CALL FOR PAPERS / CONFERENCE ANNOUNCEMENT
(apologies for cross-postings!)
WU GUTMANN CENTER SYMPOSIUM 2013
"SOVEREIGN CREDIT RISK AND ASSET MANAGEMENT"
JUNE 11, 2013
WU Gutmann Center for Portfolio Management
WU (Vienna University of Economics and Business), Austria
www.gutmann-center.at
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The WU Gutmann Center for Portfolio Management is proud to announce its seventh symposium to be held at WU (Vienna University of Economics and Business), Austria.
The general topic of the symposium is "Sovereign Credit Risk and Asset Management".
Papers submitted to the symposium can address but are not restricted to the following
TOPICS:
- Measuring and managing sovereign credit risk
- The implications of sovereign credit risk for asset management
- Sovereign credit risk and the banking sector
- Sovereign credit risk and prudential regulation
- The role of rating agencies
- Sovereign credit risk contagion
- Currency unions
- The political economics of sovereign credit risk
PAPER SUBMISSION:
Papers should be submitted by email (in Acrobat PDF) NOT LATER THAN DECEMBER 15, 2012 to the following address:
E-mail: gutmann-center(a)wu.ac.at
CONTACT:
WU Gutmann Center for Portfolio Management
Dorothea Grimm
WU (Vienna University of Economics and Business)
Heiligenstädter Straße 46-48, 1190 Wien (Vienna), Austria
Phone: +43-1-31336-4244
E-mail: gutmann-center(a)wu.ac.at - Web: http://www.gutmann-center.at/
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 March 15, 2013.
Submission and participation are free of charge. Accommodation and travel expenses (economy fare) of presenting authors will be covered by the WU Gutmann Center.
ASSISTANT PROFESSOR FOR FINANCE
WU (Vienna University of Economics and Business) is currently inviting applications for the position of an ASSISTANT PROFESSOR (tenure track) in Professor Josef Zechner`s group at the Institute for Finance, Banking and Insurance (www.wu.ac.at/finance<http://www.wu.ac.at/finance>).
RESPONSIBILITIES: Teaching (Bachelor and Master): Finance; Research in Professor Josef Zechner's group in one or several of the following areas: Asset Management, Corporate Finance, Asset Pricing, Banking.
REQUIREMENTS: Doctoral Degree in Economics or Business Administration or equivalent qualification; Research experience in one of the following areas of financial economics: Corporate Finance, Asset Management, Asset Pricing, Risk Management, Banking, or in a related field, e.g. Decision Theory, Corporate Governance, Game Theory. Teaching experience.
Apply using reference number 2079 until September 12,2012 at http://www.wu.ac.at/jobs where a full description of tasks and requirements can be found.
ASSISTANT PROFESSOR FOR FINANCE
WU (Vienna University of Economics and Business) is currently inviting applications for the position of an ASSISTANT PROFESSOR (tenure track) in Professor Josef Zechner`s group at the Institute for Finance, Banking and Insurance (www.wu.ac.at/finance<http://www.wu.ac.at/finance>).
RESPONSIBILITIES: Teaching (Bachelor and Master): Finance; Research in Professor Josef Zechner's group in one or several of the following areas: Asset Management, Corporate Finance, Asset Pricing, Banking.
REQUIREMENTS: Doctoral Degree in Economics or Business Administration or equivalent qualification; Research experience in one of the following areas of financial economics: Corporate Finance, Asset Management, Asset Pricing, Risk Management, Banking, or in a related field, e.g. Decision Theory, Corporate Governance, Game Theory. Teaching experience.
Apply using reference number 2079 until September 12,2012 at http://www.wu.ac.at/jobs where a full description of tasks and requirements can be found.
Sehr geehrte Damen und Herren,
die Fachhochschule des bfi Wien lädt herzlich zum "Solvency II Symposium" am 27. September 2012 ab 14:00 Uhr ein.
Zu Beginn werden ExpertInnen der FH des bfi Wien, der FMA, der KPMG etc. Vorträge zu ausgewählten Themen von Solvency II halten.
Ab 18:00 Uhr gibt es eine Podiumsdiskussion mit dem Präsidenten der österreichischen Aktuarvereinigung Christoph Krischanitz, dem Vorstand der Allianz Mag. Werner Müller, dem stellvertretenden Abteilungsleiter der FMA Mag. Andreas Hell, dem Leiter für Finanzen und Wirtschaft beim Versicherungsverband Mag. Rudolf Diewald und einem Vertreter von KPMG.
Anschließend möchten wir Sie herzlich zum Buffet einladen.
Wir ersuchen Sie, den Tag in Ihrem Terminkalender vorzumerken.
Das detaillierte Programm erhalten Sie im August.
Bei Rückfragen wenden Sie sich bitte an Dipl. Vw. Michael Jeckle (michael.jeckle(a)fh-vie.ac.at).
Mit freundlichen Grüßen,
Ihre FH des bfi Wien
Die Austrian Working Group on Banking and Finance (AWG) der
Österreichischen Bankwissenschaftlichen Gesellschaft veranstaltet gemeinsam
mit der Universität Innsbruck, Institut für Banken und Finanzen, den
27. WORKSHOP
First CALL for PAPERS
Der Workshop findet am Freitag, dem 23. November 2012, nachmittags, und am
Samstag, dem 24. November 2012, vormittags, an der Universität Innsbruck
statt.
Bezüglich der Themen ist keine Einschränkung vorgesehen.
Papers oder Extended Abstracts (ca. zwei Seiten) können bis spätestens 15.
Oktober 2012 bei o.Univ.-Prof. Dr. Matthias Bank, Institut für Banken und
Finanzen, Universität Innsbruck, Universitätsstrasse 15, A-6020 Innsbruck,
oder
e-mail: Matthias.Bank(a)iubk.ac.at
eingereicht werden.
Um den angestrebten Workshop-Charakter der Veranstaltung zu fördern, können
Papers durch einen Discussant besprochen werden. Jene Teilnehmer, die eine
solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 1.
Oktober 2012 einzureichen.
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.
Teilnehmer: Angesprochen sind sowohl der wissenschaftliche Nachwuchs
an allen österreichischen Universitäten und verwandten
Institutionen der Forschung als auch Praktiker in
Kreditinstituten und Finanzabteilungen von Unternehmen.
Schwerpunkte (Auswahl): Arbitrage Pricing – Behavioural Finance - Capital
Market Theory – Capital Requirements of Financial - Commercial Banking –
Contingent Claims Analysis – Corporate Finance – Financial Innovations –
Financial Markets Research – Intermediaries – International Banking and
Finance – Investment Banking – Options and Futures – Performance
Measurement – Portfolio Management – Risk Management – Security Analysis.
-------- POSTDOCTORAL POSITION IN MATH FINANCE IN BERLIN
---------------------
Dear Colleagues and friends,
Humboldt-Universität zu Berlin and Technische Universität Berlin invite
applications for two
Postdoctoral/Doctoral Positions in Mathematical Finance/Economics.
The positions are funded jointly by the DFG Research Center Matheon,
Humboldt-Universität and Technische Universität.
Tasks: Candidates will develop and analyze mathematical models for illiquid
financial markets. They will be offered the opportunity of collaborating with
the Quantitative Research Group of Cheuvreux, the brokerage arm of Credit
Agricole. This includes, but is not limited to, the opportunity of a
long-term internship with Cheuvreux in Paris.
Requirements: Successful candidates for the postdoctoral (doctoral) positions
will hold a PhD (Msc, Diploma) in Mathematics, Business Mathematics or
Mathematical Economics with an excellent background in Probability Theory,
Financial Mathematics, Optimization or Economic Theory. A strong interest in
applied research in financial mathematics is expected.
We offer competitive salaries, commensurate with seniority and research
record. The initial appointment for postdoctoral (doctoral) students will be
for two (three) years, with continuation for another year upon performance
and availability of funding. The starting date is flexible.
Applicants should send a CV including a list of publications, preprints,
reprints, statement of research interests and arrange for three (two) letters
of recommendation. Applications should e-mailed to either one of us no later
than July 20, 2012:
mailto:bank@math.tu-berlin.de or
mailto:horst@math.hu-berlin.de
Kind regards,
Peter Bank and Ulrich Horst
Postdoctoral Position
http://www.qfl-berlin.com/newsletter/postdoctoral-position
HAUPTBERUFLICHE/R VORTRAGENDE/R (SENIOR LECTURER)
Im DEPARTMENT FÜR FINANCE, ACCOUNTING AND STATISTICS ist ab sofort bis 31. Dezember 2014 eine Stelle für einen hauptberuflichen Vortragenden/eine hauptberufliche Vortragende post doc (Senior Lecturer) (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten, monatliches Entgelt: 3.381,70 € brutto) vollbeschäftigt zu besetzen.
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für hauptberufliche Vortragende grundsätzlich eine maximale Befristungsdauer von sechs Jahren vorsieht.
AUFGABENGEBIET:
Durchführung von Lehrveranstaltungen im Bachelorstudium in den Spezialisierungen (SBWLs) Finance und/oder Accounting (gesamt max. 8 – 10 Semesterwochenstunden); Planung, Weiterentwicklung, Organisation der SBWLs Finance und Accounting inkl. Bedarfsanalyse sowie Kapazitäts- und Lehrveranstaltungsplanung; inhaltliche und organisatorische Abstimmung der SBWLs innerhalb der Bachelor-Programme der WU; Koordination von externen und internen Lehrenden dieser SBWLs; Zentrale Mitwirkung bei allen Agenden des Qualitätsmanagements in der Lehre des Departments; Organisation der im Department zentral erfolgenden Vergabe der Bachelorarbeiten inkl. Qualitätssicherung in der Betreuung, Unterstützung der wiss. Mitarbeiter/innen in der Themenerstellung, Bedarfsplanung und –kontrolle, Monitoring der dem Department in diesem Bereich vorgegebenen Ziele
Eigenständige Betreuung von Bachelorarbeiten; Aufbau und Weiterentwicklung (fach-)didaktischer Expertise
NOTWENDIGE KENNTNISSE UND QUALIFIKATIONEN:
Abgeschlossenes Doktoratsstudium mit fachlicher Ausrichtung in den Bereichen Finance und/oder Accounting
Erfahrungen in der Lehre an tertiären Bildungseinrichtungen (Universitäten, Fachhochschulen, etc.)
Ausgeprägte Team-, Kommunikations- und Organisationsfähigkeit
ERWÜNSCHTE KENNTNISSE UND QUALIFIKATIONEN:
Fachdidaktische Qualifikation
Kennzahl: 2042
Ende der Bewerbungsfrist: 4. Juli 2012
Bewerbung unter www.wu.ac.at/jobs<http://www.wu.ac.at/jobs>
Daniela Fuchs
Office Finance
Institute for Finance, Banking and Insurance
Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Heiligenstädter Straße 46-48, A - 1190 Wien, Austria
[T] 01/31336/4691
[F] 01/31336/904691
[E] daniela.fuchs(a)wu.ac.at<mailto:daniela.fuchs@wu.ac.at>
-------- 4TH BERLIN WORKSHOP ON MATHEMATICAL FINANCE FOR YOUNG RESEARCHERS
---
Dear Colleague,
we are pleased to send you the second announcement of the upcoming
4th Berlin Workshop on Mathematical Finance for Young Researchers,
October 11-13, 2012.
The workshop provides a forum for PhD students, postdoctoral researchers and
young faculty members from all over the world to discuss their research in an
informal atmosphere. Keynote lectures will be given by
Freddy Delbaen (Zurich)
Rüdiger Frey (Vienna)
Steven Shreve (Pittsburgh)
We also invite up to 15 contributed papers from young researchers.
Accommodation expenses for speakers will be covered. The closing date for
submissions to
mailto:finance@math.hu-berlin.de
is June 15th, 2012. Notification of acceptance will be sent by July 15th,
2012. Please visit
http://www.qfl-berlin.de/workshop2012
for further information and (required) registration.
Please forward this announcement to interested students.
With our best regards,
Jana Bielagk, Selim Gökay, Christoph Mainberger
Peter Bank, Peter Friz, Ulrich Horst, Michael Kupper
Young Researcher Workshop Berlin newsletter
http://www.qfl-berlin.com/newsletter/young-researcher-workshop-berlin-newsl…
------------------------------------------------------------------------
On September 17-19-th, 2012, WPI Vienna will host the
2nd International Conference on Energy and Commodities
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
The registration is free but mandatory, up to 2 weeks
prior to the event.
Confirmed speakers, so far, include:
Rene' Aid, Electricite' de France
Ole Barndorff-Nielsen, Aarhus University
Matt Davidson, Kyloe Energy
Emanuel Gobet, Ecole Polytechnique, Paris
Ruediger Kiesel, Lehrstuhl, Duisburg
Delphine Lautier, Paris-Dauphine
Brenda-Lopez Cabrera, Humboldt University, Berlin
Peter Tankov, Ecole Polytechnique, Paris
Xavier Warin, Electricite de France, Paris
The organizers are:
Rene Aid, Fred Benth, Valery Kholodnyi,
Peter Laurence, Almut Veraart
The conference is co-funded by
WPI - Wolfgang Pauli Institut,
Electricite de France,
Verbund, Austria.
Registration, via email to:
laurenceWPI(a)gmail.com
Updates will be posted at
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
(--> Conference II)
The organizers invite the submission of CONTRIBUTED TALKS.
The University of Innsbruck invites applications for the position of a
*University Professor*
*of*
*Business Administration with a focus on Finance *
at the School of Management, Department of Banking and Finance. The
position will be based on a permanent civil-law employment contract with
the University.
*Responsibilities*
**
The professor shall represent the subject of Business Administration
with a focus on Finance in research and teaching.
The professor isexpected to carry out internationally visible research
-- specifically in the field of Asset Pricing -- and to participate in
the research centre "Financial Markets and Risk".Theoretical, empirical
and experimental approaches are equally welcome. She/He is expected
topublish in internationally well-established peer reviewed journals,
cooperate with international research and/or project partners, and
successfully apply for research grants.
The professor shall teach especially the subject of Finance in the
School's undergraduate, graduate and PhD programs.
Furthermore, the professor is expected to actively participate in the
strategic development of the School of Management and academic
self-government. Some knowledge of German is a plus, but not required.
*Qualification requirements*
**
a)a pertinent degree in higher education in Austria or the equivalent;
b)a pertinent 'Habilitation' or comparable qualification;
c) publications in leading international peer-reviewed academic journals;
d) documented participation in international scholarly discourses;
e) experience in raising third-party funding;
f) excellent teaching skills;
g) international experience in teaching and/or research;
h) ability to lead teams in research and teaching.
Applications should be submitted no later than
*13^th of June 2012*
to Leopold-Franzens-Universität Innsbruck, Fakultäten Servicestelle,
Standort Karl-Rahner- Platz 3, A-6020 Innsbruck
(fss-karlrahnerplatz(a)uibk.ac.at).
The University of Innsbruck is committed to increasing the percentage of
female employees especially in leading positions and therefore
explicitly invites applications by women. In the case of equivalent
qualifications, women will be given preference.
The application should include: CV including a description of the
applicant's scholarly and professional career; list of scientific
publications; list of ongoing and completed research projects (amount of
funding, funding body, duration); planned research activities at the
Department of Banking and Finance; list of courses taught and teaching
evaluations; electronic copies of five significant publications.
The application and all accompanying documents should be submitted
electronically (CDROM or e-mail). Submission as a hardcopy is optional.
The applications will be reviewed internationally; therefore the
application has to be in English.
The basic salary is set down in the collective bargaining agreement for
university employees. Professors are in the remuneration group A 1. For
the position the grosssalary is 63.996,80 Europer year. Depending on
qualification and experience a higher gross salary up to 75.000,- Euro
per year can be a topic in the negotiations with the rector. Beyond that
the university offers attractive additional benefits
(http://www.uibk.ac.at/universitaet/zusatzleistungen/). Additional
personnel will not be provided.
The full, authoritative text in German (published in the official
bulletin of the University of Innsbruck of 2^nd of May
2012),comprehensive information on the School of Management, the
Department of Banking and Finance, and the current state of the
appointment procedure is available at:
http://www.uibk.ac.at/fakultaeten/betriebswirtschaft/career.html.
Univ.-Prof. Dr. Dr. h.c. mult. Tilmann Märk
R e c t o r