Newsletter 27. Jan. 2005

Contents

1. Prof. Dr. Philipp Schönbucher is Quant of the Year 2005, award of the Risk Magazine
   
   
2. Awarding of the Walter Saxer Insurance Prize, Tue. 1 Febr. 2005 (17.15)
   
   
3. Inaugural lecture of Prof. Dr. Marc Chesney, Sat. 5 Febr. 2005 (11.00)

Details

1. Prof. Dr. Philipp Schönbucher "Quant of the Year 2005", link
   
   We are pleased to inform you that the award "Quant of the Year 2005" of the Risk Magazine has been awarded to Dr. Philipp Schönbucher, Professor for Risk Management at the Department of Mathematics of the ETH Zurich. Prof. Schönbucher is member of the Center of Competence Finance in Zurich (CCFZ).
   
   Risk Magazine (http://www.risk.net) is the leading professional journal for the area of Financial Risk Management and Financial Derivatives. The nominee for this award is chosen from the technical (quantitative) articles in the journal over the past two years by method of a survey among the readers and past authors of the magazine.
   The award will be announced officially in the January issue of the magazine. More details.
   
   Past "Quants of the Year":
   
   2004 Michael Gordy, Federal Reserve Board
   2003 Peter Carr, Bank of America, now Courant Institute (New York University)
   2002 Richard Martin, BNP Paribas
   2001 Jesper Andreasen, Bank of America 2000 Alex Lipton, Deutsche Bank
   
   
2. Awarding of the Walter Saxer Insurance Prize, link
   
   Time: Tuesday 1st of Feb. 2005, 17.15
   Venue: ETH Zurich, HG D7.1, main building, Rämistrasse 101, Zurich
   Talk: Prof. Dr. Michel Habib (Swiss Banking Institute, University of Zurich):
   "Marking to Market and the Bankruptcy of First Executive Corporation".
   
   
3. 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).