Newsletter 31. May 2004

Contents

1. "Center of Competence Finance in Zurich" official opening
   
   
2. Talks in Financial and Insurance Mathematics at ETH Zurich:
   3rd of June 2004 (2 talks) and 7th of June 2004
   
   
3. Finance Seminar at the University of Zurich:
   4th of June 2004 and 11th of June 2004
   
   
4. Research Seminar Quantitative Methods in the Economy:
   7th of June 2004
   
   
5. Modern Portfolio Management at the Geneva Computational Finance Days:
   8th and 9th of June 2004
   
   
6. Swiss Probability Seminar (in Berne)
   9th of June 2004 (4 talks)

Details

1. Uni/ETH Center of Competence Finance in Zurich (CCFZ) official opening
   
   More than two hundred guests from the Swiss financial and insurance industries, along with representatives and students from ETH and the University of Zurich, attended the opening of the CCFZ on 25th of March 2004. More infomation: Uni News or ETH News or SEP News.
   Follow this link for a picture gallery.
   
   
2. Talks in Financial and Insurance Mathematics at the ETH Zurich, link
   
   
   • Talk
   
   Time: Thursday, 3rd of June2004, 15.30h
   Venue: ETH Zurich, main building, HG E 33.5
   Speakers: E. Trubowitz, S.Malamud (both ETH Zurich), Y.Lengwiler (Basel)
   Title: Asset Pricing in Heterogeneous Economics
   
   
   • Talk
   
   Time: Thursday, 3rd of June 2004, 17.15h
   Venue: ETH Zurich, main building, HG G 43 (Hermann Weyl Zimmer)
   Speaker: E. Rosazza-Gianin (Universita di Napoli Federico II)
   Title: Some examples of risk measures via g-expectations
   
   
   • Talk
   
   Time: Monday, 7th of June 2004, 17.15h
   Venue: ETH Zurich, main building, HG G3
   Speaker: Allan Brender, Office of the Superintendent of Financial Institutions Canada
   Title: Fail Value Accounting: Volatility and Smoothing
   
   
3. Finance Seminar at the University of Zurich, link
   
   
   • Talk
   
   Time: Friday, 4th of June 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Ernst Maug, Humboldt University, Berlin
   Title: Lower Salaries and No Options: the Optimal Structure of Executive Pay
   
   
   • Talk
   
   Time: Friday, 11th of June 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Liuren Wu, City University New York
   Title: Variance Risk Premia
   
   
   
4. Research Seminar Quantitative Methods in the Economy, link
   
   
   • Talk
   
   Time: Monday, 7th of June 2004, 12.15h
   Venue: Lecture room KO2-F-172 (1st floor) University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
   Speaker: Alexander McNeil, ETH Zurich
   Title: Some New Copulas for Risk Modelling
   
   
   
5. Modern Portfolio at the Geneva Computational Finance Days, link
   
   Time: Tuesday and Wednesday, 8th and 9th of June 2004
   Venue: Geneva
   The Geneva Computational Finance Days, presented by Insightful and FinScore, focus on Asset Management in times of constant changes, high levels of volatility and increasing demands from customers and regulators. During the first day, experienced speakers from Heritage Bank, Lombard Odier Darier Hentsch and others present the practitioner's perspective about using methods from computational finance for enhancing portfolio construction, optimization and risk analysis. During the second day, Dr. Bernd Scherer (Deutsche Asset Management) teaches an intensive course on modern portfolio optimization, which provides participants with methods and techniques to be immediately applied in their daily work.
   For registration and agenda: click here.
   
   
6. Swiss Probability Seminar, link
   
   Time: Wednesday, 9th of June 2004, 14.00-18.00
   Venue: Room 099, Exakte Wissenschaften, Sidlerstr. 5, University of Berne.
   
   1st Speaker: 14.30 - 15.10 Ron Doney (Manchester),
   Title: Small time behaviour of Levy processes
   
   2nd Speaker: 15.15 - 15.55 Sasha Gnedin (Utrecht),
   Title: Composition structures derived from multiplicative subordinators: characterisation and asymptotics
   
   3rd Speaker: 16.25 - 17.05 Ben Hambly (Oxford),
   Title: Some last passage directed percolation problems
   
   4th Speaker: 17.10 - 17.50 Sid Resnick (Cornell),
   Title: The extremal dependence measure, hidden regular variation and asymptotic independence