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1159 discussions

[VFN] Ankündigung: Workshop Kreditrisikomanagement
by mhanke＠wu-wien.ac.at 06 Nov '05

06 Nov '05

Das Institut für Betriebliche Finanzwirtschaft der Universität Innsbruck (ab 1.1.2006: Institut für Banken und Finanzen) veranstaltet am 25./26.11. im Universitätszentrum Obergurgl einen Workshop zum Thema Kreditrisikomanagement. Die Liste der Vortragenden inkludiert unter anderem Prof. Wolfgang Bühler (Mannheim) und Prof. Stefan Pichler (WU Wien). Das Programm und organisatorische Informationen finden Sie unter http://uibk.ac.at/congress/krm/krm.html Anmeldungen sind noch möglich, Details dazu finden Sie ebenfalls auf der Website. Beste Grüße, Michael Hanke -- Univ.Prof. Dr. Michael Hanke Institut für Betriebliche Finanzwirtschaft Universität Innsbruck Universitätsstr. 15 6020 Innsbruck Tel.: (43)512 507-7552, Fax: -2846 e-mail: Michael.Hanke(a)uibk.ac.at

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[VFN] CARISMA Financial Engineering Workshops
by Xiaochen Sun 04 Nov '05

04 Nov '05

RE: CARISMA FINANCIAL ENGINEERING WORKSHOPS <http://www.unicom.co.uk/events/event_details.asp?productid=1473&catid=1&sub…> EXTREME VALUE THEORY AND COPULAS <http://www.unicom.co.uk/events/event_details.asp?productid=1456&catid=1&sub…> , 29 November 2005, London Presenters: Paul Embrechts, Johanna Neslehova, Rosario Dell'Aquila, RiskLab, ETH Zurich; Claudio Romano, Credit Risk Analyst, Capitalia Bank Holding, Rome; Annalisa Di Clemente, University of Rome; FINANCIAL INNOVATION AND NEW STRUCTURED PRODUCTS IN THE EQUITY WORLD <http://www.unicom.co.uk/events/event_details.asp?productid=1457&catid=1&sub…> , 30 November 2005, London Presenter: Dilip Madan, Robert H. Smith School of Business, University of Maryland / Consultant to Morgan Stanley PRACTICAL FINANCIAL OPTIMISATION: DECISION MAKING FOR FINANCIAL ENGINEERS <http://www.unicom.co.uk/events/event_details.asp?productid=1458&catid=1&sub…> ,1 December 2005, London Presenters: Stavros Zenios, Wharton School of Business /University of Cyprus; Gautam Mitra, CARISMA, Brunel University HIDDEN MARKOV MODELS, KALMAN FILTERS, ROBUST REGRESSION <http://www.unicom.co.uk/events/event_details.asp?productid=1468&catid=1&sub…> , 2 December 2005, London Presenters: Paresh Date, Rogemar Mamon, Keming Yu, CARISMA, Brunel University; We are pleased to announce the above workshops. The objective of the four one-day events is to bring together practitioners, academics working in the area of risk management, financial engineering, quantitative finance and optimisation. They will provide an opportunity for participants engaged at the forefront of this area to discuss problems and challenges and suggest fruitful directions for future research, which focus on the emerging requirements of the finance industry. The speaker panel includes world leaders such as Dilip Madan, Robert H. Smith School of Business, University of Maryland/ Consultant to Morgan Stanley; Paul Embrechts and colleagues, RiskLab, ETH, Zurich; Gautam Mitra, CARISMA, Brunel University; Stavros Zenios, Wharton School of Business/University of Cyprus; Claudio Romano, Credit Risk Analyst, Capitalia Bank Holding, Rome. All the speakers have achieved distinction through their research contributions and also possess wide experience of real world applications of highly sophisticated quantitative models. You will learn about the latest developments in the field from acknowledged research leaders, gathered together in London. By networking and listening to the presentations, you will gain valuable knowledge and practical techniques to apply your own area of practice or research. You will gain first hand experience of the innovative thinking and best practices currently being developed in some of the world's leading educational institutions. For further details please go to www.carisma.brunel.ac.uk/FE.html <http://www.carisma.brunel.ac.uk/FE.html> or www.unicom.co.uk/finance , either download brochure or email info(a)unicom.co.uk <mailto:info@unicom.co.uk> for a PDF filer. The events are organised by the Centre for the Analysis of Risk and Optimisation Modelling Applications (CARISMA) at Brunel University, and managed by UNICOM Seminars. We will appreciate if could put the poster on your bulleting board and make your colleagues aware of these events. We look forward to welcoming you and your colleagues to the workshops; please contact me if you require further information. Best regards Michael Sun xiaochen.sun(a)brunel.ac.uk or michael(a)unicom.co.uk CARISMA, www.carisma.brunel.ac.uk <http://www.carisma.brunel.ac.uk> UNICOM Seminars, www.unicom.co.uk/finance <http://www.unicom.co.uk/finance> Michael(Xiaochen) Sun CARISMA, www.carisma.brunel.ac.uk Centre for the Analysis of Risk and Optimisation Modelling Application; School of Computing, Information Systems and Mathematics Brunel University Middlesex Uxbridge, UB8 3PH United Kingdom * xiaochen.sun(a)brunel.ac.uk <mailto:xiaochen.sun@brunel.ac.uk> http://mam3xs.blogspot.com/ *(+44) (0)1895 265625 *(+44) (0)7841873292

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[VFN] VGSF Research Seminar 4.11.2005 - Prof. ESPEN ECKBO - "The Toehold Puzzle"
by Michael Halling 03 Nov '05

03 Nov '05

This is a reminder for the VGSF Research Seminar that is going to take place tomorrow, Friday Nov. 4th, from 15:30 to 17:00 at the BWZ in Floridsdorf (University of Vienna, a detailed plan can be found at http://www.univie.ac.at/Wirtschaftswissenschaften/) in lecture room 3 (HS 3). Prof. Espen Eckbo from Dartmouth College is going to give a talk on "The Toehold Puzzle". For further information regarding Prof. Eckbo who is a leading scholar in the area of corporate finance and especially in corporate governance related issues look at http://mba.tuck.dartmouth.edu/pages/faculty/espen.eckbo/ For further information and upcoming visitors, please refer to www.vgsf.ac.at. Best, Michael Halling

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[VFN] Reminder VGSF Research Seminar
by Michael Halling 27 Oct '05

27 Oct '05

This is a reminder for the VGSF Research Seminar that is going to take place tomorrow, Friday Oct. 28th, from 15:30 to 17:00 at the BWZ in Floridsdorf (University of Vienna, a detailed plan can be found at http://www.univie.ac.at/Wirtschaftswissenschaften/) in lecture room 8 (HS 8). Prof. Alois Geyer from the Vienna University of Economics and Business Administration is going to give a talk on "Life-Cycle Asset Allocation". For further information, please refer to www.vgsf.ac.at. Note further that the schedule up to Christmas (in fact, up to Dec. 21st) has been finalized. Best, Michael Halling

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[VFN] VGSF Research Seminar
by Michael Halling 11 Oct '05

11 Oct '05

Please take note of the following information regarding the VGSF Research Seminar: (A) There is NO research seminar on Oct. 14th. (B) The next research seminar takes place on Oct. 21st in HS 3 at the BWZ and is given by Alexander STOMPER (from the University of Vienna) on "How Leverage affects Pricing: Theory and Evidence". With apologies for cross-postings and kind regards, Michael Halling

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[VFN] VGSF Research Seminar
by Michael Halling 03 Oct '05

03 Oct '05

This week there are going to be three interesting research seminars: (1.) Bing Liang (from the University of Massachusetts Amherst, http://www.isenberg.umass.edu/finopmgt/Faculty/Profiles/Bing_Liang/) is going to give a research seminar on the paper "Do Market Timing Hedge Funds Time the Market?" on Thursday Oct. 6th from 11:00 to 12:30 in HS 6. (2.) Per Strömberg (from SIFR, http://www.sifr.org/) gives a research seminar on "What are firms? Evolution from Birth to Public Companies" on Friday Oct. 7th from 14:00 to 15:30 in HS 12 at the BWZ. (3.) Nicolae Garleanu (from Wharton, University of Pennsylvania, http://www.wharton.upenn.edu/faculty/garleanu.html) is giving a research seminar on a paper called "Demand based option pricing" on Friday Oct. 7th from 15:45 to 17:15 in HS 12 at the BWZ. Information regarding the research seminar can be found on http://www.vgsf.ac.at/ (then follow the link to activities and events). If you any questions or suggestions regarding the research seminar, don't hesitate to contact Michael Halling (michael.halling(a)univie.ac.at). Furthermore, please accept my apologies for any cross-postings or duplicate pieces of information. Best, Michael Halling

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[VFN] Stellenausschreibung am Institut fuer Kreditwirtschaft, WU Wien
by Rainer Jankowitsch 20 Sep '05

20 Sep '05

Sehr geehrte Damen und Herren, am Institut für Kreditwirtschaft, der Wirtschaftsuniversität Wien, Univ. Prof. Dr. Stefan Pichler, ist voraussichtlich ab 1. November 2005 bis 30. Februar 2008 die Stelle eines drittmittelfinanzierten wissenschaftlichen Mitarbeiters / einer drittmittelfinanzierten wissenschaftlichen Mitarbeiterin (ArbeitnehmerIn der Wirtschaftsuniversität Wien gem. § 128 UG 2002 idgF), vollbeschäftigt, zu besetzen. Notwendige Kenntnisse und Qualifikation: Abgeschlossenes Diplomstudium Erwünschte Kenntnisse und Qualifikation: Fundierte Programmierkenntnisse und Fähigkeiten im Umgang mit Datenbanken Fundierte Kenntnisse in Finanzwirtschaft besonders im Bereich Kreditrisiko Fundiertes Wissen in Mathematik und Statistik Bewerbungsfrist: 10. Oktober 2005 Schriftliche Bewerbung mit Lebenslauf und Zeugnissen bitte an das Institut für Kreditwirtschaft, WU Wien, UZA 4, Nordbergstrasse 15, 1090 Wien. Mit der Bitte um Kenntnisnahme und gegebenenfalls Weiterleitung an Interessenten verbleibe ich mit freundlichen Grüßen Rainer Jankowitsch -- *************************************************** Univ.-Ass. Mag. Dr. Rainer Jankowitsch Wirtschaftsuniversität Wien Institut für Kreditwirtschaft UZA 4, 6. Stock Kern B Nordbergstrasse 15 A-1090 Wien Tel: ++ 43 1 31336 4340 Fax: ++ 43 1 310 05 80 E-mail: rainer.jankowitsch(a)wu-wien.ac.at Web: http://www.wu-wien.ac.at/wwwu/institute/ikw/ ****************************************************

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[VFN] Call for Papers Gutmann Center Symposium on Real Assets and Portfolio Management March 27th 2006
by Gutmann Center-D.Grimm 15 Sep '05

15 Sep '05

CALL FOR PAPERS/ CONFERENCE ANNOUNCEMENT (apologies for any cross-postings!!) GUTMANN CENTER SYMPOSIUM ON "REAL ASSETS AND PORTFOLIO MANAGEMENT" Gutmann Center for Portfolio Management at the University of Vienna http://www.gutmann-center.at March 27th, 2006 University of Vienna, Austria The Gutmann Center for Portfolio Management at the University of Vienna is proud to announce its fourth annual symposium to be held at the University of Vienna. The focus of this year’s symposium is on “real assets” such as real estate, commodities, etc. In particular we invite empirical and theoretical research on: (i) the risk-return characteristics of real assets, (ii) return prediction in real asset markets, (iii) alternative instruments and investment vehicles in real asset markets, (iv) asset pricing and real assets (v) asset allocation and real assets. PAPER SUBMISSION: Papers on topics mentioned above should be submitted by email (in Acrobat PDF) not later than October 31st, 2005 to the following address: Email: gutmann.bwl(a)univie.ac.at CONTACT: Gutmann Center for Portfolio Management University of Vienna Director: Josef Zechner Administrative Director: Dorothea Grimm Bruenner Strasse 72, A-1210 Wien, Austria Phone: +43-1-4277-38186 - Fax: +43-1-4277-38074 Mail: gutmann.bwl(a)univie.ac.at - Homepage: http://www.gutmann-center.at All submissions will be reviewed by a committee composed of members of the Gutmann Center’s Academic Advisory Board and decisions will be announced by January 15th, 2006. Submission and participation are free of charge. Presenting authors are invited to apply to Gutmann Center to cover their accommodation and travel expenses.

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[VFN] Stellenausschreibung am Inst. fuer Kreditwirtschaft der WU-WIEN (fwd)
by VFN-L admin * Andreas Schamanek 25 Aug '05

25 Aug '05

---------- Forwarded message ---------- Date: Thu, 25 Aug 2005 12:08:17 +0200 From: Manuel Lingo <manuel.lingo(a)wu-wien.ac.at> Subject: Stellenausschreibung am Inst. fuer Kreditwirtschaft der WU-WIEN Sehr geehrte Damen und Herren, am Institut für Kreditwirtschaft, der Wirtschaftsuniversität Wien, Univ. Prof. Dr. Stefan Pichler, ist voraussichtlich ab 1. Oktober 2005 bis 30. September 2011 die Stelle eines Assistenten/ einer Assistentin (ArbeitnehmerIn der Wirtschaftsuniversität Wien gem. § 128 UG 2002 idgF), vollbeschäftigt, zu besetzen. Nähere Informationen entnehmen Sie bitte dem Ausschreibungstext: http://www.wu-wien.ac.at/home/jobs/ausschrwisspers#w31 (Ende der Bewerbungsfrist: 14. September 2005) Mit der Bitte um Kenntnisnahme und gegebenenfalls Weiterleitung an Interessenten verbleibe ich mit freundlichen Grüßen Manuel Lingo Institut für Kreditwirtschaft WU-WIEN Tel: +43 (0) 1 313 36 4686 Fax: +43 (0) 1 310 05 80 manuel.lingo(a)wu-wien.ac.at

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[VFN] Uni Ulm: Internationaler Workshop ueber Kredit-Modelle und Energie-Derivate (fwd)
by VFN-L admin * Andreas Schamanek 24 Aug '05

24 Aug '05

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Tue, 23 Aug 2005 18:24:27 +0200 From: Hans-Joachim Zwiesler <zwiesler(a)mathematik.uni-ulm.de> Subject: Uni Ulm informiert: Internationaler Workshop ueber Kredit-Modelle und Energie-Derivate Financial Modelling Workshop University of Ulm 20-22.9. 2005 ( http://www.mathematik.uni-ulm.de/finmath/confpage/index.html ) The workshop aims to discuss leading-edge research in credit and commodities (energy) modelling. The first 1.5 days will be devoted to credit risk while the focus of the remaining 1.5 days is on commodities, in particular energy risk. The workshop will bring together leading international experts from both academia and practice to promote exchange of ideas and help make progress on research into current issues. It is the second of a series of workshops jointly organized with the Birkbeck College, University of London (see http://www.energyrisk.org/ for details on the first workshop). The preliminary schedule is shown on the conference webpage: http://www.mathematik.uni-ulm.de/finmath/confpage/programme.html Short Course In addition we will have a half-day course on Monday on Credit Modelling designed for practitioners. The course will consist of four one hour sessions with topics: Corporate Bonds (Modelling Spread Curves), Credit Derivatives; CDOs, Use and Effects of Corporate Bonds in Investment Portfolios. ( http://www.mathematik.uni-ulm.de/finmath/confpage/satellite.html ) Registration The registration for the conference and the preceding Short Course in Credit Modelling is open until September 17. http://www.mathematik.uni-ulm.de/finmath/confpage/regform.html Registration for talks has been closed. Further Details can be found on the conference webpage http://www.mathematik.uni-ulm.de/finmath/confpage/index.html Chairman: Prof. Dr. Ruediger Kiesel Department of Financial Mathematics Ulm University D-89069 Ulm Germany phone: +49-731-502-3521 fax: +49-731-503-1096 email: org(a)conference.finance-ulm.de

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