Newsletter 2. Feb. 2005

Contents

1. Joint Uni/ETH Zurich program "Master of Advanced Studies in Finance".
   Colloquium Talks: Thu.3 Feb. 05 (15.15), Fri. 4 Feb. 05 (14.15, 15.15, 16.15), Tue. 8 Feb. 05 (11.15)
   
   
2. Talk in Financial and Insurance Mathematics at ETH Zurich:
   Thu. 3 Feb. 2005 (17.15)
   
   
3. Finance Seminar at the University of Zurich:
   Fri. 4 Feb. 2005 (12.15), Fri. 11 Feb. 2005 (12.15)
   
   
4. Inaugural lecture of Prof. Dr. Marc Chesney, Sat. 5 Febr. 2005 (11.00)

Details

1. Joint Uni/ETH Zurich program Master of Advanced Studies in Finance, link
   
   
   • Colloquium Talk
     Time: Thursday, 3 Feb. 2005, 15.15 - 16.00
     Venue: HG-E 33.3, ETH Zurich, Rämistr. 101
     Speaker: Fabian Simond
     Title: "Credit Risk Stress-Testing: The Case of a Real Estate Crisis", more
     Supervisors: Prof. Dr. Philipp Schönbucher (ETH) and Dr. Karl Rappl (UBS)
     
     
   • Colloquium Talk
     Time: Friday, 4 Feb. 2005, 14.15 - 15.00
     Venue: NW-B-81, ETH Zurich, Clausiusstr. 25
     Speaker: Alexis Bailly
     Title: "Cost of Capital and Surrender Options for Guaranteed Return Life Insurance Contracts ", more
     Supervisors: Prof. Dr. D. Filipovic (LMU München) and Prof. Dr. Paul Embrechts (ETH Zürich)
     
     
   • Colloquium Talk
     Time: Friday, 4 Feb. 2005, 15.15 - 16.00
     Venue: NW-B-81, ETH Zurich, Clausiusstr. 25
     Speaker: Marco Tolotti
     Title: "Credit risk under incomplete accounting information: A discretized approach in filtering language", more
     Supervisor: Prof. Dr. Philipp Schönbucher (ETH Zürich)
     
     
   • Colloquium Talk
     Time: Friday, 4 Feb. 2005, 16.15 - 17.00
     Venue: NW-B-81, ETH Zurich, Clausiusstr. 25
     Speaker: Sujatha Prakash
     Title: "On the use of high dimensional Quasi Random Sequences for risk measurement", more
     Supervisor: Prof. Dr. Philipp Schönbucher (ETH Zürich)
     
     
   • Colloquium Talk
     Time: Tuesday, 8 Feb. 2005, 11.15 - 12.00
     Venue: PLM 103/104, University of Zurich, Plattenstrasse 14
     Speaker: James Taylor
     Title: "Review of Option Pricing under Stochastic Volatilities and Levy Processes", more
     Supervisor: Prof. Dr. Marc Chesney (University of Zurich)
     
     
2. Talk in Financial and Insurance Mathematics at the ETH Zurich, link
   
   
   • Talk
   
   Time: Thursday, 3 Feb. 2005, 17.15h
   Venue: ETH Zurich, main building, Hermann-Weyl-Zimmer, HG-G-43
   Speaker: Giovanni Pucetti(RiskLab ETH Zurich)
   Title: Bounds for Functions of Multivariate Risks
   
   
3. Finance Seminar at the University of Zurich, link
   
   
   • Talk
   
   Time: Friday, 4 Feb. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Alexander Karmann (University of Dresden, Germany)
   Title: Sovereign Risk: a Structural Approach for Early Warnings
   
   
   • Talk
   
   Time: Friday, 11 Feb. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Bart Lambrecht (Lancaster University, UK)
   Title: A Theory of Takeovers and Disinvestment
   
   
   
4. Inaugural Lecture (Antrittsvorlesung) of Prof. Dr. Marc Chesney, link
   
   Time: Saturday, 5 Feb. 2005, 11.00
   Venue: Aula of the University of Zurich, Rämistrasse 71, Zurich, map
   Title: Grenzen und Möglichkeiten des quantitativen Ansatzes in der Finance
   
   Dr. Marc Chesney is Professor for Quantitative Finance at the Swiss Banking Institute of the Faculty of Economics, Business Administration and Information Technology of the University of Zurich. Prof. Chesney is member of the Center of Competence Finance in Zurich (CCFZ).