CCEFM Workshop
Christine Parlour, Carnegie Mellon University
"Credit Risk Transfer"
Friday, March 11th, 3.30-5.00 pm,
!****** different location *******!
HS 2,Institute for advanced studies, Stumpergasse 56,
1060 Wien
!****** different location *******!
The paper will be downloadable within the next few days from:
http://www.vgsf.ac.at/
---------------------
The next CCEFM workshop is by
Doron Avramov, University of Maryland
Title: TBA
Friday, March 18th, 3.30-5.00 pm,
Location: TBA
----------------------
Alfred Lehar
University of Vienna
Bruenner Strasse 72
A-1210 Wien
Austria / Europe
Tel: +43 1 4277 38077
Fax: +43 1 4277 38074
---------- Forwarded message ----------
Date: Wed, 16 Feb 2005 11:15:27 +0100
From: christine.neumeyer(a)univie.ac.at
To: vfn-l(a)fam.tuwien.ac.at
Subject: Stellenausschreibung
Anbei übermitteln wir Ihnen ein Infoblatt über eine
Stellenausschreibung am Institut für Finanzwirtschaft der Universität
Wien.
[attachment converted to plain text by vfn-l-admin, see below]
mfG
Christine Neumeyer
University of Vienna
Department of Finance
Bruenner Strasse 72
1210 Vienna
Austria
Tel: + 43 (01) 4277-38262
Fax: + 43 (01) 4277-38264
E-Mail: christine.neumeyer(a)univie.ac.at
www.univie.ac.at/bwl/fidi
GESUCHT: Assistentin / Assistent in Ausbildung
Der Lehrstuhl für Finanzdienstleistungen und Öffentliche Wirtschaft
des Institutes für Finanzwirtschaft der Fakultät für
Wirtschaftswissenschaften stellt mit ehestmöglichem Datum eine/n
Assistent/in ein.
Voraussetzungen: Abgeschlossenes Studium der Wirtschaftswissenschaften
(Diplom- oder Magistergrad)
Beschaeftigungsausmaß: 100 %
Gewünschte Zusatzqualifikationen: Kenntnisse in der
Regulierungstheorie- und praxis sowie die Bereitschaft, eine
Dissertation zu einem Thema im Bereich der Regulierung von
Kapitalmärkten und Finanzinstituten oder Infrastrukturunternehmen zu
verfassen.
Beschäftigungsdauer: 4 Jahre
Gehalt: ca. 1800,-
Bewerbung bis spät. 8. März 2005 an: Bewerbungsformulare
( http://www.univie.ac.at/Personalabteilung ) mit unterschriebenem
Lebenslauf an: Universität Wien - Zentrale Verwalung,
Personalabteilung / 1010 Wien, Dr. Karl Lueger Ring 1, bitte KENNZAHL
37551/BM unbedingt anführen.
***
---------- Forwarded message ----------
Date: Wed, 16 Feb 2005 08:58:58 +0100
From: Windsperger Josef <josef.windsperger(a)univie.ac.at>
Subject: ECONOMICS and MANAGEMENT of NETWORKS, EMNet 2005, Budapest,
September 15-17
Dear colleague,
as organizing chair of the international conference on Economics and
Management of Networks (EMNet 2005) in Budapest, September 15 - 17,
2005, I want to invite you to submit a paper for presentation. You will
find the call for papers and the registration form under
http://www.univie.ac.at/EMNET <http://www.univie.ac.at/EMNET>.
Best regards,
Josef Windsperger
University of Vienna
Center for Business Studies
--
Josef Windsperger, PhD
Associate Professor of Organization and Management (ao. Univ.-Prof.)
University of Vienna, Center for Business Studies
Bruenner Str. 72; A-1210 Vienna, Austria
Phone: +431 4277 38180; Fax: +431 4277 38174
Email: josef.windsperger(a)univie.ac.at
URL: http://www.univie.ac.at/im
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 8 Feb 2005 08:06:37 -0500
From: IAA Secretariat AAI <secretariat(a)actuaries.org>
To: AFIR Members List / Liste des membres d'AFIR <afir(a)lists.actuaries.org>
Subject: Workshop on the Interface between Quantitative Finance and
Insurance / Atelier sur l'interface entre la finance quantitative et
l'assurance
Workshop on the Interface between Quantitative Finance and Insurance
A satellite workshop of the Quantitative Finance Programme of the Isaac
Newton Institute
and a 2005 Regional Seminar of the AFIR Section of the International
Actuarial Association
Edinburgh, 4 - 8 April 2005
Workshop Summary
The Workshop starts with Registration (between 9.30 and 10.30am) on Monday 4
April and finishes on Friday 8 April at around 4pm. It is possible to
register for the first two days only.
This workshop aims to discuss leading-edge research on the interface between
insurance, pensions and quantitative finance. The meeting will concentrate
on two closely linked themes. First, all insurance companies and pension
plans are subject to a degree of financial and economic risk as well as
their traditional insurance risks. Considerable research in the
international actuarial community is ongoing which attempts to model and
manage these risks. Much of this research is building upon existing
knowledge in financial mathematics. Equally, though, the specific problems
being encountered are throwing back new challenges for financial
mathematicians. This introduces us to the second theme: the issue of
securitisation of insurance risks. This presents many new challenges that
require a combination of actuarial mathematics, financial mathematics,
mathematical economics and good contract design.
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.
Applications and payment must be received by Monday 21 March. Places will be
confirmed on receipt of payment. You may apply online at the following
address:
http://www.ma.hw.ac.uk/icms/meetings/2005/quantfinance/reg_form.html
----------------------------------------------------------------------------
----
Atelier sur l'interface entre la finance quantitative et l'assurance
Un atelier satellite du Programme sur la finance quantitative du Isaac
Newton Institute et un séminaire régional 2005 de la Section AFIR de
l'Association Actuarielle Internationale
Édinburgh, du 4 au 8 avril 2005
Sommaire de l'atelier
L'atelier débute avec les inscriptions (entre 9 h 30 et 10 h 30), lundi 4
avril et se termine le vendredi 8 avril vers 16 h. Il est possible de
s'inscrire pour les deux premiers jours seulement.
Le but de l'atelier est de favoriser les discussions sur les recherches de
pointe concernant l'interface entre l'assurance, les régimes de retraite et
la finance quantitative. La réunion portera principalement sur deux thèmes
en étroit rapport. Premièrement, toutes les compagnies d'assurance et les
régimes de retraite sont sujets à un certain niveau de risque financier et
économique, de même qu'aux risques d'assurance traditionnels. De nombreuses
recherches au sein de la communauté actuarielle internationale sont en cours
afin de tenter de modéliser et de gérer ces risques. Ces efforts sont
principalement fondés sur les connaissances actuelles dans le domaine des
mathématiques financières. Cependant, les problèmes particuliers rencontrés
posent de nouveaux défis aux mathématiciens du secteur financier. Ceci nous
amène au deuxième thème, soit la question de la titrisation des risques
d'assurance. Ceci pose de nombreux défis nouveaux qui requièrent une
combinaison de mathématiques actuarielles, de mathématiques financières,
d'économie mathématique et de bonne conception de contrats.
L'atelier permettra à des chefs de file internationaux du secteur académique
et des domaines mettant ces connaissances en pratique de se rencontrer et
d'échanger sur ces questions dans le but de faire progresser la recherche
dans ces domaines.
Les inscriptions et le paiement doivent être reçus au plus tard lundi le 21
mars . Les places seront confirmées sur réception du paiement. Vous pouvez
vous inscrire en ligne à l'adresse suivante :
http://www.ma.hw.ac.uk/icms/meetings/2005/quantfinance/reg_form.html
Please distribute the following announcement via the newsletter. Thanks,
Hansjoerg Albrecher
--------------------------------------
FIRST ANNOUNCEMENT
May 9-11, 2005, Workshop "Risk Measures & Risk Management: General Aspects", EURANDOM, Eindhoven, NL
The workshop focuses on the theoretically interesting and practically
important topic of risk measures and risk management. The workshop will
bring together leading researchers from academia and from practice.
Topics that will be included are: axiomatic aspects, performance of risk
measures, computational and statistical aspects. Furthermore applications
of risk measures in (re-)insurance, finance and portfolio optimization
are treated. Special emphasis lies on interest rate models and on credit risk.
For more information and registration please consult
URL: http://www.eurandom.tue.nl/workshops/2005/RiskMeasures/RiskMeasures_main.htm
CCEFM/IHS Workshop
Bernard Dumas, INSEAD
What To Do About Excessive Volatility?
Friday, January 28th, 3.30-5.00 pm,
Wiener Börse, Wallnerstrasse 8, 1010 Wien
The paper can be downloaded from
http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm
----------------------
The next workshop will be by Christine Parlour on March 11th.
----------------------
Alfred Lehar
University of Vienna
Bruenner Strasse 72
A-1210 Wien
Austria / Europe
Tel: +43 1 4277 38077
Fax: +43 1 4277 38074
---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Fri, 14 Jan 2005 15:28:02 -0500
From: Vicky Henderson <vhenders(a)Princeton.EDU>
Subject: Developments in Quantitative Finance, 4-8 July 2005
Dear collegues,
Please find below the announcement for the INI conference
"Developments in Quantitative Finance" to be held in Cambridge this July.
We have generous funding from the EC and Nomura for this event, so will
be able to fund local expenses of students, young participants and
Europeans working outside the EU.
The official website for the conference can be found :
http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html
where there is an application form. The deadline is 28th February.
There are also more details about funding categories and accomodation
options on a second website :
http://www.bath.ac.uk/~masdgh/INI/conference.html
Please accept our apologies if you receive multiple announcements - we
want to advertise widely.
Best wishes,
Vicky Henderson
David Hobson
Stan Pliska
Chris Rogers
------------------------------------------------------------
Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
Quantitative Finance: Developments, Applications & Problems
(4 - 8 July 2005)
Supported by the European Commission, Sixth Framework Programme
Marie Curie Conferences and Training Courses - MSCF-CT-2004-516558 and
NOMURA
in association with the Newton Institute programme entitled Developments
in Quantitative Finance (24 January to 22 July 2005)
Organisers: V Henderson (Princeton), D Hobson (Bath), S Pliska
(Illinois), C Rogers (Cambridge).
Theme of Conference: The objective of this conference is to bring
together academics from various fields, including mathematicians, but
also researchers from economics and finance, together with industry
practitioners, to discuss the latest developments in the theory of
mathematical finance, the application of this theory to current issues
facing the industry and to identify the substantive problems confronting
academic researchers and finance professionals. Many individual themes
within quantitative finance are covered elsewhere in the programme, and
this conference will aim to promote the developments in those areas to a
wider audience, whilst simultaneously providing a forum for the
discussion of advances in other areas within the field.
Invited Speakers: Y Ait-Sahalia (Princeton), P. Bank (Columbia), M.
Baxter (Nomura), D. Becherer (Imperial), N. Branger (Frankfurt), M.
Davis (Imperial), D. Duffie* (Stanford), R Frey (Leipzig), S Hodges
(Warwick), L. Hughston (Kings), R. Jarrow* (Cornell), E. Jouini
(Ceremade), S Kou (Columbia), D. Kramkov (Carnegie-Mellon), M. Monoyios
(Brunel), P. Mykland (Chicago), E Platen (UTS), J-C Rochet (Toulouse),
S. Ross (MIT), S. Shreve (Carnegie-Mellon), R Sircar (Princeton) and M.
Zervos (Kings).
*to be confirmed
Location & Cost: The Conference will take place at the Newton Institute
and accommodation for participants will be provided in single study
bedrooms with shared bathroom at Wolfson Court. The conference package,
costing 440GBP, includes accommodation, breakfast and dinner from dinner
on Sunday 3 July to breakfast on Saturday 9 July 2005, and lunch and
refreshments during the days that lectures take place. Self-supporting
participants are very welcome to apply.
Further Information and Applications Forms are available from the WWW at:
http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html
Completed application forms should be sent to Tracey Andrew at the
address below, or via email to: t.andrew(a)newton.cam.ac.uk
Closing Date for the receipt of applications is 28 February 2005
CCEFM/IHS Workshop
Florian Heider, ECB
Capital structure, risk and asymmetric information
Friday, January 21st, 3.30-5.00 pm
Wiener Börse, Wallnerstrasse 8, 1010 Wien
The paper can be downloaded from
http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm
----------------------
The next workshop will be by Bernard Dumas on January 28th.
----------------------
Alfred Lehar
University of Vienna
Bruenner Strasse 72
A-1210 Wien
Austria / Europe
Tel: +43 1 4277 38077
Fax: +43 1 4277 38074
CCEFM Workshop, 14.1.2005, 3:30-5:00 pm
Christian Pierdzioch (Universität Kiel)
"Sources of Predictability of European Stock Markets for High-Technology Firms"
Wiener Börse,
Wallnerstrasse 8
1010 Wien
The paper can be downloaded from:
http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm
--------------------------------------------------------------
Invitation
The Second MTS Conference on Financial Markets:
The Organisation and Performance of Fixed-Income Markets
Hosted by Universität Wien und ISK Wien
Palais Coburg, 16-18 December 2004
Please register at
isk(a)iskwien.at
+43 (1) 51818-900
--------------------------------------------------------------
Thursday, December 16
13.15 Welcome by Marco Pagano
14.00 Session 1 - Secondary Markets, Chair: Gustavo Piga
Automation versus Intermediation: Evidence from Treasuries Going Off the Run
M. Barclay, T. Hendershott, K. Kotz
Discussant: G. Garbi
Financial Intermediation and the Costs of Trading in an Opaque Market
R. Green, B. Hollifield, N. Schurhoff
Discussant: C. D'Souza
MTS Time Series
A. Dufour
Key Note Address
Chester Spatt
Moderator: Bruno Biais
Friday, December 17
8.30 Session 2 - Primary Markets, Chair: Ernst-Ludwig von Thadden
Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance
Y. Newman, M. Rierson
Discussant: A. Melnik
Order Flow and the Formation of Dealer bids: An Analysis of Information and Strategic Behaviour in the Government of Canada Security Auctions
A. Hortacsu, S. Sereen
Discussant: C. Upper
Dicriminatory Auctions with Seller Discretion: Evidence from German Treasury Auctions
J. Rocholl
Discussant: A. Hortacsu
13.30 Session 3 - Liqudity and Risk, Chair: Giorgio Basevi
Flight to Quality, Flight to Liquidity, and the Pricing of Risk
D. Vayanos
Liquidity Discovery and Asset Pricing
M. Gallmeyer, B. Hollifield, D. Seppi
Discussant: V. Acharya
Welcome by Prof. Niels Thygesen
Roundtable: Bond Market: Liquidity, Risk and Regulation, Chair: A. Lamfalussy
A. Grünbichler, T. Padoa Schioppa, G. Szapary
Saturday, December 18
9.00 - 13.30 Press Sessions
--------------------------------------------------------------
Further information:
Dr. Otto Randl
Institut für strategische Kapitalmarktforschung
Coburgbastei 4/1
A-1010 Wien
T: +43 (1) 518 18 - 900
F: +43 (1) 518 18 - 920
E: otto.randl(a)iskwien.at
Programme:
http://www.iskwien.at/upload/Preliminary_Programme_Vienna.pdf
There is no conference fee, but registration at isk(a)iskwien.at is required.
Due to the limited number of participants please register asap.
--------------------------------------------------------------