8th Symposium on Finance, Banking, and Insurance
Universität Karlsruhe (TH), Germany, December 15 - 17, 1999

 

8th Symposium: Program

 

For a complete list of speakers along with their abstracts, please click here.

Wednesday, December 15, 1999
Thursday, December 16, 1999
Friday, December 17, 1999



Wednesday - December 15, 1999

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16:00
-
18:00

Opening and Welcome by the Universität Karlsruhe (TH) and the Organizing Comittee

Location: Tulla

Moderation: W. Eichhorn

Prof. Dr. Otmar Issing
The EURO - Experience with Monetary Policy for a New Currency

Location: Tulla

Moderation: W. Eichhorn

Prof. Dr. Martin Hellwig
Banking in Euroland: Structural Adjustment, Prudential Supervision, and the Role of the Central Bank

Location: Tulla
18:00

Dinner Reception on behalf of the Government of Baden-Württemberg
Gerhard Stratthaus, Minister of Finance of Baden-Württemberg
Sponsored by Karlsruher Lebensversicherung AG

Location: Karlsruher Schloß




Thursday - December 16, 1999

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Plenary Sessions
8:30
-
9:30		 Moderation: W. Eichhorn

Prof. Dr. Wolfgang Gerke
Die soziale Marktwirtschaft am Ende
 Moderation: W.-R. Heilmann

Ulrich Pfeiffer
Spar- und Finanzierungspräferenzen im demographischen und regionalen Vergleich		 Moderation: C. Hipp

Dr. Claus-M. Dill
Fusionen und Marktveränderungen im Versicherungsbereich
  Location: Hertz Location: 20.13 - 111 Location: Tulla
Break
9:45
-
11:15		 Section 1 Section 2 Section 3 Section 4 Section 5 Section 6 Section 7
Corporate Finance I Banking Industry IT in Finance Market Micro Structure Real Estate Finance Value at Risk Catastrophe Insurance and Risk Measures
  Location:
20.13-109		 Location:
20.14-103.1		 Location:
20.14-103.2		 Location:
20.12-002		 Location:
20.13-006		 Location:
20.13-111		 Location:
20.13-001
Break
11:30
-
12:30		 Second Part of Sections 1 to 7

Lunch Break
Plenary Sessions
14:00
-
15:00		 Moderation: S. Rachev

Prof. Dr. Robert Geske
Credit Risk and Risk Neutral Default Probabilities: Information about Rating Migrations and Defaults 		Moderation: H. Göppl

Dr. Jörg Franke
Börsen im Umbruch
 Moderation: R. Roll

Dr. Morton Lane
Price, Risk, and Ratings in Insurance-Linked Notes
  Location: HMO Location: Tulla Location: Otto-Lehmann
Break
15:15
-
16:45		 Section 8 Section 9 Section 10 Section 11 Section 12 Section 13 Section 14
Corporate Valuation and IPOs Banking Electronic Money Financial Products and Capital Markets Volatility / Implied Distributions Risk Management and Hedging Risk Theory I
  Location:
20.13-109		 Location:
20.14-103.2		 Location:
20.14-103.1		 Location:
20.13-001		 Location:
20.13-006		 Location:
20.13-111		 Location:
20.12-002
Break
17:00
-
18:00		 Second Part of Sections 8 to 14
 
18:30

 Dinner Reception
Sponsored by Deutsche Börse AG
Location: Karlsruhe Center for Art and Media Technology (ZKM)
(Bustransfer)




Friday - December 17, 1999

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Plenary Sessions
8:30
-
9:30		 Moderation: E. Eberlein

Prof. Dr. Svetlozar Rachev
Stable Models in Credit Risk		 Moderation: G. Franke

Prof Dr. Michael Brennan
Assessing Asset Pricing Anomalies		 Moderation: P. Boller

Dr. Markus Stricker
Dynamic Financial Analysis for Direct Insurers - Quantitative Decision Support for Risk Management and Strategic Planning
  Location: HMO Location: Tulla Location: HMU
Break
9:45
-
11:15		 Section 15 Section 16 Section 17 Section 18 Section 19 Section 20 Section 21 Section 22
Corporate Finance II (Taxation) Credit-Risk and -Derivatives Asset-Pricing Empirical Research Mathematical Finance Insurance I Insurance II Mathematical Market Models
  Location:
20.12 - 110		 Location:
20.13 - 111		 Location:
20.13 - 001		 Location:
20.14 - 103.2		 Location:
20.12 - 002		 Location:
20.13 - 006		 Location:
20.13 - 109		 Location:
20.14 - 103.1
Break
11:30
-
12:30		 Second Part of Sections 15 to 22

Lunch Break
13:45
-
14:45		 Section 23 Section 24 Section 25 Section 26 Section 27 Section 28 Section 29  
Corporate Finance III Mergers and Acquisitions Regulation Risk Management Risk Theory II Insurance III Asset Liability Management  
  Location:
20.13 - 109		 Location:
20.13 - 111		 Location:
20.14 - 103.1		 Location:
20.13 - 001		 Location:
20.14 - 103.2		 Location:
20.13 - 006		 Location:
20.12 - 002		  
Break
Concluding Session
15:00
-
16:00		 Moderation: M. Meier-Preschany

Dr. Rolf-E. Breuer
Banken im 21. Jahrhundert - Antworten auf die Globalisierung

Location: Tulla
Break
Associated Workshop
16:30
Prof. Dr. Benoit Mandelbrot
Multifractal Properties of Financial Prices

Stable Models in Finance

Location: Tulla