Newsletter 28. Oct. 2004

Contents

1. Conference "Challenges to Executive Compensation"
   2. November 2004, University of Zurich
   
   
2. "New Mathematical Methods in Risk Theory",
   Workshop in honour of Prof. Hans Bühlmann, 6-8. October 2005, Florence, Italy
   
   
3. Talks in Financial and Insurance Mathematics at ETH Zurich:
   Thu. 28 Oct. 2004, Thu. 4. Nov. 2004, and Thu. 11. Nov. 2004
   
   
4. Finance Seminar at the University of Zurich:
   Fri. 29. Oct. 2004, Fri. 5. Nov 2004, Fri. 12. Nov. 2004
   
   
5. Research Seminar Quantitative Methods in the Economy:
   Mo. 1. Nov. 2004, Mo. 8. Nov. 2004
   
   
6. S-Plus User Conference 4-5. Nov. 2004, Frankfurt, Germany
   
   

Details

1. Conference "Challenges to Executive Compensation"
   Tue. 2. Nov. 2004, Aula of University of Zurich, 13.00-18.00, download Program
   
   The NCCR FINRISK, the Swiss Banking Institute, the Center for Corporate Sustainability and Responsibility, and the Center of Competence Finance in Zurich (CCFZ) organize a conference on "Challenges to Executive Compensation" at the University of Zurich.
   The conference will address two questions at the heart of compensation: First, how can we explain current levels of executive compensation? And second, is there an optimal compensation model? Keynote speakers include Michael Jensen, Kevin Murphy and Armin Falk.
   There will be plenty of opportunities to discuss the issue of executive compensation or broader problems of corporate governance with the speakers as well as with our guests from academia, private industry and politics.
   There is no registration fee for academics.
   To register please use the .pdf file or send an email to ethicalfinance@nccr-finrisk.ch.
   Those who have registered already do not need to register again.
   
   
2. New Mathematical Methods in Risk Theory
   Workshop in honour of Prof. Hans Bühlmann, 6-8 October 2005, Florence, Italy, link
   
   2005 is the year of Hans Bühlmann's 75th birthday and the 35th anniversary of his capital book
   Mathematical Methods in Risk Theory.
   To celebrate both these events the Department of Matematica per le Decisioni of Florence University organizes a Workshop aimed to offer an overview of important current topics in Risk Theory, in the spirit of interaction among insurance themes, financial instruments and mathematical methods that Hans Bühlmann has pioneered and given fundamental contributions to.
   A non exhaustive list of arguments includes : Correlated Risks and Copulas, Joined Management of Risks and Investments, Credit Risk, Risk Measures, New Techniques in Ruin Probability, Fair Valuation, Catastrophe and Weather Derivatives.
   Those interested to present a communication in the previous or other areas related to Risk Theory can submit Title and Abstract within the deadline 31 May 2005 by following the relative online procedure in the Workshop web site http://www.riskworkshop.it
   For any further information, please contact marcello.galeotti@dmd.unifi.it, tel. +39-055-4796821
   
   
3. Talks in Financial and Insurance Mathematics at the ETH Zurich, link
   
   
   • Talk
   
   Time: Thursday, 28. Oct. 2004, 17.15
   Venue: ETH Zurich, main building, HG G 43 (Herman-Weyl-Zimmer)
   Speaker: Roger Kaufmann, Swiss Life
   Title: Modelling of Long-Term Risk
   
   
   • Talk
   
   Time: Thursday, 4. Nov. 2004, 17.15h
   Venue: ETH Zurich, main building, HG G 43 (Hermann-Weyl-Zimmer)
   Speaker: Toshiki Honda, Hitotsubashi University, Tokyo
   Title: On the Verification Theorem of Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk
   
   
   • Talk
   
   Time: Thursday, 11. Nov. 2004, 17.15h
   Venue: ETH Zurich, main building, HG G 43 (Hermann-Weyl-Zimmer)
   Speaker: Bruno Bruchard, University Paris 6
   Title: TBA
   
   
4. Finance Seminar at the University of Zurich, link
   
   
   • Talk
   
   Time: Friday, 29. Oct. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Roelof Helmers, CWI Amsterdam
   Title: Compound Sums and Their Applications in Finance
   
   
   • Talk
   
   Time: Friday, 5. Nov. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Matti Suominen, INSEAD
   Title: TBA
   
   
   • Talk
   
   Time: Friday, 12. Nov. 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Giuseppe Alesii, University of L'Aquila
   Title: VaR in Real Option Analysis
   
   
   
5. Research Seminar Quantitative Methods in the Economy, link
   
   
   • Talk
   
   Time: Monday, 1. Nov. 2004, 16-18
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Prof. Uwe T. Zimmerman Technische Universität Braunschweig
   Title: Optimal Shunting on Rails: Models, Algorithms, Projects
   
   
   • Talk
   
   Time: Monday, 8. Nov. 2004, 16-18
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Prof. Herbert Dawid Universität Bielefeld
   Title: Trash it or sell it? A Strategic Analysis of Developement and Market Introduction of Product Innovations
   
   
   
6. Insightful User Conference 4-5. Nov. 2004, Frankfurt, Germany
   • Presentations during the first day include:
     • Dr. Bernd Scherer, Asset Management
     • Dr. Nicolas Grandjean, Novartis Pharma
     • Dr. Michael Heintze, Heritage: Quantitative Methods for Hedge Fund Selection & Risk Management
     • Dr. Foort Hamelink, Lombard Odier Darier Hentsch & Cie: Country, Industry or Style: What matters most when constructing Global Equity Portfolios?
     • Latest developments of S-PLUS, first hand from CEO of Insightful, Jeff Coombs.
   • Topics of the second day
     • Data-quality management
     • Using S-PLUS Server Applications to deploy analysis
     • Graphics and Reporting using S-PLUS, inclusive SAS Reporting
     • Datamining and Datatransformations using Insightful Miner
     Workshop on "Modern Portfolio Optimization" from Bernd Scherer, also during the second day.
   All interested participants at the workshop will have a special price of CHF 399.- or Euro 259.- that is just the coverage of the contribution towards expenses.
   All commercial participants will have 15% discount if they remark under comments "CCFZ Relation" at the registration form.
   Register: here