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1159 discussions

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by Elke PENDL 15 Oct '96

15 Oct '96

Einladung zum Privatissimum des Institutes fuer Betriebswirtschaftslehre der Universitaet Wien A-1210 Wien, Bruennerstrasse 72 Montag, 21. 10. 1996, 16:00 BWZ-Bruennerstrasse (Besprechungsraum Lehrstuhl Marketing, Zimmer Nr. 156) Professor Gerald Goodhardt "BRAND-LOYALTY VS STORE-LOYALTY" =========================================================================

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by Elke PENDL 15 Oct '96

15 Oct '96

VSX WORKSHOPS Einladungen zu den Vortraegen von 15:30 - 17:00 im Hoersaal 8 des Betriebswirtschaftlichen Zentrums der Universitaet Wien, Bruenner Strasse 72, 1210 Wien. Freitag, 25. 10. 1996 Professor Dieter Sondermann (Universitaet Bonn) ''Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates'' Donnerstag, 31. 10. 1996 Professor William Perraudin (Birkbeck College, London) ''Real Options and Preemption'' Freitag, 15. 11. 1996 Professor Thierry Foucault (Universitaet Pompeu Fabra) ''Monitoring Incentives with Liquidity Shocks'' Freitag, 22. 11. 1996 Professor Espen Eckbo u. Karin Thorburn (Stockholm, School of Economics) ''Competition and State-Contingent Payoffs in Tender Offers'' ''Corporate Restructurings under a Liquidation Code: Evidence from Swedish Bankruptcies'' Freitag, 29. 11. 1996 Professor Eckhart Boehmer (Humboldt-Universitaet zu Berlin) ''Corporate Governance Strukturen in Deutschland'' =========================================================================

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by Elke PENDL 09 Oct '96

09 Oct '96

Einladung zum Betriebswirtschaftlichen Forschungsseminar des Institutes fuer Betriebswirtschaftslehre der Universitaet Wien A-1210 Wien, Bruennerstrasse 72 Freitag, 18. 10. 1996, 15:30 - 17:00 BWZ-Bruennerstrasse (Hoersaal 8) Professor Olaf Ehrhardt (Humboldt-Universitaet zu Berlin) ''Boerseneinfuehrungen von Aktien am deutschen Kapitalmarkt'' =========================================================================

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Wirtschaftstheoretisches Forschungsseminar
by Erika Ristl 09 Oct '96

09 Oct '96

Einladung DIENSTAG, 15. Oktober 1996 (Ausnahmetermin - sonst Donnerstag) 16.00 Uhr: Mario PASCOA (University of Lisbon) "Nash Equilibrium and the Law of Large Numbers" 17.30 Uhr: Georg KIRCHSTEIGER (Universit=E4t Wien) "On the Possibility of Efficient Private Provision of Public Goods through Government Subsidies" Die Vortr=E4ge finden im Institut f=FCr H=F6here Studien, Stumpergasse 56,= 1060 Wien, H=F6rsaal II, statt. =========================================================================

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SE Artificial Financial Life
by Hans Mitloehner 24 Sep '96

24 Sep '96

* Einladung zum Forschungsseminar * 3840 Janko/Otruba/Mitloehner: Artificial Financial Life SE 2, Tuesday 17.00-19.00, S. 2.19 (A), Begin October 8, 1996. Interdisciplinary research seminar in connection with the SFB Adaptive Information Systems and Modelling in Economics and Management Science. There are two areas of work planned for this term: Analysis package: participants develop analysis instruments for financial time series, based on selected literature. This group should consist of participants with economics and computer science background. The tools - based on well-documented economic and statistical concepts - will be employed in future work in SFB projects. Financial robot competition: financial agents created by the participants compete against each other on an artificial electronic market. These robots should employ some form of adaptive behaviour. We aim to explore how even a population of very simple agents can show complex dynamic behaviour. The programming language C++ will be used for implementations. In preparation for the work within the SFB the seminar language will be English. The participants will work on projects in small groups and present their work in the seminar. Well-documented projects and good presentation will earn the students a seminar certificate for the SBWL Informationswirtschaft or VWL. Organized by Leopold.Soegner(a)wu-wien.ac.at (Dep. of Economics/Prof. Otruba) and Johann.Mitloehner(a)wu-wien.ac.at (Dep. of Applied Computer Science/Prof. Janko) On the web as http://www.wu-wien.ac.at/usr/ai/mitloehn/se/w96 Auf Ihre Teilnahme freuen sich Leopold Soegner & Johann Mitloehner Johann.Mitloehner(a)wu-wien.ac.at, Abt. Angewandte Informatik A-1090 Wien, Augasse 2-6, Tel: (+431) 31336-5202, Fax: -739 http://www.wu-wien.ac.at/usr/ai/mitloehn

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by Elke PENDL 23 Sep '96

23 Sep '96

Einladung zum Betriebswirtschaftlichen Forschungsseminar am BWZ Prof. Thaleia Zariphopoulou University of Wisconsin, Madison, USA Market frictions and Derivative Pricing Abstract: In this talk, I will address the problem of pricing derivative securities in markets with frictions, namely transaction costs and stochastic volatility. The approach is based on utility maximization and not on replication arguments. The mathematical tools stem from the theory of stochastic control and nonlinear differential equations. Dienstag, 1. Oktober 1996, 14.15 Uhr, HS 8 BWZ Bruennerstrasse 72, 1210 Wien o. Prof. W. Schachermayer =========================================================================

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FW: Old working paper now published
by Andrea Gaunersdorfer 11 Sep '96

11 Sep '96

>From Blake Sun Mar 19 17:27:57 2000 >From: Blake LeBaron To: OWNER-SNDE_L Subject: Old working paper now published Date: Wednesday, September 04, 1996 4:26PM Status: RO X-Status: X-Keywords: X-UID: 272 This paper has been in circulation as a working paper for nearly 10 years, but it has finally come out: A Test for Independence Based on the Correlation Dimension, W. A. Brock, W. D. Dechert, J. A. Scheinkman, B. LeBaron Econometric Reviews 15(3), 197-235, 1996. ABSTRACT: This paper presents a test of independence that can be applied to the estimated residuals of any time series model that can be transformed into a model driven by independent and identically distributed errors. The first order asymptotic distribution of the test statistic is independent of estimation error provided that the parameters of the model under test can be estimated sqrt(N)-consistently. Because of this, our method can be used as a model selection tool and as a specification test. Widely used software written by Dechert and LeBaron can be used to implement the test. Also, this software is fast enough that the null distribution of our test statistic can be estimated with bootstrap methods. Our method can be viewed as a nonlinear analog of the Box-Pierce Q statistic used in ARIMA methods. (For software info check http://www.econ.wisc.edu/~blake.) Note: Also, of related interest is the paper in the same issue, Nuisance Parameter Free Properties of Correlation Integral Based Statistics, P. J. F. de Lima, Econometric Reviews 15(3), 237-259, 1996. =========================================================================

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Announcement: APSM Oesterreichische EU-Wahlen '96
by Gerhard Ortner 28 Jul '96

28 Jul '96

Announcement: APSM Oesterreichische EU-Wahlen '96 Nach langem Warten ist es endlich soweit und der Markt fuer die oesterreichischen EU Wahlen im Rahmen des Austrian Political Stock Market Experiments (TU Wien & Uni. of Iowa) ist geoeffnet. Ganz aehnlich wie der Markt fuer die NRW'95 kommt auch hier wieder ein "vote share market" zum Einsatz. Alle Details (Marktprospekt, etc.) sind - wie schon ueblich - auf unserem WWW Server unter http://ebweb.tuwien.ac.at/apsm/euw96/euw.html zu finden. Wie wuerden uns freuen, wenn sich neben den bisherigen TraderInnen auch noch einige neue Marktteilnehmer fuer die Maerkte "Wiener Gemeideratswahlen" (laeuft bereits seit Sep. 95) und fuer "Austria EU-Wahlen" finden wuerden. Informationen ueber die Funktionsweise der Maerkte, Teilnahmemoeglichkeiten, bisherige und gerade laufende Maerkte, u.v.a.m. stehen via WWW (http://ebweb.tuwien.ac.at/apsm/) zur Verfuegung. Fuer weitere Informationen wenden Sie sich bitte am besten via email (apsm(a)ebwnov.tuwien.ac.at) an uns. Gerhard Ortner --------------------------------------------------------------------------- Technical University Vienna Institut of Industrial Engineering, Ergonomics and Business Economics Theresianumgasse 27, A-1040 Vienna, Austria Phone: +43-1-505 73 19 /43 Fax: +43-1-504 14 99 EMail: ortner(a)ebwnov.tuwien.ac.at WWW : http://ebweb.tuwien.ac.at/ortner/home.html --------------------------------------------------------------------------- THIS MESSAGE HAS BEEN COMPOSED USING 100% RECYCLED ELECTRONS

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Computational Finance Program at OGI
by Andrea Gaunersdorfer 19 Jul '96

19 Jul '96

For more information, please contact: E-mail: CompFin(a)cse.ogi.edu Betty Shannon http://www.cse.ogi.edu/CompFin/ ===================================================================== COMPUTATIONAL FINANCE at the Oregon Graduate Institute of Science & Technology (OGI) An Intensive 12-Month Concentration in the MS Programs of Computer Science & Engineering (CSE) Electrical Engineering (EE) ===================================================================== Program Overview: Today's technology has increased the level of technical proficiency required in the financial markets. At one time, for example, spreadsheet skills, pre-calculus, and a basic understanding of financial instruments were sufficient to build practical asset and derivative pricing tools. Today, however, leading-edge financial institutions routinely use advanced analytical and numerical techniques from engineering and computer science to create, price, and manage risk for both new and established instruments. Advances in computing technology now enable the widespread use of sophisticated, computationally-intensive analysis techniques, the real-time analysis of tick-by-tick financial market data, and the real-time management of portfolios of hundreds or thousands of securities. Furthermore, modern data analysis tools can consider many variables simultaneously and can capture complicated and often nonlinear inter-dependencies between variables. This has opened up new modeling possibilities for portfolio management, asset allocation, hedging, derivatives instruments, and decision making. The strong demand within the financial industry for technically-sophisticated graduates who are well versed in state-of-the-art quantitative analysis and computing techniques is addressed at OGI by an intensive 12 month Computational Finance program. Unlike a standard two year MBA, the program is directed at training scientists, engineers, and technically-oriented financial professionals. The program is offered as a concentration in both the Computer Science and Engineering (CSE), and Electrical Engineering (EE) departments. The program leads to a Master of Science degree in Computer Science and Engineering (CSE track), or in Electrical Engineering (EE track). Computational Finance courses are also cross-listed in the Management of Science & Technology (MST) program. The Computational Finance concentrations feature a unique combination of courses that provide a solid foundation in finance at a non-trivial, quantitative level, plus training in the essential core knowledge and skill sets of computer science or the information technology subdiscipline of electrical engineering. These skills are essential for advanced analysis of markets and for the development of state-of-the-art investment analysis, trading, derivatives pricing, and risk management systems. The MS in CSE is ideal preparation for students interested in securing positions in information systems in the financial industry, while the MS in EE provides rigorous training for students interested in pursuing careers as quantitative analysts at leading-edge financial firms. The curriculum is strongly project-oriented, using state-of-the-art computing facilities and live/historical data from the world's major financial markets provided by Dow Jones Telerate. Students are trained in using high level numerical and analytical packages, such as MATLAB, Mathematica, and SPlus, for analyzing and modeling financial data. OGI has established itself as a leading institution in research and education in Computational Finance. Moreover, OGI has very strong research programs in a number of areas that are highly relevant for work in quantitative analysis and information systems in the financial industry. These areas include signal processing, neural networks and adaptive systems, machine learning, information theory and coding, nonlinear dynamics, stochastic processes, software engineering, object-oriented programming, database systems, transaction processing, human-computer interaction, and spoken language understanding.. ------------------------------------------------------------------- Admission Requirements ------------------------------------------------------------------- Applications for entrance into the Computational Finance MS programs for Fall Quarter 1996 (which begins on Monday, September 23) are currently being considered as they are received. Enrollment in the program is limited. Admission requirements are the same as the general require- ments of the institution. GRE scores are required for the 12-month concentration in Computational Finance, although they can be waived under certain circumstances. A candidate must hold a bachelor's degree in computer sci- ence, engineering, mathematics, statistics, one of the bio- logical or physical sciences, finance, econometrics, or one of the quantitative social sciences. Candidates who hold advanced degrees in these fields or who have experience in the financial industry are also encouraged to apply. ---------------------------------------------------------------------- Contact Information ---------------------------------------------------------------------- For more information, contact Program Information Admission Information E-mail: CompFin(a)cse.ogi.edu Betty Shannon, Academic WWW: Coordinator http://www.cse.ogi.edu/CompFin/ Computer Science and Engineering Department Oregon Graduate Institute of Science and Technology P.O.Box 91000 Portland, OR 97291-1000 E-mail: academic(a)cse.ogi.edu Phone: (503) 690-1255 ====================================================================== =========================================================================

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Finance FS
by Gertrude Scheiner 26 Jun '96

26 Jun '96

A-1060 Wien, Stumpergasse 56 Telefon: (0222) 59 9 91 Telefax: (0222) 597 06 35 INSTITUT FUER HOEHERE STUDIEN FINANCE FORSCHUNGSSEMINAR (R. Alt) Dienstag, 2. Juli 1996 H. Pippan (Universit^Ät Graz) Marktrisiko und Jahresabschluáinformationen Ort: HS II Zeit: 16.30 Uhr

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