Sehr geehrte Damen und Herren,
das Gutmann Center of Competence freut sich, Ihnen das Erscheinen des neuen
Gutmann Journals ankündigen zu dürfen. Das Gutmann Journal wird einerseits
Beiträge von hochkarätigen Wissenschaftern beinhalten, wie zum Beispiel in
der ersten Ausgabe ein Interview mit Nobelpreisträger William F. Sharpe.
Andererseits wird das Gutmann Journal über die Aktivitäten des Gutmann
Center of Competence berichten. Im Rahmen von public lectures konnten in
diesem Herbst anerkannte Professoren wie Elroy Dimson (London Business
School), Maurice Levi (University of British Columbia) oder Duane Seppi
(Carnegie Mellon University) für Vorträge gewonnen werden.
Sollten Sie Interesse an der Zusendung des Gutmann Journals haben, ersuchen
wir Sie um Bekanntgabe Ihres Namens und Ihrer Adresse per mail.
Mit freundlichen Grüßen
Sonja Zeiner
Tel.: +43/1/502 20-357
Fax: +43/1/502 20-249
*****************************************************************
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und beigefügte Dokumente versehentlich erhalten haben bitten wir
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Private and Confidential
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informed that he may not use, disclose or reproduce the contents
thereof. If you have received this e-mail or any file or
attachment transmitted with it in error please notify Bank Gutmann AG.
Announcement: Talk with Duane Seppi, Carnegie Mellon University
Date: 12.12.2001
Time: 04:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Pricing of Energy Derivates
Abstract: Pricing of Energy Derivates by using the two-factor term-structure
model of Longstaff and Schwartz
registration: until 6.12.2001 under sonja.zeiner(a)gutmann.at or phone: 502
20-357
------------------------------------------------------
The Vienna Finance Newsletter <VFN-L(a)fam.tuwien.ac.at>
http://www.fam.tuwien.ac.at/mailman/listinfo/vfn-l
Dear colleague,
please find the 'First Call for Papers' for a workshop on recent
topics in real options valuation at
http://ebweb.tuwien.ac.at/ibwl/realopt.html.
The workshop will take place between July 6 and 8, 2002 at
Donau-Universität Krems,
Austria.
We want to ask you to consider the submission of a paper as well as the
active
participation in the workshop.
Best regards
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://ibab.tuwien.ac.at/ibwl
An der Fakultaet fuer Technische Naturwissenschaften und Informatik
ist am Institut für Finanz- und Versicherungsmathematik eine
Planstelle für eine/n Universitaetsprofessor/in fuer
Versicherungsmathematik in Form eines zeitlich unbefristeten
vertraglichen Dienstverhaeltnisses ehestmoeglich zu besetzen.
Den offiziellen Ausschreibungstext mit naeheren Informationen
finden Sie unter
"http://www.tuwien.ac.at/dektnf/Download/Ausschreibungen.htm"
als pdf-File.
----------------------------------------------------------------
The Department of Financial and Actuarial Mathematics
at the Faculty of Natural Science and Computer Science
is seeking applicants for a Position in Actuarial Mathematics
at the Professor level in the form of a contract of employment
for an unlimited period.
The official job announcement (in German) can be found under
"http://www.tuwien.ac.at/dektnf/Download/Ausschreibungen.htm"
as pdf file, an informal translation is given at
"http://www.fam.tuwien.ac.at/g2g/jobengl.txt".
Prof. Karatzas (Columbia) will give a public lecture on on Dec 17 (Monday)
at the Institute for Advanced Studies, Vienna from 4 - 5:30 p.m. HS. 2
The title and abstract are listed below.
Regards
Gabe Lee
>"Probabilistic Aspects of Portfolio Analysis"
>
>Abstract
>
>We formulate and discuss notions such as growth rate, diversity, and
>arbitrage, that arise naturally in the study and analysis of portfolios.
>Relations among these notions are discussed, including examples of diverse
>markets that lead to arbitrage opportunities; some optimization problems are
>posed and solved; and a couple of open questions are suggested. (Joint work
>with Robert Fernholz.)
______________________________________________________________
Gabriel S. LEE
Institute for Advanced Studies
Department of Economics and Finance
Stumpergasse 56
A-1060 Vienna, AUSTRIA
Email: gabriel.lee(a)ihs.ac.at
Tel: +43.1.59991.141
Fax: +43.1.597.0635
Homepage: http://www.ihs.ac.at/~lee/
---------- Forwarded message ----------
Date: Fri, 16 Nov 2001 12:46:20 -0600
From: Bachelier Congress 2002 <bfs2002(a)mail.ma.utexas.edu>
Subject: BFS 2002 CONGRESS - THIRD CALL FOR PAPERS
B A C H E L I E R F I N A N C E S O C I E T Y
2 N D W O R L D C O N G R E S S
CRETE, GREECE : JUNE 12-15, 2002
-----------------------------
C A L L F O R P A P E R S
The Bachelier Finance Society was founded in 1996 by a group of
researchers in Mathematical Finance to serve as a platform where
academics and practitioners can meet and exchange ideas spanning across
Mathematics, Finance, Economics, Econometrics and Insurance. To achieve
this goal, the BFS organizes every two years an International Congress.
The scientific program of the 2002 BFS Congress consists of plenary
talks and contributed papers. The invited plenary talks will give an
overview of the latest important developments in the field. They will
also present new ideas, directions and methodologies from Finance,
Economics, Econometrics and Mathematics and, discuss pressing problems
in the Finance and Insurance industries. The contributed papers will
complement the plenary talks with recent results and advances.
The overall scope is to create a unique interdisciplinary forum for
discussion of new concepts, incite stronger interaction across the
fields, and, at the same time, define new directions for the future
development of Mathematical Finance.
P L E N A R Y S P E A K E R S
Y. Ait-Sahalia (Princeton), N. El Karoui (Ecole Polytechnique),
V. Kaminski (Enron), I. Karatzas (Columbia), P.-L. Lions (Paris IX),
M. Musiela (BNP Paribas), M. O'Hara (Cornell), W. Schachermayer
(TU Wien), K. Singleton (Stanford), W. Zame (UCLA)
S C I E N T I F I C C O M M I T T E E
G. Constantinides (Chicago), M.H.A. Davis (Imperial College),
F. Delbaen (ETH), D. Duffie (Stanford), H. Foellmer (Humboldt),
M. Jeanblanc (Evry), E. Platen (UTS), T. Zariphopoulou (UT-Austin)
SUBMISSIONS: Participants are encouraged to submit a research paper.
Submissions can be either a completed paper or an extended summary
(two to four pages long).
The deadline for submissions is November 30, 2001. Instructions
regarding submissions are posted on the web site of the Congress.
LOCATION: Crete, the largest greek island, offers a unique combination
of natural beauty, historical sites and vibrant life. A land with a
distinct character, Crete is one of the most magnificent places in
Greece. The Congress will take place at the Capsis Beach Hotel and
Sofitel Capsis Palace Conference Center (www.capsis.gr) on the peninsula
of Agia Pelagia, a picturesque site on the northern shore of Crete near
Heraklion. A block of rooms at special rates will be available for
the conference participants. Information regarding registration, hotel
reservations, transfers as well as the planned cultural and social events
will be posted in the upcoming months.
FINANCIAL SUPPORT: Depending on the availability of funds, limited
financial support will be provided to students and young researchers.
The application material will be posted on the web site of the Congress.
WEB SITE: www.ma.utexas.edu/Bachelier2002
CORRESPONDENCE: Thaleia Zariphopoulou, Chair of the Scientific Committee
zariphop(a)math.utexas.edu
CCEFM (Center for Central European Financial Markets)
laedt zu folgendem Workshop ein:
Pegaret Pichler, Boston College
"Optimal Contracts for Teams of Traders"
Freitag, 23.11.2001, 15.30-17.00
Wiener Börse, Wallnerstrasse 8, 1010 Wien
Weitere Termine entnehmen Sie bitte der Seite
http://info.tuwien.ac.at/ccefm/workshop/work.htm
P.S. Falls Sie dieses email nur einfach erhalten, so sind Sie nicht
Abonnent des Vienna Finance Newsletter! Um vor zukünftigen Vorträgen
benachrichtigt zu werden, tragen Sie sich bitte ein. Infos unter
http://www.fam.tuwien.ac.at/mailman/listinfo/vfn-l
Technische Universität Wien
15. Workshop
Austrian Working Group on Banking and Finance
30. 11. / 1. 12. 2001
EINLADUNG
Sie sind herzlich zur Teilnahme am 15. Workshop der Austrian Working
Group on Banking and Finance eingeladen. Das Programm und das
Anmeldeformular finden Sie im WWW unter
http://info.tuwien.ac.at/E330/tu3306/program.doc
Mit freundlichen Gruessen
Wolfgang Aussenegg
Stefan Pichler
Walter Schwaiger
Helmut Uhlir
Announcement: Talk with Maurice Levi, University of British Columbia
Date: 22.11.2001
Time: 05:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Stock market anomalies
Abstract: The purpose of the presentation is to review the arguments behind
and evidence supporting alternative explanations of two time-related
anomalies in stock market returns, namely, the weekend-effect and the
turn-of-the-year effect.
registration: until 16.11.2001 under sonja.zeiner(a)gutmann.at or phone: 502
20-357
Professorship of Quantitative Finance
With this senior faculty position within its Department of
Mathematics, the ETHZ aims to further strengthen both research and
teaching in the mathematical aspects of finance and insurance.
Through this newly created professorship, ETHZ also seeks to
intensify the already established collaboration with the University
of Zurich and with the local finance and insurance industry.
Candidates should possess outstanding records in research and
teaching in the field of quantitative finance and should demonstrate
the ability to transform new mathematical concepts into relevant
applications.
As a member of the Department of Mathematics the new professor is
expected to take part in the teaching of mathematics to a broad range
of students.
Applications with curriculum vitae and publication list should be
sent to the President of the ETH Zurich, Prof. Dr. O. Kübler, ETH
Zentrum, CH-8092 Zürich, Switzerland, by January 15, 2002. The ETHZ
encourages female candidates to apply with a view towards increasing
the proportion of female professors. For more information on the
position, interested persons can contact Prof. F. Delbaen
(delbaen(a)math.ethz.ch, tel. (+)411 632 6357) or Prof. P. Embrechts
(embrechts(a)math.ethz.ch, tel. (+)411 632 3419). The websites
www.math.ethz.ch, www.math.ethz.ch/finance and www.risklab.ch contain
further information on the Department of Mathematics, the Research
Group in Mathematical Finance and Insurance, and RiskLab, the
Research Centre on Quantitative Risk Management.