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At Wednesday, the 22nd of March, there will be a seminar by
Prof. Zeff (Rice University),
former president of the American Accounting Association,
on the topic,
"The Coming Confrontation on International Accounting Standards"!
The seminar will take place from 11.00 to 12.30 in lecture room 13 of
the center of business studies (BWZ) of the University of Vienna,
University of Vienna - BWZ
Bruennerstr. 72
1210 WIEN.
The paper is available from Alex Stomper at the center of business
studies.
Abstract: In 1999, the US Securities and Exchange Commission will begin
a momentuous process of judging the acceptability of the core standards
promulgated by the International Accounting Standards Committee. It is
the aim of this paper to review the major developments relating to the
IASC's Comparability/Improvements Project (which evolved into its core
standards project) and to anticipate the process that the SEC is likely
to adopt when deciding on whether, and to what extent, the IASC's
standards may be used by foreign companies listed in the US.
For information on (past and) future seminars, see the page
http://info.tuwien.ac.at/ccefm/workshop/work.htm
To receive seminar invitations via email, send an email to
listserv(a)ls.univie.ac.at with "SUBSCRIBE vfn-l" followed by your full
name as the first line of text,
e.g. SUBSCRIBE vfn-l Thomas Tester
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Dear colleagues,
You can find the paper
"Closed Form Integration of Artificial Neural Networks With Some
Applications to Finance"
by Andy Gottschling, Christian Haefke and Halbert White
at my webpage:
http://weber.ucsd.edu/~chaefke/papers/Annint_chaefke.ps.gz
or
http://weber.ucsd.edu/~chaefke/papers/Annint_chaefke.pdf
Abstract:
Many economic and econometric applications require the integration of functions
lacking a closed form antiderivative, which is therefore a task that can only
be solved by numerical methods. We propose a new family of probability
densities that can be used as substitutes and have the property of closed
form integrability.
This is especially advantageous in cases where either the complexity of a
problem makes numerical function evaluations very costly, or fast information
extraction is required for time-varying environments.
Our approach allows generally for nonparametric maximum likelihood density
estimation and may thus find a variety of applications, two of which are
illustrated briefly:
Estimation of Value at Risk based on approximations to the
density of stock returns.
Recovering risk neutral densities for the valuation of options from
the option price -- strike price relation.
Keywords: Option Pricing, Neural Networks, Nonparametric Density
Estimation, Hypergeometric Functions;
The paper prints out to 35 pages,
Filesize is 150K for the gzipped version and 350K for the pdf file.
Comments are highly appreciated.
Best regards,
Christian
*******************************************************************************
* *
* Christian Haefke INTERNET: chaefke(a)weber.ucsd.edu *
* University of California, San Diego *
* Department of Economics, 0508 *
* 9500 Gilman Drive *
* La Jolla, CA 92093-0508 *
* *
* *
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* *
* http://weber.ucsd.edu/~chaefke *
* *
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Ank=FCndigung von Gastvortr=E4ge der VO Industriepolitik
Sommersemester 2000,
Block II
New Economy
Zeit und Ort: jeweils Montag 17.00 bis 19.00 Uhr, 1040 Wien, Theresianumga=
sse 27/2. Stock,
Seminarraum (Achtung: 20.03.2000: 18:00-20:00!!)
Datum: Thema: Vortragender
13.03.2000 Bedeutung von Investors Relations Dr. Randolf Fochler, BUAG
f=FCr b=F6rsennotierte Gesellschaften
20.03.2000 Bewertung von Internetfirmen Oyvind Bjordal, Arthur Andersen
(18:00-20:00)! aus der Praxis
27.03.2000 High Tech-Unternehmen an der B=F6rse Dr. Franz Kubik, CA IB
03.04.2000 Banken und neue Technologien Dr. Peter Kollmann, Merrill L=
ynch
10.04.2000 Deregulierung der E-Wirtschaft GD DI Hans Haider, Verbund
08.05.2000 E-Commerce Mag. Erwin Soravia, Bilfinger & Berger
29.05.2000 Direct Banking GD Dr. Helmut Elsner, BAWAG
05.06.2000 AT&S Internationalisierung u. B=F6rsegang Dr. Harald Sommerer, =
AT&S
Details unter http://ebweb.tuwien.ac.at/ibwl/lehre/320584.pdf
Gerhard Ortner
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-
University of Technology Vienna
Institute of Industrial Engineering, Ergonomics and Business Economics
Theresianumgasse 27, A-1040 Vienna, Austria
Phone: +43-1-58801/33064 Fax: +43-1-58801/33096
EMail: ortner(a)ibab.tuwien.ac.at
WWW : http://ebweb.tuwien.ac.at/ortner/home.html
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Sehr geehrte Damen und Herren!
In letzter Zeit sind leider einige unerfreuliche Werbe-email über die Vienna
Finance News verteilt worden. Der Grund dafür ist, daß die Liste derzeit als
"offene Liste" konzipiert ist, über die jeder eine Nachricht verbreiten kann
(auch Leute von außerhalb). Dieser Umstand wird von einigen Leuten leider
mißbraucht.
Die Alternative ist, daß jemand jede Ankündigung, die über die Liste
verschickt werden soll, vorher freigibt. Da ich die Verwaltung der Mailing
liste in meiner Freizeit mache und mein Zeitbudget begrenz ist, würde ich
mich über Frewillige, die bereit sind alle Inhalte der mailingliste prüfen,
sehr freuen (Meldungen bitte per mail an mich).
Außerdem möchte ich darauf hinweisen, daß die mails mit einer Bitte um
Abmeldung, die Leute an alle Listenteilnehmer schicken, von manchen
Teilnehmern als ebenso nervig empfunden werden können wie die Werbe-emails.
Ich möchte darauf hinweisen, daß sich jeder Listenteilnehmer selbst abmelden
kann und soll. Eine genaue Anleitung findet sich unter
http://venus.bwl.univie.ac.at/bwl/fiwi3/members/lehar/vfn-l.html
Da die Liste kostenfrei ist und nicht professionell verwaltet wird, bitte
ich um Verständnis für eventuell auftretende Probleme und möchte alle
Listenteilnehmer auffordern, die Liste nicht nur passiv zu benutzen, sondern
auch aktiv Vorträge anzukündigen und zu verbreiten.
Mit freundlichen Grüßen,
Alfred Lehar - vfn-l Administrator
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CCEFM (Center for Central European Markets),
eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien,
Technischen Universitaet Wien und der Wiener Boerse AG,
laedt zum Workshop von
Prof. Tomas Bjoerk (Stockholm School of Economics)
ueber das Thema
"On finite dimensional realizations of nonlinear forward rate models"
am Freitag, den 10. Maerz von 15.30 bis 17.00
in die Wiener Boerse, 1010 Wien, Wallnerstrasze 8
ein.
=========================================================================
Einladung zum Vortrag von
Prof. Ed Nosal (University of Waterloo)
am Donnerstag, dem 3.Februar 2000, 9.00,
im HS 4 des BWZ, Universität Wien, Brünnerstraße 72.
Thema: "Information Gathering by a Principal".
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Einladung zum Vortrag von
Prof. Ed Nosal (University of Waterloo)
am Donnerstag, dem 3. Februar 2000,
im HS 4 des BWZ, Universität Wien, Brünnerstraße 72.
Das Thema wird noch bekanntgegeben...
Für alle, die Interesse haben, Prof. Nosal zu kontaktieren: Prof. Nosal
wird vom 31.1. bis zum 3.2. am BWZ sein und mein Büro verwenden!
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CCEFM (Center for Central European Markets),
eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien,
Technischen Universitaet Wien und der Wiener Börse AG,
laedt zum Workshop von
Hans Moritsch (Uni Wien)
über das Thema
"Pricing Interest Rate Dependent Securities by High Performance
Computing"
am Freitag, den 28. Jänner von 15.30 bis 17.00,
in die Wiener Börse, 1010 Wien, Wallnerstraße 8, ein.
Informationen über weitere Vorträge finden Sie unter
http://info.tuwien.ac.at/ccefm/workshop/work.htm
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Im Rahmen des Finance Research Seminar l=E4dt das IHS
zum Vortrag von
Kalpana Scholtes-Dash (Projektassistentin am IHS)=20
"Forecasting Stock Prices with Vector Autoregressive Models"
ein.
=20
Montag 17.01.2000, 16.00-17.30, HS II
IHS, 1060 Wien, Stumpergasse 56, ein. =20
Michael Jeckle, Head of the Finance Group, Institute of Advanced Studies,
Department of Economics and Finance
Stumpergasse 56, 1060 Vienna Austria
Tel ++43/1/59991/211
E-Mail: jeckle(a)ihs.ac.at
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Request permission to post.
Dear Colleagues:
Are you looking for a conference of a different kind? Then consider
participating in
the Project 2005 Millennium Congress which will be held in San Antonio,
TX,
August 10-12, 2000.
Project 2005 is a multi-year, multidisciplinary efford to promote the
integration of
management, education, technology, and leadership through a series of
international
congresses, special issues of journals, monographs and other types of
publications as
well as partnerships with corporations, institutions of higher learning
and professional
associations. Fo a background description of the Project 2005 and the
conceptul framework
underlying the Project, visit the following URLs:
http://www.aom-iaom.org/Project-2001.html
and http://www.aom-iaom.org/framwork.html.
The Call for papers, submission guidelines, and registration forms along
with information
regarding the conference venue are located at
http://www.aom-iaom.org/Project-call.html.
The theme of this year's congress is: "Is the Question the Answer:
Paradigms
and Paradoxes in Management, Education, Cybertechnology, and
Leadership."
The submission deadlines is March 31, 2000.
You are invited to participate as a presenter of one or two papers,
abstract, research-
ing-progress or a workshop/panel/symposium, keynote or plenary session
speaker, session
chair, host of a special event or as an electronic reviewer.
The Project 2005 Millennium Congress is sponsored by the Association of
Management/
International Association of Management (AoM/IAoM;
http://www.aom-iaom.org) and is the
presidential initiative of the current AoM/IAoM President.
For more information, contact:
Karin Klenke, Ph.D.
AoM/IAoM President
Phone: (804) 320-5771
Fax: (757) 482-0325
e-mail: kldi(a)mindspring.com
or AoMgt(a)infi.net
=========================================================================