Newsletter 18. Jan. 2005

Contents

1. Joint Uni/ETH Zurich program "Master of Advanced Studies in Finance".
   Colloquium Talks: We. 19 Jan. 05 (10.15), Thu. 20 Jan. 05 (10.15), Fri. 21 Jan. 05 (14.15)
   
   
2. Talks in Financial and Insurance Mathematics at ETH Zurich:
   Thu. 20 Jan. 2005 (17.15), Thu. 27 Jan. 2005 (17.15)
   
   
3. Finance Seminar at the University of Zurich:
   Fri. 21 Jan. 2005 (12.15), Fri. 28 Jan. 2005 (12.15)
   
   
4. Research Seminar Quantitative Methods in the Economy:
   Mo. 24 Jan. 2005 (16.15), Mo. 31. Jan 2005 (16.15)
   
   
5. NCCR FinRisk Conference "Human, Technological and Financial Performance"
   27 Jan. 2005, SWX Swiss Exchange, Convention Point Selnaustrasse 30, 8001 Zürich
   
   

Details

1. Joint Uni/ETH Zurich program Master of Advanced Studies in Finance, link
   
   
   • Colloquium Talk
     Time: Wednesday, 19 Jan. 2005, 10.15 - 11.00
     Venue: KOL-G-212, University of Zurich, Rämistr. 71
     Speaker: Markus Thöny
     Title: "Estimation Risk in Mean Variance: Portfolio Selection", more
     Supervisors: Dr. N. Tuchschmid (BCV and UniZh), Dr. J. Tobler (ZKB)
     
     
   • Colloquium Talk
     Time: Thursday, 20 Jan. 2005, 10.15 - 11.00
     Venue: HG-E-33.3, ETH Zurich, Rämistr. 101
     Speaker: Saverio Massi Benedetti
     Title: "Hedge Fund portfolio selection with higher moments", more
     Supervisors: Prof. Dr. A. McNeil (ETH Zürich), Dr. J.F. Bacmann (RMF)
     
     
   • Colloquium Talk
     Time: Friday, 21 Jan. 2005, 10.15 - 11.00
     Venue: ML-E-13, ETH Zurich, Sonnegstrasse 3
     Speaker: Beat Huggler
     Title: "Modelling Hedge Fund Returns", more
     Supervisors: Prof. Dr. P. Embrechts (ETH Zürich), Dr. D. Dafydd (MAN Investments)
     
     
2. Talks in Financial and Insurance Mathematics at the ETH Zurich, link
   
   
   • Talk
   
   Time: Thursday, 20 Jan. 2005, 17.15h
   Venue: ETH Zurich, main building, Hermann-Weyl-Zimmer, HG-G-43
   Speaker: Takuji Arai (Tokyo University of Science)
   Title: Approximate Power Utility Indifference Valuation
   
   
   • Talk
   
   Time: Thursday, 27 Jan. 2005, 17.15h
   Venue: ETH Zurich, main building, Hermann-Weyl-Zimmer, HG-G-43
   Speaker: Frank Riedel (Bonn University)
   Title: Irreversible Investments: A New Approach
   
   
3. Finance Seminar at the University of Zurich, link
   
   
   • Talk
   
   Time: Friday, 21 Jan. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Stewart Hodges (University of Warwick, UK) Title: The Value of a Storage Facility
   
   
   • Talk
   
   Time: Friday, 28 Jan. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: James Dow (London Business School)
   Title: TBA
   
   
   
4. Research Seminar Quantitative Methods in the Economy, link
   
   
   • Talk
   
   Time: Monday, 24 Jan. 2004, 16-18
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Frank Schweitzer (ETH Zurich)
   Title: Selforganization in Multi-Agent Systems - Local Interaction vs. Global Dynamics
   
   
   • Talk
   
   Time: Monday, 31 Jan. 2004, 16-18
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: PD Peter Stalder (Schweizerische Nationalbank, Zürich)
   Title: Das SNB-Modell für die schweizerische Volkswirtschaft
   
   
   
5. NCCR FinRisk Conference: Human, Technological and Financial Performance, link
   
   
   • 27 Jan. 2005, 14-18.30, SWX Swiss Exchange, Convention Point Selnaustrasse 30, 8001 Zürich
   • Organisers: Prof Dr. Rajna Gibson and Prof. Dr. Paolo Vanini
   • Participation: free of charge but please register via Email at: admin@nccr-finrisk.ch