IHS: Finance Workshop

FINANCE WORKSHOP

G. Lee / M. Jeckle (IAS)

Biweekly on Mondays, 4:00 p.m. sharp, in English

SZ VI (Sixth Floor) Or HS II, Stumpergasse 56, 1060 Vienna

Our workshop for Winter 1998-99 session

Oct. 19 Monday, 3 p.m. HS II, Robert Tompkins (IAS)

"Comparison on Established and Emerging Markets Stocks, Index and Futures:

Simulation Approach"

Nov. 9 Monday, HS II, Adusei Jumah (IAS)

"Interest Rates & Integration in Commodity Futures"

Nov. 30 Monday, 3 p.m. HS II, Gabriela Raaij and Burkhard Raunig (OeNB)

"A Comparison of Value at Risk Approaches and

their Implications for Regulators"

Dec. 2 Wednesday, 4 p.m. HS II, Jamsheed Shorish (Univ. Aarhus, with Goran Peskir, Department of Theoretical Statistics, Univ. of Aarhus)

"Market Forces and Dynamic Asset Pricing"

Jan. 11, Monday, HS II, Michael Boss (IAS)

"Term Structure Models: An Overview of the Latest Techniques and Models"

March 22, Monday, HS II, Walter Schweiger (Innsbruck)

April 19, Monday, SZ, Stefan Laederich (Plenum Finanz AG (Zürich),

May 10, Michael Obersteiner, HS II, (IAS)

"Simulated auctions - An agent based model for market analysis"

May 17, Monday, HS II, Hao Li (University of Hong Kong, joint work with Andrea Burashi, LBS)

"Credit, Bankruptcy, and Intermediary Market Structure"

May 30, Monday, HS II, Alexander Schnabl (IAS)

"N.A."

June 7, Monday, HS II, A.G. Malliaris (Loyola University at Chicago)

Methodological Issues in Asset Pricing: Random Walk or Chaotic Dynamics

June 14, Monday, HS II, Gerhard Ortner (TU Wien)

"Experimental Market Games and Software"

June 29 Tuesday (2 p.m) and June 30, Wednesday (11a.m. and 2 p.m.), HS II, David DeJong (University of Pittsburgh)

                    " Accounting for Growth in Post-Soviet Russia"
                    " The Cyclical Behavior of Skill Acquisition I"
                    " The Cyclical Behavior of Skill Acquisition II"

Note: David DeJong's talks are supported by the Transition Economics and Macroeconomics workshops as well.

July 12, Monday, HS II, James Redekop (University of Waterloo)

"High-Low-Close Diagnostics for Stochastic Volatility Models"

We welcome outside speakers for our Finance Workshop. Please contact Gabriel Lee for further information: gabriel.lee@ihs.ac.at

Master copies of all papers are put in the finance workshop folder (IAS library, ground floor) well in advance of the talk. Additional copies are placed next to the folder.

Please have a look at our Previous Talks / 1997-98

Back to Finance Department Back to Institute for Advanced Studies

Last Update, April 16, 1999 by Gabe Lee