European Financial Management
Association
Wish to announce your future meeting dates and other finance faculty news (i.e., faculty positions, appointments, promotions, leaves, grants, resignations, retirements and deaths)?
We are pleased to list and disseminate this information.
Simply provide the information to Professor John Doukas at:
EMAIL: jdoukas@odu.edu
FAX: (757) 683-5639
NEW ONLINE SERVICE
FinRank (Finance Academic Ranking System)
SIRCA (Securities Industry Research Centre of Asia-Pacific)
has launched a new academic ranking system called FinRank.
FinRank (Finance Academic Ranking System) is an on-line
service which enables finance academics or academic
institutions to determine their ranking by number of
publications in scholarly finance journals. The user is
able to select finance journals, and/or the geographical
region and/or the years in which they would like their rank
to be assessed. The FinRank database contains a list of
publications in finance journals from the year 2000 to
date, and classifies institutions (and their academics)
according to the geographic regions - Australia, Asia-
Pacific, Europe and America.
FinRank is designed to assist academics or academic
institutions in the job market with important comparative
information on research productivity.
To see how you rank, access FinRank at:
http://www.sirca.org.au/finrank
As this is the first release we welcome any comments on how
we should develop FinRank. Please send your comments to:
Email: MAILTO:sirca@sirca.org.au
CALL FOR PAPERS
Conference on
THE MICROSTRUCTURE OF EQUITY AND CURRENCY MARKETS
September 9 and 10, 2005, Oslo, Norway
Norges Bank and the Norwegian School of Management
are pleased to invite to a two day conference on
Market Microstructure. The conference will be held in
Oslo, Norway, September 9 and 10, 2005.
The conference is to be an academic forum for current
research in market microstructure. The conference goes
over two days. Each day will concentrate on papers analyzing
one of the two markets: Equity and Currency. Possible topics are:
Paper Submission:
E-mail: MicrostructureConf@norges-bank.no
Postal address:
Norges Bank (v/Johannes Skjeltorp)
P.O.Box 1179 Sentrum
0107 Oslo
Norway
Submission Deadline: 15 April 2005
Authors to be notified by: 15 June 2005
Information on:
http://www.norges-bank.no/research/microconf.html
http://finance.bi.no/~microconf
Organizing Committee:
Thierry Foucault, HEC, Paris
Richard Lyons, University of California, Berkeley
Dagfinn Rime, Norges Bank
Bernt Arne Odegaard, Norwegian School of Management
HIGHER EDUCATION IN FINANCE IN SWITZERLAND
Switzerland, known for its long tradition in Banking and
Finance, offers the following three outstanding
opportunities for advanced studies in Finance:
MASTER OF ADVANCED STUDIES IN FINANCE
at the University of Zurich and ETH Zurich:
The joint Uni/ETH Zurich program Master of Advanced Studies
in Finance offers advanced education in quantitative
finance with specialization in risk or asset management. A
special feature of the program is its combination of
financial mathematics and insurance analytics with
financial economics and corporate finance.
Graduates should be able to work as specialists in
quantitative-oriented areas of the finance, bank and
insurance sectors, in particular in risk and asset
management, as well as in financial product development.
Practitioners with a corresponding academic qualification
are particularly welcome.
Please check:
http://www.msfinance.ch
for further details and application.
FAME DOCTORAL PROGRAM
at the Universities of Geneva, Lausanne and Neuchatel and
the Graduate Institute of International Studies in Geneva:
The Doctoral Program of the International Center for
Financial Asset Management and Engineering is a joint offer
of the University of Geneva, the University of Lausanne,
the Graduate Institute of International Studies in Geneva
and the University of Neuchatel. Our ambition is to be the
premier doctoral program in finance in Europe with an
intellectual environment and a course offering comparable
to the best programs in the world. The FAME Doctoral
Program has three distinct features: a full offering of
Ph.D. level courses in finance, secondly a doctoral
research carried out in collaboration with first-rate
partners in the financial industry and in the intellectual
environment provided by highly renowned academic
institutions and finally low tuition and full financing of
all degree candidates.
Further information is available from our homepage:
http://www.fame.ch
DOCTORAL PROGRAM IN FINANCE
at the University of Zurich:
The Doctoral Program in Finance at the University of Zurich
was launched in 2002. It offers high-level education in
order to prepare the doctoral students for an international
career in academia or the financial services industry. The
program is embedded within the Swiss Doctoral Network in
Finance, including over 30 professors and 100 doctoral
students. Our team of internationally renowned professors
local as well as international faculty - offers a
comprehensive range of doctoral courses. The program also
benefits from a close cooperation with the financial
services industry.
For further information, please visit our homepage:
http://www.phd-finance.unizh.ch
or contact:
CONTACT: Mr. Jaeger
Email: MAILTO:jaeger@isb.unizh.ch
UNIVERSITY OF STIRLING
Department of Accounting, Finance and Law
2 Full Professors in Finance
The multidisciplinary department is committed to the
pursuit of excellence in research and teaching. It received
a 5B rating in the most recent UK Research Assessment
Exercise and teaches a variety of degree programmes at
undergraduate and postgraduate levels (including MSc in
Investment Analysis and MSc in Finance).
ABOUT THE AREA:
Stirling is located in central Scotland with excellent
direct rail and road links to Glasgow and Edinburgh,
Aberdeen, Inverness and Newcastle. London by air can be reached in an hour from either Glasgow or Edinburgh. The
university is set in beautiful parkland and with its own
loch the University undoubtedly has one of the most attractive campuses in Europe.
JOB DESCRIPTION/QUALIFICATIONS:
We are seeking applicants who are willing to make a
significant all-round contribution to the activities of the
department. Applicants should have an established research record of international excellence and be able to provide
leadership in research, teaching and administration.
Existing chair holders are particularly encouraged to
apply. The post is permanent and full-time. The salary
level will be negotiable, taking account of skills
and experience.
FURTHER INFORMATION:
Informal enquiries can be made to:
CONTACT: Alan Goodacre
Tel: +44(0) 1786 467291
Email: MAILTO:alan.goodacre@stir.ac.uk
CONTACT: Kevin Campbell
Tel: +44(0) 1786 467289
Email: MAILTO:kevin.campbell@stir.ac.uk
Please quote reference: 10126/3460
APPLICATION PROCEDURE:
Further details and application forms are available from:
CONTACT: HR Services
University of Stirling
Stirling FK9 4LA
Scotland, UK
Tel: +44 (0)1786 467028
Fax: +44 (0)1786 466155
Email: MAILTO:hr-services@stir.ac.uk
Closing date for applications: Thursday 3 February 2005.
It is anticipated that presentations/interviews will be
held on Monday/Tuesday 21/22 March 2005, respectively.
http://www.hr-services.stir.ac.uk
AN EQUAL OPPORTUNITIES EMPLOYER.
Book : Principles of Financial Engineering
Salih N. Neftci - CUNY Graduate Centre, New York, U.S.A.; ISMA Centre, University of Reading, U.K.
Order now and receive 20% off plus free shipping*
Price: 59.95 GBP | Offer Price: 47.99 GBP
"This is the first comprehensive hands-on introduction to financial engineering. Neftci is enjoyable to read, and finds a natural balance between theory and practice." - Darrell Duffie, James I. Miller Professor of Finance, The Graduate School of Business, Stanford University
"Neftci's book captures much of the excitement of the recent surge of theoretical and practical work on financial engineering. A variety of readers will be interested in this book, including lay people - who are interested in better understanding how financial markets can be used to share and mitigate risks - and practitioners who are interested in constructing and valuing new securities." - Thomas Sargent, Professor of Economics at NYU, and a Senior Fellow at the Hoover Institution, Stanford University
Exercises and case studies at end of each chapter and on-line Solutions Manual provided
Explains issues involved in day-to-day life of traders, using language other than mathematics
Careful and concise analysis of the LIBOR market model and of volatility engineering problems
Bestselling author Salih N. Neftci presents a fresh, original, informative, and up-to-date
introduction to financial engineering. The book offers clear links between
intuition and underlying mathematics and an outstanding mixture of market
insights and mathematical materials. Also included are end-of-chapter exercises
and case studies.
In a market characterized by the existence of large pools of liquid funds
willing to go anywhere, anytime in search of a few points of advantage, there
are new risks. Lacking experience with these new risks, firms, governmental
entities, and other investors have been surprised by unexpected and often
disastrous financial losses. Managers and analysts seeking to employ these new
instruments and strategies (to make pricing, hedging, trading, and portfolio
management decisions) require a mature understanding of theoretical finance and
sophisticated mathematical and computer modelling skills.
Important and useful because it analyzes financial assets and derivatives from
the financial engineering perspective, this book offers a different approach
than the existing finance literature in financial asset and derivative analysis.
Seeking not to introduce financial instruments but instead to describe the
methods of synthetically creating assets in static and in dynamic environments
and to show how to use them, his book complements all currently available
textbooks. It emphasizes developing methods that can be used in order to solve
risk management, taxation, regulation, and above all, pricing problems.
This perspective forms the basis of practical risk management. It will be useful
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*Offer available in UK and Europe only. Offer ends 31/12/04
8th conference of the Swiss Society
for
Financial Market Research
(sgf)
http://www.fmpm.ch
Publisher of the journal "FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT"
April 8, 2005, Zürich (SWX SWISS EXCHANGE)
Submission of a Paper:
We would like to invite both academics and practitioners to submit papers on all topic areas of financial market research by November 30, 2004. Papers must be in English. Please submit your paper electronically as .pdf or MS Word file via e-mail to marianne.diel@whu.edu.
Please submit one version with and one without your name.
There will be a be Best Paper Award.
For further queries, please contact:
Professor Dr.
Markus Rudolf or Marianne Diel
Wissenschaftliche Hochschule für Unternehmensführung (WHU)
Dresdner Bank Chair of Finance, Burgplatz 2, D-56179 Vallendar
E-Mail:
marianne.diel@whu.edu
Phone: +49 – (0)261/ 6509 421
Fax: +49 – (0)261/ 6509 409
Registration:
There is no deadline for registration but an early payment discount if payment is done until Febraury 28, 2005.
On April 7, 2005 there will be a pre-conference dinner.
Please
find more information on the webpage
http://www.fmpm.ch
Sponsored by
The Institute of Financial Services
May 25-27, 2005
Belsfield
Hotel, Bowness-on-Windermere, The English Lake District
The Editors of JBFA invite submissions of high quality research papers relevant to any of the following areas:
· Asset pricing: theory and evidence
· Empirical research on capital market anomalies
· Market based accounting research
· Earnings management
· Economic theories of accounting and accounting-based valuation models
· Empirical research on the valuation of equities and other securities
· Investment analysis and portfolio management
· Corporate financial communication and financial signaling
· Corporate financial decision making
· Corporate governance
· The structuring and effectiveness of financial contracts
Original papers to be considered for the conference should be submitted no later than January 06, 2005, and preferably earlier. Submissions to the conference will be treated as submissions to the Journal of Business Finance and Accounting, and should not be under review with any other journal. All papers will be refereed and decisions on accepted papers will be notified to authors by the end of March 2005. Subject to satisfactory revision, accepted conference papers will be published in a Special Issue of JBFA in 2006.
Competition for places at the conference is normally high. In the interest of a balanced conference program, some papers may be accepted, subject to revision, for later publication in JBFA, but not for presentation at the conference.
Manuscripts should be submitted via the JBFA electronic editorial office at the following URL: http://services.bepress.com/jbfa. A submission fee of $85 is required. Please indicate that the paper is a conference submission by selecting the appropriate option during the submission process.
EM LYON – FRANCE
Faculty position in Finance
EM LYON is one of the leading Business School in France. Rooted in the French Grande Ecole traditions, it is devoted to life long education and learning for international management. It offers wide range of programmes including Master in Science, Specialized Masters, Ph.D., MBA, open and in-house programmes for Executive Education. To strengthen the development of its competencies in the area of Finance, EM LYON offers a full-time position in Corporate Finance.
Candidates should hold a Ph.D./Doctorate degree in Finance. He or She should possess a solid teaching experience and should have a strong corporate finance orientation.
Candidates should send their curriculum vitae, a letter describing their research interests and some recent publications to:
Contact:
EM LYON
Jacqueline HORNUS
Assistant to the Dean
23 avenue de Collongue
69130 ECULLY – France
Email: hornus@em-lyon.com
Nottingham University Business School
Faculty Positions in Accounting and
Finance
Nottingham University Business School
is a leading centre for management education and forms part of one of the most
popular universities in the UK. The School is located in state-of-the-art
premises on the award winning Jubilee Campus, a few minutes from the University
Park campus. A second Business School building has recently opened.
The School conducts world-class
research and achieved a Grade 5 in the 2001 RAE. Its teaching has been rated as
excellent by HEFCE. As part of its on-going development, the School has
recently recruited to a significant number of new posts. It currently has 26
Professors and 11 Research Centres and Institutes. It is anticipated that the
full complement of academic staff will exceed 100 during the next academic
year. Apart from its UK based operations, the Business School delivers
programmes at the University of Nottingham Malaysia Campus and in Singapore.
The current vacancies reflect the School’s commitment to continued expansion and
enhancement of its status and reputation as a leading international Business
School.
Senior Lecturer in
Accounting
Lecturer in
Accounting or Finance
Lecturer in Risk &
Accounting
The School wishes to appoint a number
of candidates to positions within the Accounting and Finance Division.
Applications are particularly encouraged from candidates with a special interest
in financial accounting. In accounting, the research interests encompass
taxation, risk reporting and management, public sector accounting and social and
environmental reporting. In finance, the Division’s research interests span
financial markets, corporate finance, Islamic finance, and derivatives.
A PhD in accounting or finance (or
very close to completion) and/or a relevant professional qualification is
essential for all posts, together with experience of teaching at the
undergraduate level. Candidates should also have a track record of research in
management accounting, financial accounting or finance. For the Senior Lecturer
post, candidates should also be capable of contributing to the teaching on both
postgraduate and post-experience courses, and have a strong record of
publications in relevant academic journals. A history of successful research
funding applications is also desirable.
Informal enquiries (for the finance
and accounting posts) may be addressed to Margaret Woods, Head of the Accounting
and Finance Division, tel: 0115 846 6692 or Email:
Margaret.Woods@Nottingham.ac.uk.
For the Lecturer in Risk and
Accounting post, candidates should be capable of teaching on modules in both
accounting and financial and non-financial risk management in a range of
business organisations. The successful candidate will have an opportunity to
work with staff in the Centre for Risk and Insurance Studies, one of the world’s
leading centres in this field.
Informal enquiries (for the risk and
accounting post) may be addressed to C O’Brien, Director of the Centre for Risk
and Insurance Studies, tel: 0115 846 6519 or Email:
Christopher.Obrien@Nottingham.ac.uk.
Senior Lecturer in Accounting –
please quote ref. SMM/889L.
Lecturer in Accounting or Finance –
please quote ref. SMM/890L.
Lecturer in Risk and Accounting –
please quote ref. SMM/891L.
Salary for the Senior Lecturer posts will be within the range
£37,558 - £42,573 per annum, depending on qualifications and experience.
Salary for the Lecturer posts will be within the range
£23,643 - £35,883 per annum, depending on qualifications and experience.
Further details and application forms
are available on the WWW at:
http://www.nottingham.ac.uk/hr/vacancies/academic.html or from the
Human Resources Department,
Please quote relevant reference number.
Closing date: 19 November 2004
Highfield
House,
The University of Nottingham,
University Park,
Nottingham, NG7 2RD
Tel:
0115 951 3262
Fax: 0115 951 5205.
The Department of International Business of the HEC Montréal, the business school of the University of Montreal, invites applications for faculty positions at all levels, tenured and tenure track, starting in July 2005.
Job Qualifications
Candidates should hold a doctorate in a relevant field or be close to completion. Candidates for associate or full professor should have an established record of quality research and teaching while candidates for assistant professor should be promising scholars. Successful candidates will be expected to publish research in major journals and to teach high-quality graduate and undergraduate courses. The department encourages applications from those active in international marketing, strategy and human resource management.
About the School
Founded in 1907, HEC Montréal (http://www.hec.ca) is one of the oldest business schools in North America. It offers 31 programs in management studies from BBA to Ph.D., taught by 220 professors. Its MBA program is ranked 10th by Business Week among non-US business school world-wide and it is the only business school in North America to be accredited by the AACSB, EQUIS and AMBA.
Courses at HEC Montréal are primarily taught in French, with a growing number of courses also given in English and Spanish. Standard teaching loads for new PhDs are 3 courses (117 class hours) per year. Teaching and research facilities are excellent. Research publication is financially rewarded.
HEC Montréal is committed to employment equity. In accordance with Canadian immigration requirements, the school will give priority to candidates who are either citizens or permanent residents of Canada. Candidates must indicate whether or not they meet this criterion.
Application Procedure
Applicants should e-mail a cover letter, full curriculum vita, 3 samples of scholarly work (including at least one full paper) and arrange to have 3 letters of reference sent to
Prof. Simon van
Norden
Service de
l’enseignement des affaires internationales
3000 Chemin de
la Côte-Sainte-Catherine
HEC Montréal
CANADA H3T 2A7
simon.van-norden@hec.ca