---------- Forwarded message ----------
Date: Mon, 25 Jan 2010 12:21:32 +0100
From: Filipovic Damir <damir.filipovic(a)epfl.ch>
Subject: Swissquote Conference on Interest Rate and Credit Risk
Dear colleagues,
may I draw your attention to the conference announcement http://sfi.epfl.ch/page85028.html.
Kind regards,
Damir Filipovic
Swissquote Professor of Quantitative Finance
Swiss Finance Institute
Ecole Polytechnique Fédérale de Lausanne
Quartier UNIL-Dorigny, Extranef 218
1015 Lausanne, Switzerland
Tel: +41 21 693 0108
http://sfi.epfl.ch
[PDF attachment with same content as on web page removed by admin]
Sehr geehrte Damen und Herren!
Der ÖVFA Kapitalmarktpreis 2009 war ein voller Erfolg, daher hat sich die
ÖVFA entschlossen ihn auch heuer wieder auszuschreiben. Auch 2010 dient
der Kapitalmarktpreis der Förderung des Wissentransfers von der
Wissenschaft zur Praxis. Der Preis ist mit insgesamt 10.000 Euro dotiert.
Davon sind 7.500 € für Habilitationen, Dissertationen und Beiträge in
referierten Zeitschriften vorgesehen; bis zu 2.500 Euro sind für
ausgezeichnete Diplomarbeiten reserviert.
Neben dem Bereichen volkswirtschaftliche Aspekte des Kapitalmarktes und
Finance ist ein Themenschwerpunkt Kapitalmarktrecht. Bitte entnehmen Sie
die Details unserer Website
http://www.oevfa.at/oevfa/oevfa_v3.nsf/sysPages/OEVFA_Kapitalmarktpreis.htm
Die Einreichungsfrist läuft bis 31. März 2010.
Mit freundlichen Grüßen
Doris Jahn
_____________________________________
ÖVFA - Österreichische Vereinigung
für Finanzanalyse und Asset Management
Eßlinggasse 17/5, A-1010 Wien
T +431 533 50 50 15
F +431 533 50 50 33
E office(a)ovfa.at
www.oevfa.at
Dear VFN-L subscribers,
My colleague Sandra Trenovatz from FAM TU Vienna compiled a
comprehensive list of Vienna based mailing lists focusing on
mathematical finance and economics (thanks Sandra!).
+-------------------
| MAILING LISTS
+------------------------------
> *FAM-news* mailing list
talks and events in the area of financial and actuarial mathematics,
everything at FAM TU Vienna [ http://www.fam.tuwien.ac.at/events/ ],
additionally sometimes even more. sent once a week.
> *FAM-vr* mailing list
talks within the lecture series financial and actuarial mathematics
organised by FAM in cooperation with AVÖ (Aktuarvereinigung),
GVFW (Österreichische Gesellschaft für Versicherungsfachwissen)
UniVie and VIF: http://www.fam.tuwien.ac.at/vr/ .
Only a few mails per year - mainly for practitioners.
> *FAM-jobs* mailing list
job offers in the area of financial and actuarial mathematics
in austria (and internship offers for students worldwide):
http://www.fam.tuwien.ac.at/jobs/
announcements of job offers are free!
(for worldwide jobs we refer to http://www.math-jobs.com/ )
> *VFN-L* - Vienna Finance Newsletter
announcements of lectures, conferences (and more) about finance
and economics. everybody can post - a moderator decides
what is sent to the mailing list:
http://www.fam.tuwien.ac.at/mailman/listinfo/vfn-l
> *VGSF* newsletter
talks & announcements of the Vienna Graduate School of Finance
http://www.vgsf.ac.at/vgsf/activities/seminar
> *Math@UniVie, ESI, WPI, WK*
talks/events calendar: http://plone.mat.univie.ac.at/vortrage
***
---------- Forwarded message ----------
Date: Fri, 15 Jan 2010 16:50:33 +0000 (GMT)
From: Xunyu Zhou <zhouxy(a)maths.ox.ac.uk>
Subject: Postdoc position at Oxford-Man
Dear colleagues
In addition to the 2 Nomura Postdoctoral Positions with Oxford's Maths
Finance Group, Oxford-Man Institute of Quantitative Finance has a 3-year
postdoctoral position open; see
http://www.oxford-man.ox.ac.uk/jobs/home.html
(note a rather tight deadline the 31st January 2010.)
Regards
--
Xunyu Zhou
Nomura Professor of Mathematical Finance
Director, Nomura Centre for Mathematical Finance
Mathematical Institute
University of Oxford
24-29 St Giles', Oxford
OX1 3LB, UK
Email: zhouxy(a)maths.ox.ac.uk
Tel.: +44 1865 280614
Fax: +44 1865 270715
http://people.maths.ox.ac.uk/~zhouxy/
I am very sorry to bother everybody again, but it was necessary to
reschedule the Viktor Todorv's talk once more.
Below is the updated information for the talks on Jan 13.
Friedrich Hubalek
We, 13.01.2010, 11:00-12:00, Seminar room C 7.14 (Wofgang Pauli Inst.),
(1090 Wien, Nordbergstr. 15, Univ. Wien, UZA4, 7th floor)
Jean Jacod (Université Paris VI):
"Statistics for high frequency data: some open problems"
We, 13.01.2010, 13:15 - 14:15, Seminar room D 1.01 (Mathematik),
(1090 Wien, Nordbergstr. 15, Univ. Wien, UZA4, 1st floor)
Viktor Todorov (Kellogg School of Management):
"Tails, Fears and Risk Premia"
We, 13.01.2010, 15:15-16:00 Uhr, Seminar room C 2.09
(1090 Wien, Nordbergstr. 15, Univ. Wien, UZA4, 2nd floor)
Mark Podolskij (ETH Zurich)
"Stein's Method, Malliavin Calculus and Central Limit Theorems"
(Außerordentliches Mathematisches Kolloquium)
---
The Gutmann Center for Portfolio Management has been relaunched as the
WU GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
www.gutmann-center.at
We are pleased to announce the continuation of our successful and renowned activities and would like to invite you to our first
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for any cross-listings!)
Date: January 20th, 2010 (Wednesday) - 4:30 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. THORSTEN HENS, University of Zurich
http://www.isb.uzh.ch/institut/staff/hens.thorsten/index.php
Title: BEHAVIORAL FINANCE FOR PRIVATE BANKING
Abstract:
This presentation shows how behavioral finance can be applied to private banking. The application is based on a mixture of scientific methods: laboratory experiments, careful economic modelling and mathematical reasoning. Moreover, the application draws from profound experience that we could gather in the Swiss Banking Industry.
About Thorsten Hens:
Thorsten Hens is an economist from Germany. He is Swiss Finance Institute Professor of Financial Economics and director of the Swiss Banking Institute at the University of Zürich, Switzerland as well as a Fellow of CEPR and an Adjunct Professor of Finance at the Norwegian of Economics and Business Administration in Bergen. He studied at the University of Bonn and at DELTA in Paris and previously held professorships at Stanford University and at the University of Bielefeld. His research areas are -- among others -- Behavioral Finance and Evolutionary Finance. According to the Handelsblatt ranking Thorsten Hens was ranked among the top 10 economics professors in the German spoken area (Germany, Switzerland and Austria). In researching how investors make their decisions, Professor Hens draws on work in Psychology and applies insights from Biology in order to understand the dynamics of financial markets. His consulting experience includes application of Behavioral Finance for Private Banking and evolutionary finance for asset management.
Please REGISTER:
Mail: dorothea.grimm(a)wu.ac.at
Phone: +43-1-31336-4244
Contact and further information:
WU Gutmann Center for Portfolio Management
WU Wien - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
Heiligenstädter Str. 46-48, 1190 Wien
www.gutmann-center.at
As part of the thematic program at the Wolfgang Pauli Institute (WPI)
Vienna
"The interplay between Financial and Insurance Mathematics, Statistics and
Econometrics" there will be two talks
on Wednesday January 13, 2010 at the seminar room C714 at the
Pauli Institute
<http://www.wpi.ac.at/address.php>
11:00-12:00 Jean Jacod (Université Paris VI): tba
15:00-16:00 Viktor Todorov (Kellogg School of Management): Tails, Fears
and Risk Premia
Abstract: We show that the compensation for rare events accounts for a
large fraction of the average equity and variance risk premia. As such,
our results suggest that any satisfactory equilibrium-based asset pricing
model must be able to generate both large and time-varying compensations
for fears of disasters. Our empirical investigations are essentially
model-free, involving new extreme value theory approximations based on
``medium'' size jumps in high-frequency intraday prices for estimating the
expected values of the tails under the statistical probability measure,
and short maturity out-of-the money options and new model-free implied
variation measures for estimating the corresponding risk neutral
expectations.
Friedrich Hubalek