Syllabus

Title
4658 Y2STO Research Seminar II
Instructors
Univ.Prof. Dr. Kurt Hornik, Univ.Prof. Dr. Rainer Jankowitsch
Contact details
kurt.hornik[]wu.ac.at; rainer.jankowitsch[]wu.ac.at
Type
FS
Weekly hours
2
Language of instruction
Englisch
Registration
02/01/19 to 02/24/19
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Dates
Day Date Time Room
Friday 03/01/19 09:00 AM - 10:30 AM D4.4.008
Friday 03/08/19 09:00 AM - 10:30 AM D4.4.008
Friday 03/08/19 10:45 AM - 12:30 PM D3.0.225
Friday 03/15/19 09:00 AM - 10:30 AM D4.4.008
Friday 03/15/19 10:45 AM - 12:30 PM D3.0.225
Friday 03/22/19 10:45 AM - 12:30 PM D3.0.225
Friday 03/29/19 09:00 AM - 10:30 AM D4.4.008
Friday 03/29/19 10:45 AM - 12:30 PM D3.0.225
Friday 04/05/19 09:00 AM - 10:30 AM D4.4.008
Friday 04/05/19 10:45 AM - 12:30 PM D3.0.225
Friday 04/12/19 09:00 AM - 10:30 AM D4.4.008
Friday 04/12/19 10:45 AM - 12:30 PM D3.0.225
Friday 04/26/19 10:45 AM - 12:30 PM D3.0.225
Friday 05/03/19 09:00 AM - 10:30 AM D4.4.008
Friday 05/03/19 10:45 AM - 12:30 PM D3.0.225
Friday 05/10/19 09:00 AM - 10:30 AM D4.4.008
Friday 05/10/19 10:45 AM - 12:30 PM D3.0.225
Friday 05/17/19 09:00 AM - 10:30 AM D4.4.008
Friday 05/17/19 10:45 AM - 12:30 PM D3.0.225
Friday 05/24/19 09:00 AM - 10:30 AM D4.4.008
Friday 05/24/19 10:45 AM - 12:30 PM D3.0.225
Friday 06/07/19 10:45 AM - 12:30 PM D3.0.225
Friday 06/14/19 10:45 AM - 12:30 PM D3.0.225
Thursday 06/27/19 01:00 PM - 06:00 PM D4.4.013
Friday 06/28/19 10:45 AM - 12:30 PM D3.0.225

Contents

Detailed information about the schedule in the current semester can be found on the relevant seminar pages (just click on the links below).

Units on Fridays from 09:00 to 10:30 are dealing with StatMath research contents, the other units with research in finance.

General table of contents:

Finance Research Seminar:

  • Corporate Finance
  • Asset Pricing
  • Quantitative Methods in Finance

 

StatMath Research Seminar:

    • applied statistical research in economics, in finance, and in the social sciences
    • Bayesian methods
    • computational statistics
    • mathematical statistics
    • mathematical finance
    • Monte Carlo methods
    • optimization
    • stochastic modelling
    • time series analysis

     

    Learning outcomes

    After this course students are able to comprehend and critically discuss current scientific work in the field of finance.

    Attendance requirements

    A full attendance requirement applies.

    Teaching/learning method(s)

    Paper presentations and discussion.

    Assessment

    Close to the end of each semester, students in the science track provide a list of approximately 10 papers/talks presented in the Finance or StatMath research seminars during the semester to Professors Jankowitsch and Hornik.

    They will then randomly pick 3 papers/talks, from which in turn students can pick 2 (out of the three) for elaborating and producing a written synopsis (about 2 pages each) of the paper/talk.

    The synopses are to be presented to and discussed with Professors Jankowitsch and Hornik at the end of the semester.In addition, questions directly regarding the talk have to be answer during this discussion, e.g.: What were the most critical comments made?

    The grade consists of three parts:

    - Quality of synopsis 1 (20%)

    - Quality of synopsis 2 (20%)

    - Quality of the presentation (60%)

    Prerequisites for participation and waiting lists

    • Successful completion of at least 42 ECTS credits from the compulsory common courses in the first year of studies.
    • Decision for the Science Track after the first year.
    Last edited: 2019-02-04



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