"Microstructure of International Financial Markets" will be the theme of the 2006 Winter Research Conference of the Centre for Analytical Finance (CAF) at the Indian School of Business (ISB. [gemäß den Informationen des Anbieters - according to site editor's information] The website is no...

EC² is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym EC² stands for European Conferences of the Econom(etr)ics Community. Its main aim is to maintain and extend an adequate forum for both senior and junior...

Focus: Integrated Risk Management, Credit Risk, Interest Rate Term Structure, Stochastic Volatility, Portfolio Optimisation and other areas of Quantitative Finance.

During the week, participants will study, during morning and afternoon sessions, the theoretical properties of stochastic discount factors, and the empirical asset pricing anomalies that result from this framework, market incompleteness, predictability of asset returns, mutual funds and...

Modelling and testing for structural changes and persistence in economics and finance has been an important research topic in time series econometrics, with noticeable recent developments in panel data. Related issues are the concepts bi- and multi-power variation and co-jumping in financial...

Submissions should be original, creative research papers that have not yet been published, or accepted for publication. The emphasis of the conference will be on high-quality (i.e., rigorous and targeted toward academic journals) and generally accessible research with respect to the creation,...

The workshop aims to bring together international scholars, to exchange ideas, and to discuss recent results in theoretical and empirical research. We particularly encourage young researchers to submit papers on all topics in the field of financial econometrics and empirical finance.

Program: Session 1: Search Theory Session 2: Hidden Search Effort and Unemployment Session 3: Hiring Behavior and Quits Session 4: Matching Frictions and the Behavior of Vacancies and Wages Session 5: Matching Frictions, Unemployment and Inflation Session 6: Implications of Policy Regulation in...

Das dreitägige Seminar vermittelt praxisnah in kompakter Form das Rüstzeug für das Verständnis und den erfolgreichen Einsatz von Kreditderivaten und Verbriefungen. Voraussetzung für die Teilnahme an diesem Aufbauseminar ist ein grundlegendes finanztheoretisches Wissen. [gemäß den...