Syllabus

Title
4587 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
02/03/20 to 02/21/20
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Dates
Day Date Time Room
Place and time to be announced
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

    Due to COVID-19, there are no attendance requirements.

     

    Teaching/learning method(s)

    submission of choices and final referee report

    Assessment

    Each student has to select at least 7 papers each (Math/Fin) (overview of the titles below)

    Each student can choose 7 of these to read

    For each of the 7, they have to give a short summary, which contains the following criteria (in a few sentences):
    -    Research question
    -    Research design
    -    most important results
    -    Biggest weakness/largest potential for improvement

    From these 7 the instructors select 2 per student


    For these 2 they have to write a comprehensive report in the style of a referee report

     

     

    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: 2020-04-08



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