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Date: Thu, 16 Apr 1998 17:38:17 +0200
To: alt(a)ihs.ac.at
From: Raimund Alt <alt(a)ihs.ac.at>
Subject: quant.finance
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Date: Thu, 16 Apr 1998 09:38:57 +0200
To: alt(a)ihs.ac.at, gerti(a)ihs.ac.at
From: Gerti Scheiner <gerti(a)ihs.ac.at>
Subject: quant.finance
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JAA26685
=20
INSTITUTE FOR ADVANCED STUDIES,VIENNA
DEPARTMENT OF FINANCE
Postgraduate Program 1998/2000
QUANTITATIVE FINANCE
In October 1998 the Department of Finance at the Institute for Advanced
Studies,
Vienna, starts the next two-year Program in Quantitative Finance.
The core topics of the program are:
General
=B7 Mathematics and Statistics
=B7 Econometrics and Time Series Analysis
=B7 Microeconomics
=B7 Macroeconomics
Finance
=B7 Asset Pricing
=B7 Derivative Securities
=B7 Discrete-Time and Continuous-Time Finance
=B7 Term Structure Models
=B7 Financial Econometrics
=B7 Empirical Corporate Finance
=B7 Risk Management
=B7 Computational Finance=20
=B7 Financial Engineering
The Program in Quantitative Finance is rigorous and selective. Class size
is small
(about 10 students). Students will have access to excellent
working and research facilities (PCs, information services, library,
office). The courses will be presented by internationally renowned visiting
professors as well as by faculty members. All the courses are given in
English.
Admission to the Program in Quantitative Finance requires the submission
of an
entrance paper and an exam in statistics and mathematics. A limited
number of scholarships is available. Knowledge in
statistics, mathematics
and computing is essential for the program. The department
welcomes
students with a degree in mathematics, physics or engineering. Students
with a degree in economics or business administration and appropriate
analytical skills are also invited to apply until June 30, 1998 (closing
date).
For further information please contact the Department Secretary, Mrs.
Gerti
Scheiner,=20
Tel.: +43 (01) 59991-157, Fax: +43 (01) 597 06 35.
Mailing address: IHS,
Department of Finance, Stumpergasse 56, A-1060 Vienna,
Austria.=09
-----------------------------------------------------------
Raimund Alt =09
Department of Finance=20
Institute for Advanced Studies
Stumpergasse 56
A-1060 Vienna
AUSTRIA
Tel.: 43-1-59991-159
E-mail: Raimund.Alt(a)ihs.ac.at
Fax: 43-1-59991-199
-----------------------------------------------------------
Raimund Alt =09
Department of Finance=20
Institute for Advanced Studies
Stumpergasse 56
A-1060 Vienna
AUSTRIA
Tel.: 43-1-59991-159
E-mail: Raimund.Alt(a)ihs.ac.at
Fax: 43-1-59991-199
=========================================================================