Syllabus

Title
4537 Y2STO Research Seminar II
Instructors
Univ.Prof. Dr. Kurt Hornik, Univ.Prof. Dr. Rainer Jankowitsch
Type
FS
Weekly hours
2
Language of instruction
Englisch
Registration
02/01/21 to 02/21/21
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Dates
Day Date Time Room
Friday 03/05/21 10:45 AM - 12:30 PM Online-Einheit
Friday 03/12/21 10:45 AM - 12:30 PM Online-Einheit
Friday 03/19/21 10:45 AM - 12:30 PM Online-Einheit
Friday 03/26/21 10:45 AM - 12:30 PM Online-Einheit
Friday 04/09/21 10:45 AM - 12:30 PM Online-Einheit
Friday 04/16/21 10:45 AM - 12:30 PM Online-Einheit
Friday 04/23/21 10:45 AM - 12:30 PM Online-Einheit
Friday 05/07/21 10:45 AM - 12:30 PM Online-Einheit
Friday 05/14/21 10:45 AM - 12:30 PM Online-Einheit
Friday 05/28/21 10:45 AM - 12:30 PM Online-Einheit
Friday 06/04/21 10:45 AM - 12:30 PM Online-Einheit
Friday 06/11/21 10:45 AM - 12:30 PM Online-Einheit
Friday 06/18/21 10:45 AM - 12:30 PM Online-Einheit
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 is only an online attendance requirement for the selected seminar presentations.

     

    Teaching/learning method(s)

    submission of choices, synopses and final presentations

    Assessment

    timeline for RS2:

    •  June 11: submission of list of 7 papers
    • June 14: selection of a list of 3 from the 7 by Prof. Hornik
    • July 5: submission of synopses for 2 out of 3
    •  July 7: presentations via MS Teams

    How to proceed:

    · Please select at least 7 papers each here (Stat/Math) and here (VGSF/Finance) and send it directly to Prof. Hornik (kurt.hornik@wu.ac.at) with the subject: QFin Research Seminar – List of Preferred Papers

    · Submit your synopses here with the filename: LastName_syn[Code], e.g. Pajic_synF05

     

    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: 2021-06-01



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