We welcome research papers from doctoral students in the following areas: - Game Theory (Non-Cooperative and Cooperative) - Models of Social Interaction - Network Economics - Economics of Information and Incentives - Evolutionary Game Theory - Dynamic Economic Models - Financial Markets -...

Topics: a) Integrated modelling and management of market and credit risk. b) Joint pricing and trading of market and credit risk. c) Potential implications of the integrated modelling and pricing of market and credit risk for bank behaviour and capital holding.

Objective and topics: The European banking sector and financial system have evolved greatly over the last decade. Fundamental changes include the adoption of new technology in the provision of banking services, disintermediation, financial liberalisation, the emergence of new financial...

The website is no longer available.

For one week, young economists from different countries meet with renowned faculty at the Training Center of the Bundesbank for an intensive week of learning and interaction. The faculty will give lectures on topics of current research interest. In afternoon sessions, the participants will have...

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...

Topics: - Prinzipien der Analyse von Zinsprodukten - Terminzinssätze - Swapsätze - Forward Rate Agreements und Futures - Hedging mit Futures - Anleiherisiken: Risikoarten - Volatilität - Duration - Pricing von Bonds und derivativen Instrumenten - Swaps: Anwendung und Bewertung - Zins Caps &...

Topics: - Prinzipien der Analyse von Zinsprodukten - Terminzinssätze - Swapsätze - Forward Rate Agreements und Futures - Hedging mit Futures - Anleiherisiken: Risikoarten - Volatilität - Duration - Pricing von Bonds und derivativen Instrumenten - Swaps: Anwendung und Bewertung - Zins Caps &...

The web site is no longer available.