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Finance Seminar

Research seminar in finance (course no. 77782)

Target group
Finance faculty, Ph.D. students, selected Master students, practitioners

Credit points 
Credit points cannot be earned but the compulsory presentation of Ph.D. students can be arranged in cooperation with the “Forschungsseminar”.
 
Organizers (Finance Group)

(Members of the Finance Group)
 

Agenda

May 4, 2011 (joint w/ Forschungsseminar, 14.15 - 15.45, room I-063, ContiCampus)

About the Impact of Model Risk on Capital Reserves

Dipl.-Ök. Philipp Bertram
Institute of Statistics, Leibniz Universität Hannover
 

tba

Dipl.-Vw. Christian Dick
Institute of Money and International Finance, Leibniz Universität Hannover
 

May 11, 2011 (14.15 - 15.45, room I-063, ContiCampus)

Exponential Conditional Volatility Models

Prof. Andrew Harvey, PhD
University of Cambridge
 

May 18, 2011 (14.15 - 15.45, Niedersachsensaal, ContiCampus)

The Cross-Section of Credit Risk Premia and Equity Returns

Dr. Christian Wagner
Wirtschaftsuniversität Wien
 

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June 1, 2011 (14.15 - 15.45, room I-063, ContiCampus)

Financial Constraints and the International Zero-Leverage Phenomenon

Prof. Dr. Wolfgang Drobetz
Universität Hamburg
 

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June 8, 2011 (14.15 - 15.45, room I-063, ContiCampus)

The Credit Risk Premium in a Disaster-Prone World

Prof. Laurence Copeland, PhD
University of Cardiff
 

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June 22, 2011 (14.15 - 15.45, room I-063, ContiCampus)

Probabilistic Forecasting of Market Liquidity

Prof. Dr. Ingmar Nolte
Warwick Business School
 

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July 13, 2011 (14.15 - 15.45, room I-063, ContiCampus)

Repo Markets, Counterparty Risk, and the Liquidity Crisis 2007-2009

Prof. Dr. Christian Ewerhart
Universität Zürich
 

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