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1159 discussions

[VFN] Zurich Workshop on Quantitative Risk Management (fwd)
by VFN-L admin * Andreas Schamanek 04 Jul '02

04 Jul '02

---------- Forwarded message ---------- Date: Thu, 4 Jul 2002 10:59:13 +0200 From: Uwe Schmock <schmock(a)math.ethz.ch> Subject: Zurich Workshop on Quantitative Risk Management If you want to be removed from this mailing list on "Financial and Insurance Mathematics in Zurich" or change your email address, please send an email to Ms. Aline Strolz (mailto:strolz@isb.unizh.ch). SECOND ANNOUNCEMENT ------------------- of the Zurich Workshop on Quantitative Risk Management (http://www.mathrisk.com/zurich.html) organised by Mathrisk (http://www.mathrisk.com/). Registrations are well underway for this workshop but places do remain. Main Details ------------ Duration of workshop: 3 days, 2nd to 4th October 2002 Venue: main building of ETH (Swiss Federal Institute of Technology), Zurich Workshop instructors: Prof. Alexander McNeil (ETH Zurich) Prof. Rüdiger Frey (University of Leipzig, Germany) Special guest lecturer: Prof. Paul Embrechts (ETH Zurich) Subject of Workshop ------------------- Advanced mathematical and statistical methods for quantitative risk management of market and credit risks will be presented. These will include financial time series modelling, extreme value theory, copula-based dependence modelling and techniques for the modelling of correlated portfolio credit risks. A more detailed contents list may be found at the course home page (http://www.mathrisk.com/zurich.html). Some Features of the Workshop ----------------------------- (a) State-of-the-art. You will hear the latest research in areas like the modelling of extremes and the use of copulas to capture dependencies between risks. (b) Practical Examples. Methodology will be illustrated by examples in S-PLUS; we are teaming up with Insightful (http://www.insightful.com/) to provide examples using their brand new S+FinMetrics module, which provides the most advanced set of functions for the econometric analysis of financial data. (c) Social. Lunch with a view of lake (guaranteed) and Alps (visibility permitting) every day! A workshop dinner on Thursday 3rd October. Registration and Pricing ------------------------ For pricing information please consult the course home page (http://www.mathrisk.com/zurich.html); note that the early registration deadline has been extended by two weeks until 14th July 2002. To register, return the registration form that you find on the course home page. In case you have additional questions concerning the workshop, please send an email to the organisers (mailto:courses@mathrisk.com). With best regards, Uwe Schmock Mathrisk: http://www.mathrisk.com/ Master of Advanced Studies in Finance: http://www.msfinance.ch/ Swiss Banking Institute: http://www.isb.unizh.ch/ Financial and Insurance Mathematics at ETHZ: http://www.math.ethz.ch/finance/ RiskLab: http://www.risklab.ch/ NCCR-FinRisk: http://www.nccr-finrisk.unizh.ch/ Home Page: http://www.math.ethz.ch/~schmock/ Managing assistant: http://www.math.ethz.ch/~strolz/

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[VFN] HEUTE: Vortrag Prof. Sundaresan
by Alex Stomper 21 Jun '02

21 Jun '02

CCEFM Workshop: Prof. Suresh Sundaresan (Columbia University, NY) hält HEUTE um 15.30 einen Vortrag über das Thema: "Collateralized Swaps: Implications for Valuation and Zero Extraction". Der Vortrag findet in der Wiener Börse, Wallnerstrasse 8, statt.

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[VFN] REMINDER: Gutmann Center for Portfolio Management: public lecture with Prof. Suresh Sundaresan
by Zeiner Sonja 19 Jun '02

19 Jun '02

Announcement: Talk with Prof. Suresh Sundaresan, Columbia University Date: 24.06.2002 Time: 04:30 pm Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin Title of the talk: Default Risk and Portfolio Management Abstract: Due to the decreasing size of government debt markets and increase in securitized debt products, credit-risky asset classes have become an increasingly important part of the fixed income portfolio management industry. Asset classes such as collateralized debt obligations, corporate debt, asset-backed securities confront portfolio managers with arguably better expected returns but also expose investors to higher credit and liquidity risk exposures. The seminar will explore the development of these markets, new opportunities and risks that they present. In addition, we will review the current thinking about measuring and managing credit and liquidity risks in different asset classes. Institutional developments such as collateralization, marking to market, trigger covenants will be presented. Conceptual risk measurement techniques and rating procedures will also be outlined

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[VFN] Workshop on Recent Topics in Real Options Valuation
by Thomas Dangl 13 Jun '02

13 Jun '02

Liebe KollegInnen, da heute die Frist für die Anmeldung abläuft, möchte ich Sie noch einmal auf den "Workshop on Recent Topics in Real Options Valuation" aufmerksam machen, welcher vom 6.7. bis 8.7.02 an der Donau-Universität Krems stattfinden. Programm und Anmeldeformular finden Sie unter http://ebweb.tuwien.ac.at/ibwl/realopt.html Schöne Grüße Thomas Dangl -- Thomas Dangl Vienna University of Technology Department of Managerial Economics and Industrial Organization Theresianumgasse 27 A-1040 Vienna, Austria Tel: ++43-1-58801-33063 Fax: ++43-1-58801-33096 mailto:Thomas.Dangl@tuwien.ac.at http://www.ibab.tuwien.ac.at/ibwl

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[VFN] TU Vienna: Forschungsprojekt-Mitarbeiter/in (Ausschreibung)
by VFN-L admin * Andreas Schamanek 10 Jun '02

10 Jun '02

---------- Forwarded message ---------- Date: Mon, 10 Jun 2002 14:30:42 +0200 From: Financial and Actuarial Mathematics <fam(a)fam.tuwien.ac.at> FAM-jobs * http://doob.fam.tuwien.ac.at/jobs/20020610.php R E S E A R C H P O S I T I O N in Financial and Actuarial Mathematics at the Vienna University of Technology 1 Post-Doc-ship: The successful applicants will have a PhD in Mathematics specialising in Mathematical Finance or Actuarial Mathematics, or in a field related to these topics, e.g., stochastic processes or, more generally, probability theory, functional analysis, Malliavin calculus, control theory, numerical aspects of PDE's etc. Some background in finance also will be highly appreciated. He/she will have a high potential and a strong will to do research and will name 3 peers who are willing to write a letter evaluating the applicant's academic qualifications. The yearly salary will be EUR 35.056.-- = ATS 482.381,-- (before tax and social security contribution). The Research Group: The Research group on Financial and Actuarial Mathematics is directed by W. Schachermayer (http://www.fam.tuwien.ac.at/~wschach/) and attached to his chair of financial and actuarial mathematics at the Vienna University of Techology. W. Schachermayer has received the Wittgenstein-Prize in 1998 (which the Austrian Science Foundation has created following the pattern of the McArthur prize in the US and the Leibniz prize in Germany), which constitutes a grant of ATS 15 Mill. (appr. US$ 1 Mill.) to be spent on research activities in the subsequent five years. This grant will finance (among other activities) the 1 position announced. The research group presently consists of 11 academic researchers. The research is focused on stochastic processes and their applications in finance. Duration of Contracts: The anticipated starting date is October 1, 2002, but an alternative date may be possible. The contract will be for two years. Candidates should mail their applications, including a Curriculum Vitae, to Professor Walter Schachermayer, Vienna University of Technology, Dept. of Financial and Actuarial Mathematics, Wiedner Hauptstraße 8-10/105, A-1040 Wien, Austria or e-mail it to fam(a)fam.tuwien.ac.at The application deadline is July 31, 2002. More information on the research group financial and actuarial mathematics and the specifics of the above positions can be obtained from Professor Walter Schachermayer, Tel. +43-1-58801-10511, email: fam(a)fam.tuwien.ac.at

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[VFN] Juniorprofessur, MAthFinance, Uni Frankfurt (fwd)
by VFN-L admin * Andreas Schamanek 10 Jun '02

10 Jun '02

---------- Forwarded message ---------- Date: Fri, 7 Jun 2002 18:00:38 +0200 From: Götz Kersting <kersting(a)math.uni-frankfurt.de> To: wschach(a)fam.tuwien.ac.at Subject: Ausschreibung einer Juniorprofessur ..., liebe Kollegen, anbei schicke ich Ihnen die Ausschreibung einer Juniorprofessur fuer MathFinance an der Uni Frankfurt (ps- und pdf-file, erscheint in der ZEIT) mit der Bitte, sie weiter bekannt zu machen bzw. moegliche Kandidat(inn)en zu informieren. Sie koennen natuerlich auch mich auf potentielle Bewerber(innen) aufmerksam machen. Bewerbungsschluss ist bereits am 5. Juli 2002. Mit herzlichem Dank im voraus Goetz Kersting ---------- End of forwarded message ---------- Attachments 1. [Application: juniorprof.pdf] (55KB) "" http://www.fam.tuwien.ac.at/vfn/020610__juniorprof.pdf 2. [Application: Juniorprof.ps] (40KB) "" http://www.fam.tuwien.ac.at/vfn/020610__juniorprof.ps

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[VFN] Inst. f. BWL, Uni Wien: Stellenausschreibung (fwd)
by VFN-L admin * Andreas Schamanek 04 Jun '02

04 Jun '02

Zitat aus untenstehend zitiertem Text: Am Institut für Betriebswirtschaftslehre der Fakultät für Wirtschaftswissenschaften und Informatik der Universität Wien kann zum ehestmöglichen Termin ein Ausbildungsverhältnis mit einem/r Wissenschaftlichen Mitarbeiter/in begründet werden. Es endet nach Ablauf von 4 Jahren. Das Beschäftigungsausmaß beträgt 100 %. Es besteht die Möglichkeit, an Forschungsprojekten mitzuarbeiten. -- -- Andreas Schamanek vfn-l list-admin ---------- Forwarded message ---------- Date: Tue, 4 Jun 2002 16:05:10 MEZ-2 From: neumeyer(a)fio.fin.univie.ac.at To: vfn-l(a)fam.tuwien.ac.at Subject: Ausschreibung Sehr geehrtes Team, anbei die Link-Adresse zu unserer Homepage und unserer Ausschreibung eines wissenschaftlichen Assistenten an der Uni Wien. http://www.bwl.univie.ac.at/bwl/fins/owi_fdl.html Vielen Dank mfG Christine Neumeyer

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[VFN] Re: Einladung zum OeVFA Festvortrag, 13. Juni 2002 (fwd)
by VFN-L admin * Andreas Schamanek 03 Jun '02

03 Jun '02

---------- Forwarded message ---------- Date: Mon, 3 Jun 2002 15:14:58 +0200 From: OEVFA Office <office(a)oevfa.at> (...) Der Vorstand der Oesterreichischen Vereinigung fuer Finanzanalyse und Asset Management (OeVFA) beehrt sich, zum Festvortrag 2002 am Donnerstag, 13. Juni 2002, 11.00 Uhr in den Reitersaal der OeKB, 1010 Wien, Strauchgasse 3 hoeflichst einzuladen. Dr. Andreas Gruenbichler, Vorstandsdirektor Finanzmarktaufsichts- behoerde (FMA), referiert zum Thema: "Corporate Governance und die Rolle der Finanzanalysten". Im Anschluss an den Vortrag bittet die OeVFA zu einem Buffet. Wir freuen uns auf Ihr Kommen und ersuchen um Ihre Anmeldung per e-mail an office(a)oevfa.at bis 7. Juni 2002. Fuer eventuelle Fragen steht Ihnen Fr. Mag. Renate Altenhofer unter Telnr. 01/532 1000 gerne zur Verfuegung. Naehere Infos auch unter http://www.oevfa.at . Mit freundlichen Grueszen Renate Altenhofer ++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Mag. Renate Altenhofer Executive Manager RNG Management GmbH Boersegasse 9, DG 14, A-1010 Wien T: +43 1 532 1000, F: +43 1 532 1001, M: +43 664 32 61 077 e-mail:r.altenhofer@rng.at, http://www.rng.at ++++++++++++++++++++++++++++++++++++++++++++++++++++++++

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[VFN] Real Options Workshop
by Thomas Dangl 27 May '02

27 May '02

Liebe KollegInnen, ich möchte Sie auf den "Workshop on Recent Topics in Real Options Valuation", hinweisen, welcher von 6. bis 8. Juli 2002 an der Donau-Universität Krems stattfindet. Geladene Sprecher: U. Hommel (EBS), R.S. Pindyck (MIT), L. Trigeorgis (UoCyprus) Das Programm sowie das Anmeldeformular finden Sie unter http://ebweb.tuwien.ac.at/ibwl/realopt.html Herzliche Grüße Thomas Dangl -- Thomas Dangl Vienna University of Technology Department of Managerial Economics and Industrial Organization Theresianumgasse 27 A-1040 Vienna, Austria Tel: ++43-1-58801-33063 Fax: ++43-1-58801-33096 mailto:Thomas.Dangl@tuwien.ac.at http://www.ibab.tuwien.ac.at/ibwl

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[VFN] Gastvortraege an der Fachhochschule BFI (fwd)
by VFN-L admin * Andreas Schamanek 23 May '02

23 May '02

---------- Forwarded message ---------- Date: Thu, 23 May 2002 14:55:31 +0200 From: Michael Jeckle <michael.jeckle(a)fh-vie.ac.at> To: vfn-l(a)fam.tuwien.ac.at Cc: r.Stickler(a)fh-vie.ac.at Subject: Gastvortraege an der Fachhochschule BFI Ankündigung: Gastvorträge an der Fachhochschule BFI, Wollmuthstraße 22, 1020 Wien Prof. Walter Schwaiger (TU-WIEN) Basel II - Auswirkungen auf den österreichischen Mittelstand Dienstag, den 28.05.2002, um 18 UHR an der Fachhochschule BFI, Lehrsaal 320 Dr. Erich Obersteiner (Vorstand der Wiener Börse AG) Wiener Börse und österreichischer Kapitalmarkt - Bestandsaufnahme und Zukunftsperspektiven Montag, den 3.06.2002, um 17.30 an der Fachhochschule BFI, Lehrsaal 301 Dipl. Vw. Michael Jeckle Lektor im Studiengang Bank- und Finanzwirtschaft Tel. ++43/1/720 1286-46 Email: Michael.Jeckle(a)fh-vie.ac.at Internetaddresse: http://www.fh-vie.ac.at

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