur Einladung von letzter Woche: Das Thema des Vortrags von Prof. von Thadden lautet "An Incomplete-Contracts Approach to Corporate Bankruptcy". Der Workshop findet am Freitag, 11. Mai 2001, von 15.30 bis 17.00 in der Säulenhalle der Wiener Börse, Wallnerstr. 8, 1010 Wien, statt. Mit freundlichen Grüßen Otto Randl

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[VFN] Vortrag Seminar Finanzmathematik
by Modernes Risk Management 06 May '01

06 May '01

Sehr geehrte Damen und Herren, Im Rahmen des Seminars "Finanzmathematik" haelt Herr Mag. Oliver Lintner (ERSTE Bank) einen Vortrag zum Thema "System Trading: Building and trading profitable systems" Der Vortrag ist auf Deutsch (trotz des englischen Titels!) und wird folgende Punkte behandeln: * Benefits of CTA industry * Benefits of systematic trading * Components of a trading system * Evaluation of successful systems * Moving into realtime trading * Pitfalls in a realtime world Zeit: Mittwoch, 9. Mai 2001, 19 Uhr Ort: Hoersaal 1 Institut fuer Mathematik Strudlhofgasse 4 1090 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] Einladung CCEFM Workshop
by Otto Randl 04 May '01

04 May '01

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: Ernst-Ludwig von Thadden (HEC Lausanne) Der Workshop findet am Freitag, 11. Mai 2001, von 15.30 bis 17.00 in der Säulenhalle der Wiener Börse, Wallnerstr. 8, 1010 Wien, statt. Für weitere Informationen über CCEFM: http://info.tuwien.ac.at/ccefm/ Mit freundlichen Grüßen Otto Randl

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[VFN] Mathematical Finance in Dubrovnik (2nd ann., fwd)
by VFN-L admin * Andreas Schamanek 28 Apr '01

28 Apr '01

----------- forwarded messages: Date: Fri, 27 Apr 2001 23:04:36 +0200 (MET DST) From: Summer School in Mathematical Finance <ssmf(a)valjhun.fmf.uni-lj.si> Subject: Mathematical Finance in Dubrovnik SECOND ANNOUNCEMENT SUMMER SCHOOL IN MATHEMATICAL FINANCE Inter-University Centre Dubrovnik Dubrovnik, Croatia, September 17-22, 2001 The aim of the summer school is to have leading researchers deliver lectures on current research in mathematical finance. There will be five invited speakers who will each give 6 expository lectures on topics concerning mainly pric- ing of derivative securities but will include also term structure models and actuarial science. There will also be a limited number of contributed talks. English will be the official language of the summer school. PROGRAMME As mentioned before there will be five lecturers each delivering six hours of lectures. The idea is to bring the audience up to date with current research but not to clutter the presentation with too much technical detail. Some fami- liarity with probability and finance is expected. Note that the programme has changed slightly from the first announce- ment. The five confirmed lecturers are: Tomas Bjoerk (The Stockholm School of Economics): INTEREST RATE MODELS. Mark Davis (Imperial College): MATHEMATICAL MODELS FOR DEFAULT AND CREDIT RISK. Nicole El Karoui (Ecole Polytechnique, Paris): INVERSE PROB- LEMS IN FINANCE Paul Embrechts (Swiss Institute of Technology): INSURANCE ANALYTICS. Ragnar Norberg (London School of Economics): FINANCIAL MATHEMATICS IN LIFE AND PENSION INSURANCE. ORGANISERS The organising institution is the Inter-University Centre in Dubrovnik, Croatia. The IUC is an international organisa- tion whose members are universities all over the world. At the moment the number of participating universities is 175 and the list is expected to grow in the future. The main aim of the Centre is to provide the location and facilities for meetings, summer schools and conferences in all fields of science. The organising committee consists of J. Cvitanic (University of Southern California), D. Mramor (Univeristy of Lju- bljana), W. Runggaldier (University of Padova) and W. Schachermayer (Technical University Vienna). The local organisers are M. Perman (University of Ljubljana) and Z. Vondraèek (University of Zagreb). REGISTRATION The registration fee will be 120 EURO for regular partici- pants and 80 EURO for registered students. The number of participants is limited to 60. Registration will be handled on a first come first served basis. You can register on- line at http://www.math.hr/~ssmf or by sending e-mail to to ssmf(a)valjhun.fmf.uni-lj.si. You will only be considered registered once the registration fee has been paid. The deadline for registration is June 15, 2001. Keep in mind that the number of participants is limited and the number of registrations is increasing fast. ACT now. ACCOMMODATION AND TRAVEL The best way to get to Dubrovnik is to fly. The local air- port Æilipi is a short drive from the city. There are regu- lar flights from Zagreb, Croatia. For more information on travel and hotels consult the conference homepage. We URGE you to book hotels as soon as possible. Dubrovnik is a popular destination and hotels may be a problem if you do last minute reservations. See the homepage for information on hotels. ABOUT DUBROVNIK Dubrovnik is located on the eastern coast of the Adriatic sea close to the southernmost tip of Croatia. It is best known for its impressive ramparts encircling the picturesque renaissance inner city, and for its rich and colourful his- tory. The origins of the city go back to the Romans who appreciated the suave Mediterranean climate and the beauti- ful surroundings. The life of the inhabitants has always been closely tied to the sea; the trading network of the Ragusan traders extended across Europe and they were known as reliable partners and were renowned for their shipbuild- ing skills. At the height of its power in the 15. and 16. century the tiny city-republic of Dubrovnik had over 150 consular representatives countries and was actively involved in European politics. The ensuing centuries brought a slow decline as the Mediterranean lost its role as the primary trading route. As a historical curiosity one should mention that Dubrovnik was the first state to recognise the indepen- dence of the United States in 1776. Today tourism is the main activity in Dubrovnik. It's surroundings and bathing possibilities along with cultural events have been attract- ing visitors for many years. In September the weather is usually sunny and the temperatures range between 25-30C (78-86F). The water temperatures are balmy 24C (76F). April 26, 2001

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[VFN] Vortrag Seminar Finanzmathematik
by Modernes Risk Management 27 Apr '01

27 Apr '01

Sehr geehrte Damen und Herren, Im Rahmen des Seminars "Finanzmathematik" haelt Herr DI Walter Mussil (Bank Austria) einen Vortrag zum Thema "Modellierung von Transferrisken" Zeit: Mittwoch, 2. Mai 2001, 19 Uhr Ort: Hoersaal 1 Institut fuer Mathematik Strudlhofgasse 4 1090 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] Vortrag Seminar Finanzmathematik
by Modernes Risk Management 19 Apr '01

19 Apr '01

Sehr geehrte Damen und Herren, Im Rahmen des Seminars "Finanzmathematik" haelt Herr Dr. Stephan Schulmeister (Oesterreichisches Wirtschaftsforschungsinstitut) einen Vortrag zum Thema "Profitabilitaet und Kurseffekte der `technischen Analyse' im DM-Dollar-Handel" Zeit: Mittwoch, 25. April 2001, 19 Uhr Ort: Hoersaal 1 Institut fuer Mathematik Strudlhofgasse 4 1090 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: German Finance Association 2001 Annual Meeting, Vienna, Austria
by VFN-L admin * Andreas Schamanek 20 Mar '01

20 Mar '01

Forwarded message CALL FOR PAPERS GERMAN FINANCE ASSOCIATION 2001 ANNUAL MEETING October 5-6, 2001, Vienna, Austria Keynote Speaker: Prof. William F. Sharpe, 1990 Nobel Laureate in Economics The 8th Annual Meeting of the German Finance Association (DGF) will be hosted by the Department of Business Studies of the University of Vienna, Austria, on October 5, 2001. On October 6th, a symposium on "Technological and Institutional Change in Financial Intermediation" follows. CALL FOR PAPERS: Contributions are welcome in all fields of finance for the Annual Meeting. Major topics of the symposium are: - Competition between Financial Markets - New Developments in Regulation and Risk Management - Valuation of Internet Companies - New Trading Systems Submissions should be sent in triplicate to Prof. Josef Zechner (see contact information below). All submitted papers are double blind-refereed. Please indicate whether your paper is to be considered: ( i) either for the 8th annual meeting of the DGF or for the symposium ( ii) for the 8th annual meeting of the DGF only (iii) for the symposium only. The cover page of the paper should contain the title, name and affiliation of the authors, complete address and email addresses. The first page of text should contain the title, the abstract and JEL classification codes, but not the authors' names. Deadline for submission of papers is March 31, 2001. REGISTRATION: Registration is already open. Please download the registration form from the conference web site. There will be no conference fee for members of the German Finance Association who register early. CONTACT: Prof. Josef Zechner University of Vienna Department of Business Studies Bruenner Strasse 72 A-1210 Wien, Austria Tel: +43-1-4277-38072 Fax: +43-1-4277-38074 Email: mailto:dgf.finance@univie.ac.at Website: http://dgf.univie.ac.at

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[VFN] Neues Semester mit Modernem Risk Management
by Modernes Risk Management 08 Mar '01

08 Mar '01

Sehr geehrte Damen und Herren, Unser Workshop Kreditrisikomanagment (http://www.fam.tuwien.ac.at/crm) vom 31.1.-2.2.2001, das in Kooperation mit der Oesterreichischen Nationalbank veranstaltet wurde, war mit ueber 130 Teilnehmern sehr gut besucht und bot ein gelungenes Forum fuer den Gedankenaustausch zwischen Universitaet, Finanzindustrie und Aufsichtsbehoerde. In diesem Sommersemester wird wieder das "traditionelle" Seminar Finanzmathematik angeboten: Als Ergaenzung zum Thema Risikomanagement wollen wir diesmal auch Vortraege ueber mathematische Ansaetze im Handel (technische Analyse, Zeitreihenanalyse, neuronale Netze) bringen. Das Seminar startet am 14. Maerz, wie immer mit einer Einfuehrung, die sich primaer an die Studenten des Mathematischen Institutes richtet (aber auch an interessierte Praktiker). Nach den Osterferien sind dann wieder Vortraege von Wissenschaftlern und Praktikern geplant, zu denen wir gesondert einladen werden. Zeit und Ort unseres Seminars: Zeit: Mittwoch, 19 Uhr bis 20 Uhr 30 Ort: Hoersaal 1 Institut fuer Mathematik Strudlhofgasse 4 1090 Wien Weitere Informationen dazu unter http://www.mat.univie.ac.at/~mfulmek/sess01.html 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 Evolutionary Computation in Economics and Finance 2001 (fwd)
by VFN-L admin * Andreas Schamanek 30 Jan '01

30 Jan '01

------------ forwarded message ------------- Date: Tue, 30 Jan 2001 16:07:16 +0800 From: Chia-Hsuan Yeh <spock(a)MS17.URL.COM.TW> ********************************************** * * * Call for Papers * * * * Sessions on * * * * Evolutionary Computation in * * Economics and Finance * * * * 7th International Conference * * of the * * Society for Computational Economics * * on * * Computing in Economics and Finance * * (CEF'2001) * * * * June 28-30, 2001 * * Yale University, New Haven * * Connecticu, U.S.A. * ********************************************** Organizor: Berc Rustem Correspondence: Berc Rustem Department of Computing Imperial College of Science, Technology & Medicine 180 Queen's Gate, London SW7 2BZ, UK Tel: 44 (0)20 7594 8345 Fax: 44 (0)20 7581 8024 E-mail: br(a)doc.ic.ac.uk Scope: In the last two years, CEF has consecutively hosted special sessions on Evolutionary Computation in Economics and Finance (ECEF). This series of events aims at bringing together economists to explore current development of evolutionary computation (EC) in economic and financial modeling, simulation and computation. These special sessions, along with many similar events have revealed some promising features of EC in the study of option pricing, time series modeling, economic forecasting, trading strategies, oligopoly games, bargaining behavior, economic experiments, and artificial financial markets. Through these applications, EC tools such as genetic algorithms, genetic programming, evolutionary programming, evolutionary strategies and evolutionary artificial neural nets have been introduced to a larger circle of economists, and also provides us with a better opportunity to reflect upon the chances which we may have from these tools. As a continuation of this learning process, this year we will organize special sessions on the 7th SCE conference at Yale University. Papers addressing novel applications of EC techniques to economics, game theory and finance, and methodologies are cordially solicited. Authors wishing to present a paper should submit a 4-page extended abstract or a full paper via the conference webpage, http://gemini.econ.yale.edu/conference/SCE2001 The conference Web site will begin accepting submissions on January 1, 2001, and will continue to accept submissions through March 1, 2001. To expedite the screening process, a menu is provided on the webpages allowing precategorization of submissions. Authors are advised to indicate the program committee member by whom the submission is to be considered. For example, to have a paper included in the sessions on ``Evolutionary Computation in Economics and Finance'', one should choose Berc Rustem as the conference program committee member by whom the submission is to be considered. For any further information, please contact Berc Rustem Department of Computing Imperial College of Science, Technology & Medicine 180 Queen's Gate, London SW7 2BZ, UK Tel: 44 (0)20 7594 8345 Fax: 44 (0)20 7581 8024 E-mail: br(a)doc.ic.ac.uk or Shu-Heng Chen AI-ECON Research Center Department of Economics National Chengchi University Taipei, Taiwan 11623 Tel: 886-2-29387308 Fax: 886-2-27386874 E-mail: chchen(a)nccu.edu.tw http://www.aiecon.org/

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[VFN] CCEFM Workshop Prof.Lux
by Alex Stomper 18 Jan '01

18 Jan '01

CCEFM (Center for Central European Markets), eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien, Technischen Universitaet Wien und der Wiener Börse AG, laedt zu folgenden Workshops ein: Prof. Lux (Universität Kiel) "Künstliche Finanzmärkte und die 'stilisierten' Fakten" Der Vortrag findet am Freitag, 26. Jänner 2001, von 15.30 bis 17.00 im HÖRSAAL 8, BWZ, Bruennerstr. 72, 1210 Wien, statt.

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[VFN] Vortrag am 24. 1/Seminar aus Finanzwirtschaft/TU
by Modernes Risk Management 18 Jan '01

18 Jan '01

Sehr geehrte Damen und Herren, Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" haelt Herr Dr. Alfred Lehar (Universitaet Wien) einen Vortrag mit dem Titel "Basle Accord vs. Value-at-Risk Regulation in Banking" Zeit: Mittwoch, 24. Jaenner, 17 Uhr Ort: Hoersaal 6 Technische Universitaet Wien Karlsplatz 13, Erdgeschoss Stiege 2 1060 Wien Dies ist der letzte Vortrag in diesem Wintersemester: Auf die Veranstaltungen des Sommersemesters (ab Maerz) werden wir wieder gesondert hinweisen. 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] anderer Ort des CCEFM Workshops von C. Laux
by Alex Stomper 17 Jan '01

17 Jan '01

Sehr geehrte Subscriber des Vienna Finance Newsletters! Leider habe ich übersehen, dasz die Säulenhalle der Wiener Börse für den Vortrag von Christian Laux nicht zur Verfügung steht. Der Vortrag findet deshalb zur angekündigten Zeit (Fr., 19.1., 15.30-17.00) im HÖRSAAL 8, BWZ, Bruennerstr. 72, 1210 Wien, statt. Hochachtungsvoll, Alex Stomper

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[VFN] CCEFM Workshops
by Alex Stomper 15 Jan '01

15 Jan '01

CCEFM (Center for Central European Markets), eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien, Technischen Universitaet Wien und der Wiener Börse AG, laedt zu folgenden Workshops ein: 1. Christian Laux (Universität Mannheim) "Incentives in Internal Capital Markets: Capital Constraints, Competition, and Investment Opportunities". Der Workshop findet am Freitag, 19. Jänner 2001, von 15.30 bis 17.00 in der Wiener Börse, Wallnerstr. 8, 1010 Wien, statt. 2. Prof. Lux (Universität Kiel) Der Titel des Vortrags wird noch bekanntgegeben. Der Vortrag findet am Freitag, 26. Jänner 2001, von 15.30 bis 17.00 ebenfalls in der Wiener Börse statt.

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[VFN] Vortrag am 17. 1/Seminar aus Finanzwirtschaft/TU
by Modernes Risk Management 15 Jan '01

15 Jan '01

Sehr geehrte Damen und Herren, Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" haelt Herr Mag. Gerald Krenn (Oesterreichische Nationalbank) einen Vortrag mit dem Titel "Identifizierung von Worst-Case-Szenarien unter Plausibilitaetsbedingungen" Zeit: Mittwoch, 17. Jaenner, 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] Vortrag am 10. 1/Seminar aus Finanzwirtschaft/TU
by Markus Fulmek 09 Jan '01

09 Jan '01

Sehr geehrte Damen und Herren, Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" haelt Herr Prof. Peter Reichling (Universitaet Magdeburg) einen Vortrag mit dem Titel "Bestimmung des Bonitaetsspreads bei unsicherem Unternehmenswert" Zeit: Mittwoch, 10. Jaenner, 17 Uhr Ort: Hoersaal 6 Technische Universitaet Wien Karlsplatz 13, Erdgeschoss Stiege 2 1060 Wien Mit besten Gruessen, Markus Fulmek

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[VFN] CCEFM Workshop 15.12.
by Alex Stomper 13 Dec '00

13 Dec '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: Prof. Krahnen, "Private debt restructuring: Evidence on coordination risk in financial distress". Der Workshop findet am Freitag, 15. Dezember 2000, von 16.00 bis 17.30 in der Wiener Börse, Wallnerstr. 8, 1010 Wien, statt. (BITTE BEACHTEN SIE DIE GEÄNDERTE BEGINNZEIT!) Für weitere Informationen: http://info.tuwien.ac.at/ccefm/workshop/work.htm

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[VFN] Vortrag am 13. 12/Seminar aus Finanzwirtschaft/TU
by Modernes Risk Management 08 Dec '00

08 Dec '00

Sehr geehrte Damen und Herren, Im Rahmen des "Seminar aus Finanzwirtschaft - Kreditrisiko" haelt Herr Dipl.-Volkswirt Michael Maifarth (PricewaterhouseCoopers Frankfurt) einen Vortrag mit dem Titel "ABS und synthetische ABS - Bestandsaufnahme und aktuelle Diskussionspunkte" Zeit: Mittwoch, 13. Dezember, 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] Vortrag am 11. 12/Institut fuer Statistik/Uni Wien
by Modernes Risk Management 05 Dec '00

05 Dec '00

Sehr geehrte Damen und Herren, Im Rahmen des "Kolloquium aus Statistik, Operations Research und Informatik" haelt Prof. W. Stute (Universitaet Giessen) einen Vortrag mit dem Titel "Diffusionsprozesse mit shot-noise Effekten und ihre Anwendung in der Finanzmathematik" Zeit: Montag, 11. Dezember, 17 Uhr 30 Ort: Leopold-Schmetterer-Seminarraum Institut fuer Statistik Universitaet Wien Universitaetsstrasse 5, 3. Stock (Lift!) 1010 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] 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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