-- From: "Helmreich, Silvia" <silvia.helmreich(a)fh-vie.ac.at> --
Sehr geehrte Damen und Herren,
Der Studiengang "Quantitative Asset and Risk Management" (kurz: ARIMA) startet heuer im Herbst zum neunten Mal und unsere AbsolventInnen haben hervorragende Chancen auf dem momentan doch recht schwierigen Arbeitsmarkt.
Gerade im Bereich "Risikomanagement" suchen Banken und Versicherungen verstärkt Personal, um den regulatorischen Herausforderungen - Basel III (IV), Solvency II - gerecht werden zu können.
***Für das kommende Studienjahr 17/18 werden noch Bewerbungen bis zum 31.05.2017 entgegen genommen.***
Internationalisierung:
Die Entwicklung dieses Programmes erfolgte gemeinsam mit internationalen Partneruniversitaeten und wurde von der EU als Joint Degree Curriculum Development Programm gefoerdert. Im 4. Semester findet daher ein verpflichtender Auslandsaufenthalt (mindestens zwei Wochen) bei einer der Partneruniversitaeten in Bologna, Iasi oder Katowice statt. Daraus ergibt sich auch, dass die Unterrichtssprache durchgaengig Englisch ist. Weitere Möglichkeiten zum Studierendenaustausch besteht mit der University of Xiamen (China) und der Higher School of Economics in Moskau.
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.
Wir hoffen, Ihr Interesse fuer den 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-…
________________________________
Firmenwortlaut: Fachhochschule des BFI Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstraße 22, 1020 Wien
-- From: "Sommersguter-Reichmann, Margit" <margit.sommersguter(a)uni-graz.at> --
Sehr geehrte Damen und Herren,
da der Link betreffend die Ausschreibungen von zwei Stellen am Institut für Finanzwirtschaft der Universität Graz,
- Universitätsassistent/in mit Doktorat
- Universitätsassistent/in ohne Doktorat,
im E-Mail vom 26.4.2017 scheinbar nicht überall funktioniert, dürfen wir auf einen alternativen Link https://online.uni-graz.at/kfu_online/wbMitteilungsblaetter.displayHTML?pNr…
verweisen.
Mit freundlichen Grüßen
Margit Sommersguter-Reichmann, ao. Univ.-Prof., Mag. Dr.
Universitaet Graz, Institut für Finanzwirtschaft
Univ.str. 15, G2
A-8010 Graz
Tel. +43 316 380 3516
Fax +43 316 380 9555
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-- From: "Sommersguter-Reichmann, Margit" <margit.sommersguter(a)uni-graz.at> --
Sehr geehrte Damen und Herren,
wir möchten Sie hiermit auf die Ausschreibungen von zwei Stellen am Institut für Finanzwirtschaft der Universität Graz,
- Universitätsassistent/in mit Doktorat
- Universitätsassistent/in ohne Doktorat,
zugänglich unter folgendem Link: https://online.uni-graz.at/kfu_online/wbMitteilungsblaetter.display?pNr=367…,
aufmerksam machen.
Mit freundlichen Grüßen
Margit Sommersguter-Reichmann, ao. Univ.-Prof., Mag. Dr.
Universitaet Graz, Institut für Finanzwirtschaft
Univ.str. 15, G2
A-8010 Graz
Tel. +43 316 380 3516
Fax +43 316 380 9555
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-- From: "Helmreich, Silvia" <silvia.helmreich(a)fh-vie.ac.at> --
The University of Applied Sciences BFI Vienna organizes an international conference on "Case Study Teaching: Connecting Higher Education and the World of Work", which is scheduled to take place in Vienna, Austria, on 19 May 2017.
The key note speech will be provided by Prof. Espen Andersen (BI Norwegian Business School), a distinguished expert in case study teaching and author of "Teaching with Cases: A Practical Guide" (Harvard Business School Publishing).
In addition a set of expert presentations and 4 interactive workshops are devoted to the following main topics:
How to teach with real cases in a problem based learning setting?
Teaching with case studies: The INTQUANT approach
Challenges of teaching case studies in an international setting
Teaching with case studies in a virtual class room
How to get companies involved?
Drafting cases for your course: Do's and don'ts
The detailed conference programme and registration are available at:
http://www.fh-vie.ac.at/News-Presse/News/INTQUANT?page=
Participation in the conference is free of charge.
Co-funded by the Erasmus+ Programme of the European Union.
________________________________
Firmenwortlaut: Fachhochschule des BFI Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstraße 22, 1020 Wien
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-- From: "gutmann-center(a)wu.ac.at" <gutmann-center(a)wu.ac.at> --
Reminder - INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
Date: Thursday, March 09, 2017 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Jonathan Berk
https://www.gsb.stanford.edu/faculty-research/faculty/jonathan-b-berk
Title: “Removing the Veil: How Money Management Actually Works”
Abstract
There is perhaps no question in money management as controversial as the question of whether active mutual fund managers can outperform monkeys throwing darts. It has been known for a long time that investors are no better off investing with the average active manager than they are just indexing their money. Based on this evidence, many people conclude that active managers lack skill. Yet the amount of money in active management has grown enormously. If these managers have no skill, why do investors continue to invest with them?
We argue that active fund managers are skilled and, on average, have used their skill to generate about $3.2 million per year. Large cross-sectional differences in skill persist for as long as ten years. Investors recognize this skill and reward it by investing more capital in funds managed by better managers. These funds earn higher aggregate fees, and a strong positive correlation exists between current compensation and future performance.
About Jonathan Berk
Jonathan Berk is the A.P. Giannini Professor of Finance at the Stanford Graduate School of Business (GSB). His research covers a broad range of topics in finance, including delegated money management; the pricing of financial assets; valuing a firm’s growth potential; the capital structure decision; and the interaction between labor markets and financial markets.
Professor Berk has coauthored two finance textbooks: Corporate Finance and Fundamentals in Finance. The first edition of Corporate Finance is the most successful first edition textbook ever published in financial economics, and is a standard text in almost all top MBA programs around the world.
Professor Berk’s research is internationally recognized and has won numerous awards, including the TIAA-CREF Paul A. Samuelson Award, the Smith Breeden Prize, Best Paper of the Year in the Review of Financial Studies, and the FAME Research Prize. His article, “A Critique of Size-Related Anomalies,” was selected as one of the two best papers ever published in the Review of Financial Studies, and was also honored as one of the 100 seminal papers published by Oxford University Press. In recognition of his influence on the practice of finance, he has received the Graham and Dodd Award of Excellence, the Roger F. Murray Prize, and the Bernstein Fabozzi/Jacobs Levy Award.
Professor Berk received his PhD in finance from Yale University. Before joining Stanford he was the Sylvan Coleman Professor of Finance at Haas School of Business at the University of California, Berkeley. He was born and grew up in Johannesburg, South Africa.
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at>
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at<http://www.gutmann-center.at>
Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!
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-- From: Sandra Trenovatz <sandra(a)fam.tuwien.ac.at> --
Dear Colleagues and Friends,
we like to bring the following events to your attention:
IME 2017:
21st International Congress on
Insurance: Mathematics and Economics
Mon-Wed, July 3-5, 2017
&
IME Educational Workshop
Thu-Fri, July 6-7, 2017
Vienna, Austria
For further information (and our promotional video to announce the
conference), please see below or visit the IME 2017 website:
https://fam.tuwien.ac.at/ime2017/
We thank you for your interest and are looking forward to welcoming you
in Vienna!
With kind regards
from the IME 2017 organisers
------------------------------------------------------------------
General Information
The 21st International Congress on Insurance: Mathematics and Economics
(IME 2017), scheduled July 3-5 2017, is one of the largest international
meeting series in actuarial science.
The aim of the conference is "to strengthen communication between
individuals and groups who produce and apply research results in
insurance and finance, aiming to integrate the research in both fields".
The conference deliberations will be on the following themes:
- Life Insurance;
- Non-Life Insurance;
- Reinsurance and Other Risk-Sharing Arrangements;
- Risk Management;
- Financial Modeling.
In the framework of the Panel Discussion (July 3, 2017) with the topic
"Ultra-low interest rates in insurance business" we offer the conference
participants a platform for discussions with a number of renowned experts.
The IME Educational Workshop (July 6-7, 2017) is a satellite event of
the IME 2017, aiming at academics and practitioners and providing a
general survey over the past and current research results and their
practical applications.
The topics of the workshop are:
- Life Insurance,
- Non-Life Insurance,
- Claims Reserving Methods,
- Computational Actuarial Science with R.
------------------------------------------------------------------
Location:
TU Wien (Vienna University of Technology)
Wiedner Hauptstraße 8-10, 1040 Wien, Austria
Organized by:
Actuarial Association of Austria
TU Wien
Gold Sponsors:
msg life Austria GmbH
Sparkassen Versicherung AG
Silver Sponsor:
Vienna Insurance Group AG
(further sponsors are welcome)
Invited Plenary Speakers at IME 2017 Congress:
Corina Constantinescu-Loeffen (Univ. of Liverpool, UK)
Catherine Donnelly (Heriot-Watt University, UK)
Paul Embrechts (ETH Zurich, CH)
Panel Discussion at IME 2017 Congress:
Paul Embrechts (ETH Zurich, CH)
Ralf Korn (TU Kaiserslautern, DE)
Antoon Pelsser (Maastricht University, NL)
Panelists from private sector t.b.a.
Invited Plenary Speakers at IME 2017 Workshop:
Anna Rita Bacinello (University of Trieste, IT)
René Dahms (ETH Zurich, CH)
Vincent Goulet (Université Laval, Québec, CA)
Stefan Thonhauser (Graz University of Technology, AT)
Scientific Committee
Hansjörg Albrecher (University of Lausanne, CH)
Phelim P. Boyle (University of Waterloo, CA)
Jan Dhaene (KU Leuven, BE)
Boualem Djehiche (KTH Stockholm, SE)
Jose Garrido (Concordia University, Montreal, US)
Marc Goovaerts (KU Leuven, BE)
Rob Kaas (University of Amsterdam, NL)
Stéphane Loisel (Université Lyon 1, FR)
Thorsten Rheinländer (TU Wien, AT)
Uwe Schmock (TU Wien, AT)
Arnold Shapiro (Pennsylvania State University, USA)
Elias Shiu (University of Iowa, USA)
Mogens Steffensen (University of Copenhagen, DK)
Qihe Tang (University of Iowa, US)
Gordon Willmot (University of Waterloo, CA)
Hailiang Yang (University of Hong Kong, HK)
Local Organizing Committee
Julia Eisenberg (TU Wien)
Peter Grandits (TU Wien)
Karin Hirhager (Actuarial Association of Austria)
Manfred Rapf (Actuarial Association of Austria)
Thorsten Rheinländer (TU Wien)
Uwe Schmock (TU Wien)
Sandra Trenovatz (TU Wien)
Submissions
The call for contributed talks and posters
is open until April 7, 2017.
https://fam.tuwien.ac.at/ime2017/registration.php
Registration
Early registration is possible until May 15, 2017.
Registration is open until June 20, 2017.
https://fam.tuwien.ac.at/ime2017/registration.php
Continuing Professional Development (CPD)
The attendance at IME 2017 (full week, July 3-7, 2017)
qualifies for up to 30 CPD credits.
About 18 CPD credits for the IME Conference (July 3-5)
and 12 CPD credits for the IME Workshop (July 6-7).
Details & schedule will follow soon.
For any requests, do not hesitate to write an e-mail to the
IME conference & workshop secretariat: ime2017(a)fam.tuwien.ac.at
-- From: "Helmreich, Silvia" <silvia.helmreich(a)fh-vie.ac.at> --
****
Die Fachhochschule des BFI Wien bietet im März 2017 gemeinsam mit dem International Institute of Professional Education and Research (IIPER) eine
4-tägige Kurzausbildung „Certified Quantitative Risk Management (CQRM)“ an. Nach erfolgreicher Prüfung kann das anerkannte CQRM-Zertifikat erworben werden.
Nähere Informationen entnehmen Sie bitte diesem Link http://www.fh-vie.ac.at/Postgradual/Certified-Quantitative-Risk-Management
Für Rückfragen wenden Sie sich bitte an Mag.a Silvia Helmreich, Tel.: +43 1 720 12 86 – 972 E-Mail: silvia.helmreich(a)fh-vie.ac.at
***
In March 2017 the Fachhochschule des BFI Wien offers in cooperation with the International Institute of Professional Education and Research (IIPER) a
4-day short training program “Certified Quantitative Risk Management (CQRM)“. After successful examination you can acquire the recognized CQRM-certificate.
For further details please check the following link: http://www.fh-vie.ac.at/Postgradual/Certified-Quantitative-Risk-Management
Any open questions can be addressed to Silvia Helmreich, Tel.: +43 1 720 12 86 – 972 E-Mail: silvia.helmreich(a)fh-vie.ac.at
-- From: VFN-L admin * Andreas Schamanek <vfn-admin(a)fam.tuwien.ac.at> --
# Quantitative Methods in Finance 2017 Conference
12-15 December 2017
Hilton Hotel Sydney
http://www.qfrc.uts.edu.au/qmf/
## Focus
Pensions, Model Risk, Insurance, Regulation, Options, Credit Risk,
Risk Measurement, Systemic Risk, Liquidity, Commodities and other
areas of Quantitative Finance
## Plenary speakers include
Alexandre Antonov, Nick Bingham, Patrick Cheredito, Rama Cont, Jakša
Cvitanić, Min Dai, Mark Davis, Freddy Delbaen, Robert Elliott, Martino
Grasselli, Lane Hughston, Jan Kallsen, Constantinos Kardaras, Masaaki
Kijima, Dilip Madan, Alexander Melnikov, Marek Musiela, Ludger
Overbeck, George Papanicolaou, Philip Protter, Andrea Roncoroni,
Michael Schmutz, Michael Sørensen, Stefan Tappe
## Bruti-Liberati lecture
Nicolas Perkowski
## Pre Conference Workshop "Beyond the Classical Paradigm"
Speakers: Cheredito, Cont, Davis, Grasselli, Kardaras, Madan, Platen,
Protter, Tappe
## Organizers
Professor Eckhard Platen, Professor Erik Schlögl and the
Quantitative Finance Research Centre, University of Technology Sydney
***
-- From: "gutmann-center(a)wu.ac.at" <gutmann-center(a)wu.ac.at> --
Reminder - INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
Date: Tuesday, January 17, 2017 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Kent Smetters
https://bepp.wharton.upenn.edu/profile/smetters/
Title: "A Sharper Ratio"
Abstract
Deriving a sufficient statistic for the standard Expected Utility (EU) problem with a risk-free asset and a risky asset following a non-Normal risk distribution has been a problem that has dogged economists since at least Samuelson (1970). This problem is only heightened by modern trading strategies that produce non-Normal returns and where the classic Sharpe Ratio is no longer sufficient. We prove a new lemma about root selection in a complex plane, allowing us to derive a minimal, sufficient statistic that requires less information than the original EU problem. Moreover, we prove that the sufficient statistic transforms non-Normal, non-identical risks into a Normally-distributed function space, while preserving the original EU ordering. As a result, the sufficient statistic supports parametric-based hypothesis testing, which we show is substantially more powerful than non-parametric hypothesis testing required for the EU problem.
About Kent Smetters
Kent Smetters is the Boettner Chair Professor at the University of Pennsylvania's Wharton School and a Faculty Research Fellow at the National Bureau of Economic Research. His research focuses on applied theory, optimal fiscal policy, personal finance and asset pricing. Previous policy positions include the Congressional Budget Office (1995 to 1998) as well as Deputy Assistant Secretary (Economic Policy) for the United States Treasury (2001-2002). He has published academic articles in leading journals, including American Economic Review, Journal of Political Economy, and The Quarterly Journal of Economics. Kent Smetters received his PhD in Economics from Harvard University.
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at>
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at<http://www.gutmann-center.at>
Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!
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-- From: VieCo2017 <vieco2017(a)univie.ac.at> --
Dear colleagues,
please allow us to draw your attention to the
"*Vienna-Copenhagen Conference on Financial Econometrics*"
March 9-11, 2017, Vienna
http://vieco2017.univie.ac.at/
The Vienna-Copenhagen event is a natural (and happy) continuation of the
past bi-annual Humboldt-Copenhagen events.
We are glad to be able to continue our recent tradition of top level
financial econometrics discussions and interchanges in an informal and -
we hope - highly welcoming atmosphere.
The deadline for registration
<http://vieco2017.univie.ac.at/conference-registration/> is *January
31st*, 2017.
Please circulate this information to colleagues who might be interested.
We look forward to seeing many of you in Vienna!
Best regards,
Nikolaus Hautsch (U Vienna)
Anders Rahbek (U Copenhagen)
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-- From: "gutmann-center(a)wu.ac.at" <gutmann-center(a)wu.ac.at> --
INVITATION
The WU Gutmann Center wishes you Merry Christmas and a Happy New Year and cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
Date: Tuesday, January 17, 2017 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Kent Smetters
https://bepp.wharton.upenn.edu/profile/smetters/
Title: "A Sharper Ratio"
Abstract
Deriving a sufficient statistic for the standard Expected Utility (EU) problem with a risk-free asset and a risky asset following a non-Normal risk distribution has been a problem that has dogged economists since at least Samuelson (1970). This problem is only heightened by modern trading strategies that produce non-Normal returns and where the classic Sharpe Ratio is no longer sufficient. We prove a new lemma about root selection in a complex plane, allowing us to derive a minimal, sufficient statistic that requires less information than the original EU problem. Moreover, we prove that the sufficient statistic transforms non-Normal, non-identical risks into a Normally-distributed function space, while preserving the original EU ordering. As a result, the sufficient statistic supports parametric-based hypothesis testing, which we show is substantially more powerful than non-parametric hypothesis testing required for the EU problem.
About Kent Smetters
Kent Smetters is the Boettner Chair Professor at the University of Pennsylvania's Wharton School and a Faculty Research Fellow at the National Bureau of Economic Research. His research focuses on applied theory, optimal fiscal policy, personal finance and asset pricing. Previous policy positions include the Congressional Budget Office (1995 to 1998) as well as Deputy Assistant Secretary (Economic Policy) for the United States Treasury (2001-2002). He has published academic articles in leading journals, including American Economic Review, Journal of Political Economy, and The Quarterly Journal of Economics. Kent Smetters received his PhD in Economics from Harvard University.
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at>
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at<http://www.gutmann-center.at>
Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!
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-- From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> --
Dear all,
we are glad to forward the announcement of the conference
Advances in Financial Mathematics
10-13 Jan 2017, Paris
https://fin-risks2017.sciencesconf.org/
Organized in the framework of the research partnership Chaire Risques
Financiers
Organizing committee: A. Alfonsi, L. Bergomi, N. El Karoui, E. Gobet, P.
Henry-Labordère, B. Jourdain, B. Lapeyre, G. Pagès, M. Rosenbaum and
N.Touzi
With best regards
the European Summer School in Financial Mathematics organising committee
-- From: "gutmann-center(a)wu.ac.at" <gutmann-center(a)wu.ac.at> --
Reminder: INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
Date: Monday, December 5, 2016 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Elroy Dimson
https://www.london.edu/faculty-and-research/faculty/profiles/dimson-e#.V2fc…
Title: "Does Hiking Damage Your Wealth?"
Abstract
Investors are preoccupied with the impact on financial markets of changes in central-bank interest rates. We use over a century of daily US returns together with 85 years of UK data to examine the immediate effect of rate hikes and cuts on stock and bond markets. We also look globally at the impact of interest rate changes on equity and bond returns using annual data for 21 countries from 1900 to 2015. Using a trading strategy that avoids look-ahead bias, we compare returns over entire interest rate hiking and easing cycles for equities, bonds, bills, currencies, and risk premia. We analyze long-term returns from industry sectors and factors such as size, value, carry and momentum, and also study real asset returns since 1900 on precious metals, collectibles and real estate. In all cases, hiking cycles damage your wealth compared to easing cycles.
About Elroy Dimson
Elroy Dimson chairs the Newton Centre for Endowment Asset Management at Cambridge Judge Business School, and is Emeritus Professor of Finance at London Business School. He is a Non-Executive Director of FTSE International, is on the Steering Committee of the Financial Economists' Roundtable, and is an Advisory Council member for Financial Analysts Journal. He is a Fellow of the Royal Historical Society and of The Risk Institute, and Honorary Fellow of CFA UK and of the Institute of Actuaries. His PhD is from London Business School. Books include Triumph of the Optimists, the Global Investment Returns Yearbook 2016, the Global Investment Returns Sourcebook 2016(all with Paul Marsh and Mike Staunton), Endowment Asset Management(with Shanta Acharya), and Financial Market History (with David Chambers, forthcoming). Publications since 2015 on active ownership (Review of Financial Studies), real assets (Journal of Financial Economics), financial history (Journal of Financial and Quantitative Analysis), endowment strategy (Financial Analysts Journal), long-horizon investing (five book chapters), case studies on manager selection and on stocks for the long run (both Harvard Business School).
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at>
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at<http://www.gutmann-center.at>
Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!
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-- From: "gutmann-center(a)wu.ac.at" <gutmann-center(a)wu.ac.at> --
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
Date: Monday, December 5, 2016 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Elroy Dimson
https://www.london.edu/faculty-and-research/faculty/profiles/dimson-e#.V2fc…
Title: "Does Hiking Damage Your Wealth?"
Abstract
Investors are preoccupied with the impact on financial markets of changes in central-bank interest rates. We use over a century of daily US returns together with 85 years of UK data to examine the immediate effect of rate hikes and cuts on stock and bond markets. We also look globally at the impact of interest rate changes on equity and bond returns using annual data for 21 countries from 1900 to 2015. Using a trading strategy that avoids look-ahead bias, we compare returns over entire interest rate hiking and easing cycles for equities, bonds, bills, currencies, and risk premia. We analyze long-term returns from industry sectors and factors such as size, value, carry and momentum, and also study real asset returns since 1900 on precious metals, collectibles and real estate. In all cases, hiking cycles damage your wealth compared to easing cycles.
About Elroy Dimson
Elroy Dimson chairs the Newton Centre for Endowment Asset Management at Cambridge Judge Business School, and is Emeritus Professor of Finance at London Business School. He is a Non-Executive Director of FTSE International, is on the Steering Committee of the Financial Economists' Roundtable, and is an Advisory Council member for Financial Analysts Journal. He is a Fellow of the Royal Historical Society and of The Risk Institute, and Honorary Fellow of CFA UK and of the Institute of Actuaries. His PhD is from London Business School. Books include Triumph of the Optimists, the Global Investment Returns Yearbook 2016, the Global Investment Returns Sourcebook 2016(all with Paul Marsh and Mike Staunton), Endowment Asset Management(with Shanta Acharya), and Financial Market History (with David Chambers, forthcoming). Publications since 2015 on active ownership (Review of Financial Studies), real assets (Journal of Financial Economics), financial history (Journal of Financial and Quantitative Analysis), endowment strategy (Financial Analysts Journal), long-horizon investing (five book chapters), case studies on manager selection and on stocks for the long run (both Harvard Business School).
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at>
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at<http://www.gutmann-center.at>
Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!
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-- From: "Brauneis, Alexander" <Alexander.Brauneis(a)aau.at> --
Sehr geehrte Damen und Herren,
das Programm des 31. Workshops der Austrian Working Group on Banking & Finance am 25. und 26. November in Klagenfurt kann unter folgender Adresse abgerufen werden:
http://www.uni-klu.ac.at/fin/downloads/AWG_31_Programm_04112016.pdf
Herzliche Grüße,
Alexander Brauneis
********************
Dr. Alexander Brauneis
Associate Professor
Department of Finance and Accounting
Alpen-Adria-University Klagenfurt
Universitaetsstrasse 65-67
A - 9020 Klagenfurt
+43 463 2700 4022
alexander.brauneis(a)aau.at
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-- From: si-researchcenter <si-researchcenter(a)wu.ac.at> --
Spängler IQAM Research Center: Investment Seminar
Dienstag, 22. November 2016
OeKB Reitersaal (EG)
1010 Wien, Strauchgasse 3
„EUROPÄISCHE KAPITALMARKTPERSPEKTIVEN NACH BREXIT“
14:00 Begrüßung
Session 1: EUROPÄISCHE KAPITALMARKTPERSPEKTIVEN NACH BREXIT
Moderator: Univ.Prof. Dr. Dr.h.c. Josef Zechner
Professor of Finance, WU Wirtschaftsuniversität Wien, Stv. Vorsitzender des Aufsichtsrats und Mitglied der Wissenschaftlichen Leitung Spängler IQAM Invest GmbH
14:15
EUROPAS OPTIONEN FÜR BREXIT, EUROPAS OPTIONEN NACH BREXIT?
Mag. Thomas Wieser
Vorsitzender der Euroarbeitsgruppe (Euro Working Group - EWG) und des Wirtschafts- und Finanzausschusses (Economic and Financial Committee - EFC), Brüssel
14:45
POST-BREXIT: AKTUELLE LAGE UND PERSPEKTIVEN FÜR DIE WIRTSCHAFT IN EUROPA
Prof. Dr. Martin Kocher
IHS-Direktor, Institut für Höhere Studien, Wien
15:45 Pause
Session 2: ASSET MANAGEMENT MIT AKTUELLSTEN FUNDAMENTALDATEN
Moderator: Univ.Prof. DDr. Thomas Dangl
Professor of Finance, TU Technische Universität Wien und Mitglied der Wissenschaftlichen Leitung Spängler IQAM Invest GmbH
16:15
NOW-CASTING: ASSET MANAGEMENT MIT AKTUELLSTEN FUNDAMENTALDATEN
Prof. Lucrezia Reichlin - Vorstandsvorsitzende und Mitgründerin, Now-Casting Economics Ltd., London und Professor of Economics, London Business School, Department of Economics, London
Dr. Thomas Steinberger - CIO, Geschäftsführer und Mitglied der Wissenschaftlichen Leitung, Spängler IQAM Invest GmbH
Anschließende Podiumsdiskussion zum Thema
KAPITALMÄRKTE IN ZEITEN WACHSENDEN PROTEKTIONISMUS
Moderator: Univ.-Prof. DDr. Thomas Dangl
Diskussionsteilnehmer: Prof. Dr. Martin Kocher, Dr. Thomas Steinberger, Mag. Thomas Wieser
Um Anmeldung bis 16. November wird gebeten unter si-researchcenter(a)wu.ac.at
Kontakt:
WU, Department of Finance, Accounting and Statistics
Spängler IQAM Research Center
1020 Vienna, Welthandelsplatz 1, Building D4
attn. Martina Schlichting,
Tel: +43 1 31336 6315, Mail: si-researchcenter(a)wu.ac.at, Web: www.si-researchcenter.at
-- From: "Fuchs, Daniela" <Daniela.Fuchs(a)wu.ac.at> --
Im Vizerektorat für Finanzen ist voraussichtlich ab 01.12.2016 vorläufig auf sechs Monate befristet, mit der Möglichkeit einer unbefristeten Verlängerung, eine Stelle für einen Risikomanager - Finanzgebarung/eine Risikomanagerin - Finanzgebarung (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten, monatliches Mindestentgelt: 1.130,55 Euro brutto, Anrechnung von tätigkeitsbezogenen Vordienstzeiten möglich), Beschäftigungsausmaß: 20 Std./Woche, zu besetzen.
Aufgabengebiet:
- Eigenverantwortliche Weiterentwicklung bzw. Kontrolle der Einhaltung der Risikorichtlinien/Finanzgebarung
- Erstellung des periodischen Risikomanagementberichts an Rektorat (quartalsweise bzw. anlassbezogen) und Erstellung von Forecast/Risikoentwicklung
- Auswahl/Festlegung und Überprüfung der gem. Risikorichtlinie zugelassenen Banken und Ermittlung, Festlegung, bzw. lfd. (erforderliche) Änderungen der bankenaufsichtsrechtlichen Bankenlimits inkl. Überwachung der Limitauslastungen
- Genehmigung/Freigabe von Finanzgeschäften gem. Risikorichtlinie
- Lfd. Überwachung der volumsgewichteten durchschnittlichen Laufzeitstruktur der Finanzgeschäfte
- Überwachung des Zinsrisikos bzw. Einleitung von (erforderlichen) Gegensteuerungsmaßnahmen
- Ermittlung bzw. Einstufung liquider Märkte für Anleihen
- Finanzmathematische Feststellung/Berechnung der relevanten Kennzahlen (Duration, Modified Duration), Ermittlung der Zinsergebnisse in Cash- und Supportpool
- Leitung des Produkteinführungsprozesses gem. Risikomanagementrichtlinie/Finanzgeschäfte bzw. Führung bzw. lfd. Adaption des Produkthandbuches
- Laufende selbständige Ermittlung, Interpretation und Bereitstellung der Ratings (Standard & Poors, Fitch, Moodys) der ausgewählten Banken
- Mitwirkung bei Projekten im Bereich Risikomanagement
Ihr Profil:
- Studium der Sozial- und Wirtschaftswissenschaften, Mathematik oder Naturwissenschaften mit Schwerpunkt im Bereich Finanzmathematik/Risikomanagement
- Praktische berufliche Erfahrung im Bereich Risikomanagement bzw. Finanzwirtschaft
- Sehr gute Kenntnisse betreffend Banken bzw. Geld- und Kapitalmarkt
- Sehr gute AnwenderInnenkenntnisse /MS-Office insbes. MS-Excel
- SAP-R3 - Kenntnisse bzw. Programmierkenntnisse sind von Vorteil
- Belastbarkeit
- Fähigkeit zu selbständigem Arbeiten
- Genauigkeit
- Sehr gute Kommunikationsfähigkeit
- Freundliches Auftreten
- Hohe soziale Kompetenz
Kennzahl: 3184
Ende der Bewerbungsfrist: 02.11.2016
Bitte bewerben Sie sich auf unserer Homepage unter www.wu.ac.at/jobs<https://www.wu.ac.at/karriere/arbeiten-an-der-wu/jobangebote/>.
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-- From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> --
Dear colleagues and friends,
Please find here the website for the fourth edition of the conference
Market Microstructure Confronting Many Viewpoints
which will take place in Paris form December 6 to December 9
http://market-microstructure.institutlouisbachelier.org
We hope to see you there !
Best regards,
F. Abergel, J.P. Bouchaud, T. Foucault, C.A. Lehalle and M. Rosenbaum
-- From: Alexander Brauneis <alexander.brauneis(a)aau.at> --
Die Austrian Working Group on Banking and Finance (AWG) der
Österreichischen Bankwissenschaftlichen Gesellschaft (BWG), Wien,
organisiert in Zusammenarbeit mit der Alpen-Adria-Universität Klagenfurt,
Abteilung Finance and Accounting, den
31. WORKSHOP der AWG
25./26. November 2016
Last CALL for PAPERS
Der Workshop findet am Freitag, 25. November 2016 (Nachmittag) und am
Samstag, 26. November 2016 (Vormittag) an der Alpen-Adria-Universität
Klagenfurt statt.
Bezüglich der Themen gibt es keine Einschränkung.
Papers oder Extended Abstracts (ca. 2 Seiten) – vorzugsweise in englischer
Sprache – sind bis spätestens 14. Oktober 2016 per eMail einzureichen an:
awg31(a)aau.at
Das Organisations-Team bittet um Anmeldung zum Workshop unter:
http://goo.gl/OnH2ln
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE
Ziele: Schaffen eines österreichweiten Diskussionsforums für
theoretische und empirische Forschungsarbeiten auf dem Gebiet des
Bankwesens und der Finanzwirtschaft. Förderung der Zusammenarbeit innerhalb
der Hochschulen und der Zusammenarbeit mit der Praxis.
Teilnehmende: Angesprochen sind sowohl der wissenschaftliche Nachwuchs
an allen österreichischen Universitäten und verwandten Institutionen der
Forschung als auch Praktiker/innen in Kreditinstituten und
Finanzabteilungen von Unternehmen.
Schwerpunkte: (Auszug) Asset Pricing – Banking – Behavioral
Economics – Central Banking and Regulation – Corporate Finance – Corporate
Governance - Derivatives – Empirical Finance – Experimental Finance –
Financial Econometrics – Financial Economics - Financial
Innovations – International Finance – Market Microstructure – Performance
Measurement – Portfolio Analysis – Real Estate Finance – Risk Management –
Security Analysis.
Die Teilnahme am Workshop ist KOSTENLOS.
-- From: "gutmann-center(a)wu.ac.at" <gutmann-center(a)wu.ac.at> --
CALL FOR PAPERS – Submission open
WU GUTMANN CENTER SYMPOSIUM 2017
“Financial Advice and Asset Management”
*********************************************************************
June 19, 2017 Vienna Austria
The WU Gutmann Center for Portfolio Management is proud to announce its ninth symposium to be held at WU (Vienna University of Economics and Business), Austria.
TOPICS
The general topic of the symposium is “Financial Advice and Asset Management”. Topics include but are not limited to:
- Financial advice for retail investors, high net-worth investors, or financial institutions
- Financial advice and portfolio performance
- Robo-advice
- Behavioral biases and financial literacy
- Agency conflicts in financial advice
- Industrial organization of the market for financial advice
- Regulation of financial advice (standards, transparency, etc.)
- Laboratory and field experiments on financial advice
PAPER SUBMISSION
The deadline for paper submissions is December 11, 2016 at midnight Central European Time (CET).
Link for submission: http://www.conftool.com/wugcs2017
To submit your paper, please prepare an anonymous version of your paper (i.e. remove all identifying information). You can upload your paper after creating a ConfTool account. The paper must be in either Acrobat (*.pdf) or Microsoft Word 2010, 2011 or 2013 (*.docx) format.
REVIEWING PROCESS
A committee including members of the WU Gutmann Center’s Academic Advisory Board will review all submissions. Decisions will be announced by March 15, 2017.
ADDITIONAL INFORMATION
There are no submission or registration fees. Accommodation and travel expenses (economy fare) of presenting authors will be covered by the WU Gutmann Center.
IMPORTANT DATES
Deadline for submission: December 11, 2016
Notification of final decision: March 15, 2017
Conference: June 19, 2017
CONTACT:
WU Gutmann Center for Portfolio Management
Sabina Krickl
WU (Vienna University of Economics and Business)
Welthandelsplatz 1, 1020 Wien (Vienna), Austria
Phone: +43-1-31336-5238
gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> - http://www.gutmann-center.at/
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-- From: "Helmreich, Silvia" <silvia.helmreich(a)fh-vie.ac.at> --
****
Die Fachhochschule des BFI Wien bietet im September 2016 gemeinsam mit dem International Institute of Professional Education and Research (IIPER) eine
4-tägige Kurzausbildung „Certified Quantitative Risk Management (CQRM)“ an. Nach erfolgreicher Prüfung kann das anerkannte CQRM-Zertifikat erworben werden.
Nähere Informationen entnehmen Sie bitte diesem Link: http://www.fh-vie.ac.at/News-Presse/News/Certified-Quantitative-Risk-Manage…
Für Rückfragen wenden Sie sich bitte an Mag.a Silvia Helmreich, Tel.: +43 1 720 12 86 – 972 E-Mail: silvia.helmreich(a)fh-vie.ac.at<mailto:silvia.helmreich@fh-vie.ac.at>
***
In September 2016 the Fachhochschule des BFI Wien offers in cooperation with the International Institute of Professional Education and Research (IIPER) a
4-day short training program “Certified Quantitative Risk Management (CQRM)“. After successful examination you can acquire the recognized CQRM-certificate.
For further details please check the following link: http://www.fh-vie.ac.at/News-Presse/News/Certified-Quantitative-Risk-Manage…
Any open questions can be addressed to Silvia Helmreich, Tel.: +43 1 720 12 86 – 972 E-Mail: silvia.helmreich(a)fh-vie.ac.at<mailto:silvia.helmreich@fh-vie.ac.at>
________________________________
Firmenwortlaut: Fachhochschule des BFI Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstraße 22, 1020 Wien
Quantitative Methods in Finance 2016 Conference
13-16 December 2016, Hilton Hotel Sydney
http://www.qfrc.uts.edu.au/qmf/
(!) Early bird registration closes Monday 29 August, 2016.
FOCUS
Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement,
Commodities, Emissions Trading and other areas of Quantitative Finance
PLENARY SPEAKERS INCLUDE
Alexandre Antonov, Peter Bank, Giovanni Barone Adesi, Jerome Detemple,
Robert Elliott, Jean-Pierre Fouque, Martino Grasselli, Matheus
Grasselli, Bong Gyu Jang, Constantinos Kardaras, Steve Kou, Marek
Musiela, Ashkan Nikeghbali, Johannes Ruf, Marek Rutkowski, Michael
Schmutz, Martin Schweizer, Stefan Tappe, Josef Teichmann
BRUTI-LIBERATI LECTURE - Claudio Fontana
https://sites.google.com/site/fontanaclaud/
Pre Conference Workshop - Beyond the Classical Paradigm
http://cfsites1.uts.edu.au/qfrc/news-events/events-detail.cfm?ItemId=37235
ORGANISERS
Professor Eckhard Platen, Professor Erik Schlögl and the
Quantitative Finance Research Centre, University of Technology Sydney
---
Quantitative Methods in Finance 2016 Conference
http://www.qfrc.uts.edu.au/qmf/http://www.qfrc.uts.edu.au/pdfs/QMF2016Poster.pdf
qmf(a)conferenceonline.com.au
***
We are seeking an expert willing to teach in our Banking, Finance and Compliance MA program in the Fall term 2016-17 the 2 SWS course "Introduction to Asset Management“. For detail please contact hanno.poeschl(a)lbs.ac.at <mailto:hanno.poeschl@lbs.ac.at>
Mit besten Grüßen / Kind Regards
Prof. (FH) Dr. Hanno Poeschl, M.Sc., MBA
Director of Studies
Banking, Finance and Compliance
International Management and Leadership
Lauder Business School
Hofzeile 18-20, A - 1190 Wien
Tel: +43 1 369 18 18 - 730
E-mail: hanno.poeschl(a)lbs.ac.at <mailto:hanno.poeschl@lbs.ac.at>
Web: http://www.lbs.ac.at <http://www.lbs.ac.at/>
---------- Forwarded message ----------
Date: Thu, 23 Jun 2016 07:45:11 +0000
From: Silvia Helmreich
To: vfn-l(a)fam.tuwien.ac.at
Subject: 4-tägige Kurzausbildung „Certified Quantitative Risk Management“ im Sep. 2016
Die Fachhochschule des BFI Wien bietet im September 2016 gemeinsam mit
dem International Institute of Professional Education and Research
(IIPER) eine 4-tägige Kurzausbildung „Certified Quantitative Risk
Management (CQRM)“ an. Nach erfolgreicher Prüfung kann das anerkannte
CQRM-Zertifikat erworben werden.
Nähere Informationen entnehmen Sie bitte diesem Link:
http://www.fh-vie.ac.at/News-Presse/News/Certified-Quantitative-Risk-Manage…
Für Rückfragen wenden Sie sich bitte an
Mag.a Barbara Lischka, MSc, Tel.: +43 1 720 12 86 – 47
E-Mail: barbara.lischka(a)fh-vie.ac.at
***
In September 2016 the Fachhochschule des BFI Wien offers in
cooperation with the International Institute of Professional Education
and Research (IIPER) a 4-day short training program “Certified
Quantitative Risk Management (CQRM)“. After successful examination you
can acquire the recognized CQRM-certificate.
For further details please check the following link:
http://www.fh-vie.ac.at/News-Presse/News/Certified-Quantitative-Risk-Manage…
Any open questions can be addressed to
Mag.a Barbara Lischka, MSc, Tel.: +43 1 720 12 86 – 47
E-Mail: barbara.lischka(a)fh-vie.ac.at
________________________________
Firmenwortlaut: Fachhochschule des BFI Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstraße 22, 1020 Wien
***
Sehr geehrte Damen und Herren,
wir dürfen Sie darauf aufmerksam machen, dass bei der im September in
Wien stattfindenden Veranstaltung:
Vienna Congress on Mathematical Finance
and VCMF Educational Workshop
https://fam.tuwien.ac.at/vcmf2016/
die Early Registration am 30. Juni 2016 endet.
Dieser "Wiener Kongress" bietet ein breites Diskussionsforum für den
Austausch aktueller finanzmathematischer Themen und bringt führende
Spezialisten und Akademiker zusammen.
Am ersten Tag der Veranstaltung gibt es eine interessante
Podiumsdiskussion mit dem Titel "Role of mathematical models in
financial risk management and regulation (broadly defined)".
Wir konnten folgende hochkarätige DiskutantInnen gewinnen:
- Gabriela de Raaij
Oesterreichische Nationalbank (OeNB)
- Thomas Steiner
Österreichische Bundesfinanzierungsagentur GmbH (OeBFA)
- Johann Strobl
Raiffeisen Bank International AG
- Josef Teichmann
Universitätsprofessor an der renomierten ETH Zürich
Die Moderation übernimmt Wittgensteinpreisträger und
Universitätsprofessor der Universität Wien, Walter Schachermayer.
Abgerundet wird die VCMF 2016-Veranstaltung mit einem zweitägigen
Educational Workshop, dessen Vorträge und Einführungskurse die
Gelegenheit bietet, von weltweitführenden Experten zu lernen und
finanzmathematische Themen gemeinsam zu erarbeiten.
Information zum Programm und zu den Hauptvorträgen finden Sie unter:
https://fam.tuwien.ac.at/vcmf2016/program.php
Die Veranstalter WU Wien, TU Wien und Universität Wien freuen sich auf
die gemeinsame Ausrichtung dieser Veranstaltung und hoffen auf
zahlreiche heimische wie auch internationale Teilnehmerinnen und Teilnehmer.
Im Falle von Fragen, wenden Sie sich gerne an das
Kongress und Workshop-Sekretariat: vcmf2016(a)fam.tuwien.ac.at
Wir freuen uns auf Ihre Rückmeldungen bzw. Teilnahme!
Mit besten Wünschen,
die VCMF 2016 Organisers:
Mathias Beiglböck, Christa Cuchiero, Rüdiger Frey, Stefan Gerhold,
Friedrich Hubalek, Irene Klein, Thorsten Rheinländer,
Birgit Rudloff, Walter Schachermayer, Uwe Schmock
+---------------------
|
| VCMF 2016 - Vienna, Austria
|
| Vienna Congress on Mathematical Finance
| Mon-Wed, September 12-14, 2016
|
| VCMF Educational Workshop
| Thu-Fri, September 15-16, 2016
|
| https://fam.tuwien.ac.at/vcmf2016/
|
+-------------------------------------------------
Location:
Campus of WU Wien
Library & Learning Center (LC) and Teaching Center (TC)
Welthandelsplatz 1, 1020 Vienna/Wien, Austria
Organized by:
WU Wien - Vienna University of Economics and Business
TU Wien - Vienna University of Technology
University of Vienna
Gold Sponsors (alphabetical order):
Deloitte
Erste Group Bank AG
KPMG Austria
Raiffeisen Bank International AG (RBI)
Silver Sponsor:
Raiffeisen Capital Management (RCI)
(further sponsors are welcome)
The conference will bring together leading experts from various fields
of Mathematical Finance such as:
- Limit Order Book / High Frequency Trading
- Credit Risk / Systemic Risk
- Computational Methods and Calibration
- New Financial Markets
- Stochastic Volatility Models
- Risk Measures and Optimization
The conference program will feature plenary lectures, parallel sessions
with invited and contributed talks as well as poster sessions. Moreover,
there will be an attractive social program.
The conference is followed by a two-day Educational Workshop on
September 15 and 16 with lectures by internationally recognized experts
that will be a great learning opportunity in particular for younger
scientists.
Plenary Speakers...
... at the Congress:
Freddy Delbaen (ETH Zurich, CH)
Hans Föllmer (Humboldt-Universität zu Berlin, DE)
Peter Friz (Technische Universität Berlin, DE)
Emmanuel Gobet (École Polytechnique, FR)
Mathieu Rosenbaum (École Polytechnique & UPMC, FR)
Josef Teichmann (ETH Zurich, CH)
Almut Veraart (Imperial College London, UK)
... at the Educational Workshop
Nicole Bäuerle (Karlsruhe Institute of Technology, DE)
Alexander McNeil (Heriot-Watt University, UK)
Johannes Muhle-Karbe (University of Michigan, US)
Peter Tankov (Université Paris-Diderot (Paris 7), FR)
https://fam.tuwien.ac.at/vcmf2016/speakers.php
Invited Speakers...
... at the Congress:
Elisa Alos (Universitat Pompeu Fabra Barcelona, ES)
Christian Bayer (WIAS, DE)
Agostino Capponi (Columbia University, US)
Patrick Cheridito (Princeton University, US)
Ulrich Horst (Humboldt-Universität zu Berlin, DE)
Jan Kallsen (Christian-Albrechts-Universität zu Kiel, DE)
Rüdiger Kiesel (Universität Duisburg-Essen, DE)
Dörte Kreher (Humboldt-Universität zu Berlin, DE)
Antonis Papapantoleon (TU Berlin, DE)
Philipp Schönbucher (Financialytic GmbH, DE)
Jorge P. Zubelli (IMPA, BR)
https://fam.tuwien.ac.at/vcmf2016/speakers.php
Submission of Posters still possible:
The call for posters is open until July 15, 2016.
Acceptance/rejection letters will be sent until July 31, 2016.
https://fam.tuwien.ac.at/vcmf2016/registration.php
Participation and Registration:
Early registration is possible until June 30, 2016.
Standard registration is possible until August 15, 2016.
https://fam.tuwien.ac.at/vcmf2016/registration.php
CPD:
The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may
qualifies for up to 31 CPD credits for those delegates whose national
actuarial organization's CPD requirements recognize VCMF 2016.
20 CPD credits for Vienna Congress on Mathematical Finance (Sep 12-14)
and 11 CPD credits for VCMF Educational Workshop (Sep 15-16).
VCMF 2016 is accredited by the AVÖ - Actuarial Association of Austria.
Save the Date:
==============
IME 2017 -
21st International Congress on Insurance: Mathematics and Economics
TU Wien, Mon-Wed, July 3-5, 2017
https://fam.tuwien.ac.at/ime2017/