Courses 2006/07

First Year

  
 
Introduction to Quantitative Methods
Oct 2006; [IQM]		 Helmut Strasser (Wirtschaftsuniversität Wien)
Financial Markets and Instruments
Oct 2006; [FMI]		 Stefan Pichler (VGSF)
Mathematics and Optimization (a)
Oct 2006-Dec 2006; [MATH(a)]		 Gernot Tragler (Vienna University of Technology)
Mathematics and Optimization (b): Numerical Mathematics
Summer term; [MATH(b)]		 Ines Fortin (Institute for Advanced Studies Vienna)
Probability and Statistics
Oct 2006-Jan 2007; [PROB]		 Helmut Strasser (Wirtschaftsuniversität Wien)
Microeconomics (a)
Oct 2006-Jan 2007; [MICRO(a)]		 Ana Begoña Ania Martínez (University of Vienna)
Microeconomics (b): Elements of Game Theory (a)
Feb-Apr 2007; [MICRO(b)]		 Pegaret Pichler (Institute for Advanced Studies Vienna)
Asset Pricing I
Jan 2007; [AP I]		 Jan Werner (University of Minnesota)
Continuous Time Finance I (a)
Feb 2007; [CTF(a)]		 Klaus Pötzelberger (Wirtschaftsuniversität Wien)
Continuous Time Finance I (b): Arbitrage Theory in Continuous Time
Mar 2007; [CTF(b)]		 Tomas Björk (Stockholm School of Economics)
Corporate Finance I (a): Elements of Game Theory (b)
Apr-May 2007; [CF I(a)]		 Pegaret Pichler (Institute for Advanced Studies Vienna)
Corporate Finance I (b)
Summer term; [CF I(b)]		 Alexander Stomper (VGSF)
Financial Econometrics I
Summer term; [ECON I]		 Alois Geyer (VGSF)
Finance Paper Reading I
Oct 2006-Jun 2007; [FPR I]		 Markus Hochradl & Thomas Steinberger (VGSF)
Finance Research Seminar I
Oct 2006-Jun 2007; [FRS]		  
Paper Writing
Feb-Oct 2007; [PW I]		  
 
     

Second Year

  
 

Elective courses

Real Options
Nov 2006-Jan 2007; [RO]		 Engelbert Dockner (VGSF)
Economics of Risk and Time
Jan-Mar 2007; [ERT]		 Thomas Steinberger (VGSF)
Analysis of Financial Time Series
Oct 2006; [AFTS]		 Ruey Tsay (University of Chicago)
Stochastic Optimization with Applications in Portfolio and ALM
Oct 2006-Jan 2007; [SO]		 Georg Pflug (University of Vienna)
Jump-Diffusion and Levy Processes for Financial Mathematics
Mar-Jun 2007; [JDLP]		 Helmut Strasser (Wirtschaftsuniversität Wien)
Microeconomics II
Mar-Jun 2007; [Micro II]		 Egbert Dierker (University of Vienna)
Incomplete Markets
Jun 2007; [IM]		 Jan Werner (University of Minnesota)
Game Theory
Mar-Jun 2007; [GT]		 Klaus Ritzberger (VGSF)
Liquidity and Asset Pricing
Mar 2007; [LAP]		 Nicolae Garleanu (University of Pennsylvania)
Empirical Corporate Finance and Applied Cross-Sectional Econometrics
May 2007; [ECF]		 Toni Whited (University of Wisconsin-Madison)
Credit Risk Management
Apr 2007; [CRM]		 David Lando (Copenhagen Business School)
 

 
Mandatory courses

Corporate Finance II
Oct-Dec 2006; [CF II]		 Josef Zechner (VGSF) & Thomas Dangl (ISK)
Asset Pricing II
Nov-Dec 2006; [AP II]		 Andreas Reschreiter (VGSF)
Financial Econometrics II
Apr-May 2007; [ECON II]		 Martin Wagner (Institute for Advanced Studies Vienna)
Finance Paper Reading II
Oct 2006-Jun 2007; [FPR II]		 Markus Hochradl & Thomas Steinberger (VGSF)
Finance Research Seminar II
Oct 2006-Jun 2007; [FRS]		  
Advanced Paper Writing
Nov 2006-Oct 2007; [PW II]		  
 
     













 

© A joint initiative of the Institute for Advanced Studies Vienna, the University of Vienna and the Wirtschaftsuniversität Wien