Dear Friends and colleagues,
Please find here an announcement for a workshop on Stochastic Methods in
Finance and Physics in July 2015.
Best regards,
Mathieu
////
Workshop on Stochastic Methods in Finance and Physics
http://www.acmac.uoc.gr/SMFP2015/
Heraklion, Greece, 20-24 July 2015
The workshop will consist of mini-courses offered by Jan Kallsen
(Kiel), Ioannis Karatzas (New York), Nina Gantert (Munich) and Timo
Seppäläinen (Wisconsin) and talks offered by invited speakers. See
here for a complete list:
http://www.acmac.uoc.gr//SMFP2015/speakers.php
There will also be short talks and posters presented by
young researchers. The deadline for submissions has been extended to
*May 6, 2015*.
http://www.acmac.uoc.gr/SMFP2015/submissions.php
Die Austrian Working Group on Banking and Finance (AWG) der
Österreichischen Bankwissenschaftlichen Gesellschaft (BWG), Wien,
organisiert in Zusammenarbeit mit der Karl-Franzens-Universität Graz,
Institut Für Banken und Finanzierung, den
30. WORKSHOP der AWG
27./28. November 2015
First CALL for PAPERS
Der Workshop findet am Freitag, 27. November 2015 (Nachmittag) und am
Samstag, 28. November 2015 (Vormittag) an der Karl-Franzens-Universität
Graz statt.
Bezüglich der Themen gibt es keine Einschränkung.
Papers oder Extended Abstracts (ca. 2 Seiten) – vorzugsweise in englischer
Sprache – sind bis spätestens 15. Oktober 2015 per eMail einzureichen an:
awg30(a)uni-graz.at
Um den angestrebten Workshop-Charakter der Veranstaltung zu fördern, kann
jeder Vortrag durch eine/n Discussant besprochen werden. Teilnehmende, die
eine solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 1.
Oktober 2015 einzureichen.
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.
In order to celebrate the completion of the second, fundamentally
revised edition of the book
Quantitative Risk Management: Concepts, Techniques, and Tools
by Alex McNeil, Rüdiger Frey and Paul Embrechts
there will be a book launch on *June 10, 2015, 15:30-18:30,* WU,
Executive Academy, Foyer. There will be talks by Alexander McNeil and
Paul Embrechts (Titles and abstracts tba.) and a presentation of the
book, followed by a reception. The event is free of charge, but we
kindly ask you to register to facilitate planning.
Further details under
http://www.wu.ac.at/statmath/detail-statmath/news/detail/News/quantitative-…
Hope to see you in June at WU
Rüdiger Frey
--
Prof. Ruediger Frey
Institute for Statistics and Mathematics
WU Vienna
Welthandelsplatz 1, Building D4
A-1020 Vienna, Austria
email: ruediger.frey(a)wu.ac.at
web: http://statmath.wu.ac.at/~frey/
Dear all,
We are glad to announce the 8th European Summer School in Mathematical
Finance, which will be held at Université du Maine in the city of Le
Mans, close to Paris, from August 31st to September 4th 2015.
Main course lectures will be on: Systemic Risk and financial Contagion,
Machine Learning and big data analysis, Hawkes processes in finance.
We invite applications from PhD students and early career researchers.
Grants coverign accommodation and travel expenses will be provided to
selected students.
Please visit the web page of the summer school for more information:
http://www.cmap.polytechnique.fr/~euroschoolmathfi15/euroschoolmathfi15.html
Deadline for applications is April 15h. Please apply online following
the instructions on the web page.
We count on your participation to make this eight summer school a
success, just as the previous editions have been!
Please feel free to circulate this announcement.
With our best regards,
The organising committee
Bruno Bouchard, Stefano De Marco, Laurent Denis, Emmanuel Gobet, Anis
Matoussi, Nizar Touzi
Dear colleagues,
we are pleased to announce a conference on
"Advanced Modelling in Mathematical Finance"
in honour of Ernst Eberlein, taking place in
Kiel from May 20 to 22, 2015.
Details on invited speakers, registration etc. can be
found on www.math.uni-kiel.de/ammf2015 .
Limited financial support is available for young
researchers presenting a poster.
Best regards,
Jan Kallsen and Antonis Papapantoleon
Einladung
Buchpräsentation und Diskussion mit
HANS-WERNER SINN und EWALD NOWOTNY
Di, 13. Jänner 18:00 im Festsaal der ÖAW
1010 Wien, Dr. Ignaz Seipel-Platz 2
Um Anmeldung wird gebeten: event(a)oeaw.ac.at
PROGRAMM
Begrüßung: ANTON ZEILINGER, Präsident der Österreichischen Akademie der Wissenschaften
Einleitung und Moderation: JOSEF ZECHNER, WU Wirtschaftsuniversität Wien und ÖAW
Impulsreferat: HANS-WERNER SINN, Präsident des ifo Instituts München und ÖAW
Diskussionsbeitrag: EWALD NOWOTNY, Gouverneur der Oesterreichischen Nationalbank
Podiumsdiskussion
Allgemeine Diskussion
In seinem jüngsten Werk „The Euro Trap. On Bursting Bubbles, Budgets and Beliefs“ (Oxford University Press, 2014) analysiert der Präsident des Münchner ifo, HANS-WERNER SINN, die Grundlagen der gemeinsamen europäischen Währung. Auf Basis des umfangreichen Materials weist er auf fundamentale Schwächen der Währungskonstruktion hin, kritisiert Rolle und Rettungsmaßnahmen der EZB in der Währungskrise und kommt zu im Sinne des Wortes radikalen Lösungsansätzen.
EWALD NOWOTNY, Gouverneur der Oesterreichischen Nationalbank und Mitglied des Gouverneursrates der EZB, hat sich seit Jahren als Wissenschaftler und Notenbanker mit der europäischen Geldpolitik auseinandergesetzt. Er sieht den Euro als wichtiges Element der europäischen Integration, als Schutzschirm in weltwirtschaftlichen Krisen und als Beitrag zu langfristig größerer wirtschaftlicher Dynamik in Europa.
Dear All,
You are invited to submit papers for the 3rd World Risk and Insurance Economics Congress (WRIEC) to be held at Ludwig-Maximilians-Universität München from August 2 to 6, 2015. The deadline for paper submission is February 2.
To access the Call for Papers, please click here: http://www.wriec.net/call-for-papers/.
Further information can be found on the conference homepage: http://www.wriec.net/.
Should you have any questions, do not hesitate to contact me.
Best regards,
Richard Peter
Jun.-Prof. Dr. Richard Peter, MBR
Munich Risk and Insurance Center (MRIC)
Ludwig-Maximilians-Universität Munich
Tel +49 (0)89 2180 3882
Fax +49 (0)89 2180 99 3882
eMail peter(a)bwl.lmu.de<mailto:peter@bwl.lmu.de>
WWW www.inriver.bwl.lmu.de<http://www.inriver.bwl.lmu.de/>
Dear colleague,
I am pleased to announce the 8th WU Gutmann Center Symposium on "Retirement
and Asset Management" to be held at WU Vienna on August 19, 2015. Please find
the Call for Papers below and here:
http://www.wu.ac.at/gc/whatwedo/bridging/symposia/2015/callforpapers2015.pdf
It would be great if you submit a paper to the Symposium (in case you do
research in this area) and/or forward the Call for Papers to colleagues who
you feel would be interested in submitting a paper.
Many thanks and best regards from Vienna,
Alois
------------------------------------------------
Department of Finance, Accounting and Statistics
WU (Vienna University of Economics and Business)
www.wu.ac.at/~geyer
------------------------------------------------
CALL FOR PAPERS / CONFERENCE ANNOUNCEMENT
WU GUTMANN CENTER SYMPOSIUM 2015
RETIREMENT AND ASSET MANAGEMENT
VIENNA AUGUST 19, 2015
The WU Gutmann Center for Portfolio Management is proud to announce its eighth
symposium to be held at WU (Vienna University of Economics and Business), Austria. The
general topic of the symposium is "Retirement and Asset Management". Papers submitted to the
symposium can address related aspects such as the role of financial institutions, lifetime
investment strategies, saving for future generations, the role of demographics, or financial
literacy, provided they are sufficiently related to the general topic.
Note that the WU Gutmann Center Symposium 2015 will take place on the day before the
42nd Annual Meeting of the European Finance Association (EFA) (www.efa2015.org). Both
conferences will take place on the new WU Campus (www.wu.ac.at/campus/en). The EFA
Annual Meeting opens on August 19 in the evening, after the symposium has been
concluded.
PAPER SUBMISSIONS:
The deadline for paper submissions is March 11, 2015 at midnight CET Central European
Time (Austrian time). After this date, the submission system will be disabled automatically.
Before clicking the link below to enter the online submission system (ConfTool), 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.
Please note that the ConfTool database for the symposium is separate from the one for the
EFA. Therefore you must create a separate account for this submission (although you may
use the same username/password as on the EFA site, if you wish).
Link to paper submissions: https://www.conftool.com/WUGCS2015/
All submissions will be reviewed by a committee composed of members of the WU Gutmann
Center's Academic Advisory Board and decisions will be announced by May 15, 2015.
Submission and participation are free of charge. Accommodation and travel expenses
(economy fare) of presenting authors will be covered by the WU Gutmann Center.
CONTACT
WU Gutmann Center for Portfolio Management
Sabina Krickl
WU (Vienna University of Economics and Business)
Welthandelsplatz 1, 1020 Wien (Vienna), Austria
gutmann-center(a)wu.ac.at
http://www.gutmann-center.at/
---------- Forwarded message ----------
Date: Thu, 27 Nov 2014 15:49:34 +0100
From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr>
Subject: Conference: Challenges in Derivatives Markets
(...)
================================
Conference at TUM (March 30 -- April 01, 2015): Challenges in
Derivatives Markets: Fixed income modeling, valuation adjustments,
risk management, and regulation
================================
Dear colleagues,
it is our pleasure to announce the conference “Challenges in
Derivatives Markets: Fixed income modeling, valuation adjustments,
risk management, and regulation”, for which we would like to invite
you as contributed speaker or visitor. The conference will take place
at Technische Universität München, March 30 – April 01, 2015.
Thanks to our generous sponsor KPMG, the registration fee for the
3-day event is only 155 Euro.
We are especially proud having
· Damiano Brigo,
· Stéphane Crépey,
· Ernst Eberlein,
· John Hull,
· Wolfgang Runggaldier,
· Luis Seco,
· Thorsten Schmidt, and
· Wim Schoutens
among the confirmed speakers. So we are looking forward to an
extraordinary scientific event to which we hope you will contribute
with your presentation/attendance.
The aim of the conference is to provide a venue for practitioners and
academics working with derivatives to present state-of-the-art
research, exchange ideas, and share visions on future developments in
the field. The first focal point of the conference will be on recent
developments in interest-rate modeling and derivatives pricing.
Various types of multi-curve term structure models and especially
post-crisis extensions of the Libor market model will be discussed.
The second focus will be put on counterparty and liquidity risk in a
global derivatives market. Derivative valuation and risk management in
the presence of collateral and liquidity issues will be the central
topics with special regard to valuation adjustments such as CVA
(credit valuation adjustment), DVA (debt valuation adjustment), FVA
(funding valuation adjustment), and other XVAs as well as their
interplay. Emphasis will be put on modeling and pricing, as well as
risk management and regulatory aspects. More information is given on
the website
http://www.mathfinance.ma.tum.de/kpmgce/conference-challenges-in-derivative…
To facilitate the organization of the event, your registration by
December 20, 2014 is highly appreciated. If you are interested in
providing a contributed talk (these will most likely take place on
Wednesday, April 01, 2015), please provide us an abstract/paper of
your presentation.
***
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
************************************************************************
Date: November 12 (Wednesday), 2014, 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Amit Goyal, http://www.hec.unil.ch/agoyal/
Title: Is the Cross-Section of Expected Bond Returns Influenced by Equity Return
Predictors?
ABSTRACT:
Using a comprehensive cross-section and time-series of corporate bond returns assembled
from multiple data sources, we analyze whether commonly analyzed equity return predictors
also predict bond returns. There is a surprisingly strong monthly lead from equity to bond
returns, indicating that new information gets reflected in the equity market first. In
univariate portfolio sorts, net equity issues are positively priced in the bond market,
consistent with the notion that equity is preferred when bond market is undervalued.
Profitability is negatively priced while idiosyncratic equity volatility is positively priced in the
corporate bond market, suggesting that profitable and relatively less volatile firms are more
attractive to bond investors, thus requiring lower returns. Our results indicate that the bond
markets do price risk, but also are susceptible to delayed information transmission relative
to equities. Finally, consistent with a relatively sophisticated institutional clientele, bonds
are efficiently priced in that none of the behaviorally-motivated variables predict returns
after accounting for transactions costs, though some risk-based variables continue to do so.
About Amit Goyal:
Amit Goyal is professor of finance at the University of Lausanne where he holds a senior
chair from the Swiss Finance Institute. Formerly on the faculty of the Goizueta Business
School at Emory University (USA), he has a Ph.D. in Finance from the University of California
at Los Angeles (USA). His research interests are in empirical asset pricing and pension funds.
His papers have been published in a variety of academic journals including the Journal of
Finance, the Journal of Financial Economics, and the Review of Financial Studies. He is the
co-editor of Journal of Financial Markets and an associate editor at the Review of Finance.
**Please REGISTER**:
Mail: gutmann-center(a)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