Syllabus
Registration via LPIS
Day | Date | Time | Room |
---|---|---|---|
Friday | 03/04/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Wednesday | 03/09/22 | 05:30 PM - 06:45 PM | Online-Einheit |
Friday | 03/11/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Wednesday | 03/16/22 | 05:30 PM - 06:45 PM | Online-Einheit |
Friday | 03/18/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Friday | 03/25/22 | 10:30 AM - 12:00 PM | TC.4.05 |
Friday | 04/01/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Wednesday | 04/06/22 | 05:30 PM - 06:45 PM | Online-Einheit |
Friday | 04/08/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Wednesday | 04/20/22 | 05:30 PM - 06:45 PM | Online-Einheit |
Friday | 04/22/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Friday | 04/29/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Friday | 05/06/22 | 10:30 AM - 12:00 PM | TC.4.05 |
Friday | 05/13/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Thursday | 05/19/22 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 05/20/22 | 09:00 AM - 10:30 AM | TC.4.05 |
Friday | 06/03/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Friday | 06/10/22 | 10:30 AM - 12:00 PM | TC.4.05 |
Friday | 06/17/22 | 10:45 AM - 12:30 PM | D3.0.225 |
Friday | 06/24/22 | 10:45 AM - 12:30 PM | D3.0.225 |
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 content, the other units with research in finance. Learning time management on the part of the students is also an important skill of the course.
General table of contents:
- Corporate Finance
- Asset Pricing
- Quantitative Methods in Finance
- 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 modeling
- time-series analysis
A full attendance requirement applies for the selected seminar presentations.
submission of choices, synopses and final presentations
Stat/Math: https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2022
VGSF: https://www.vgsf.ac.at/events/speakers-finance-research-seminars/
timeline for RS2:
Jul 4: presentations via MS Teams
Jul 1: submission of synopses for 2 out of 3
Jun 17: selection of a list of 3 from the 7 by Prof. Hornik
Jun 15: submission of list of 7 papers
How to proceed:
· Please select at least 7 papers each here (Stat/Math) and here (VGSF/Finance) and send them 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
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