Please enter the online session via the following links:

Stat/Math:

https://teams.microsoft.com/l/team/19%3af7ea232a2f6a463bb50dc6b2ec0886d3%40thread.tacv2/conversations?groupId=2e582546-464a-4618-ae1c-cbde720ea7a2&tenantId=0504f721-d451-402b-b884-381428559e39  or via your MS Teams calendar.

Finance:

https://teams.microsoft.com/l/channel/19%3a81d49cfdff1c4ddfb7b585727b0dba42%40thread.tacv2/Allgemein?groupId=c679f9a3-157e-4874-b1b7-0d62d07ef4ff&tenantId=0504f721-d451-402b-b884-381428559e39  or via your MS Teams calendar.

In this case, the course will be taught online. The date and time of the individual sessions will stay the same.

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

A full attendance requirement applies.

Close to the end of each semester, students in the science track provide a list of 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%)

• 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.
  

kurt.hornik@wu.ac.at, rainer.jankowitsch@wu.ac.at