PhDr. Jozef Baruník Ph.D., ČEZ Chair - News

01.03.2012 - JEM116 - Applied Econometrics Organization

 Due to a huge unexpected interest in JEM116 - Applied Econometrics, we have opened third seminar and divided students into the three groups. Students with surnames from A to Ch are in Seminar 3 (to be held Thursdays from 11:00), students with surnames from J to N are in Seminar 1 (to be held Thursdays from 12:30) and students with surnames from O to Ž belong to Seminar 2 (to be held Thursdays from 18:30). Please note that Seminars 1 and 3 will start next week as they are before the Lecture, while the first Seminar 2 will start today.

24.02.2011 - JEM061 - Quantitative Finance II

We would like to invite all students interested in quantitative methods in finance to attend the course JEM061 Quantitative Finance II, held regularly on Monday, 5 p.m., room 601. Please find the updated syllabus on the web page of the course. During this semester, we will introduce methods for long memory statistics in finance. 

10.11.2010 - Advanced Econometrics seminar S3 rescheduled

Due to the national holiday, the Advanced Econometrics seminar (S3) scheduled for Wednesday, 17th November from 9:30-10:50 will take place on Monday, 15th November from 14:00 at computer lab (016).

26.10.2010 - Lecture of prof.O.A.Vašíček

European Working Group on Financial Modelling warmly invites you to the lecture of prof. O.A.Vašíček on "Models of the term structure of interest rates: An overview". Lecture will be held Friday, 29.10.2010 from 9:30 in the conference centre of MFF UK, Malostranské náměstí 25, Praha 1

15.10.2010 - Information meeting about GAUK Applications

All PhD students, especially first year and second year students (as well as interested Master students) , are also warmly invited to the information meeting where we will discuss the most common questions about the GAUK applications. The meeting is based on the idea to help all the students to proceed with their applications. Please prepare questions which can be discussed. The meeting will be held on Tuesday, 19th October 2010, from 18:30, room 314 at Opletalova, IES.

28.02.2010 - JEM061 Quantitative Finance II

We would like to invite all students interested in modern financial methods to attend the course JEM061 Quantitative Finance II, held regularly on Monday, 5 p.m., room 016. Please find the new syllabus on the web page of the course. During this semester, we will introduce methods for long memory statistics in finance. As agreed last week, the 1.3.2010 lecture has been canceled. 

23.09.2009 - Metodologický seminář pro všechny doktorandy

V prokliku najdete podklady pro společný předmět pro studenty doktorského studia všech programů nabízených FSV UK - FILOSOFIE A METODOLOGIE VĚDY, víc informací najdete na www.fsv.cuni.cz/FSV-25.html

12.12.2008 - 15th International Conference on Computing in Economics and Finance

CEF 2009 will take place in Sydney, Australia from the Wednesday, 15th of July through to the Friday, 17th of July, 2009. To have a paper considered for inclusion on the program, submit an abstract (max 3,000 characters, or approx. 300 words) no later than January 31, 2009 via the Conference Maker program. More information can be found as usually at the opportunities for PhD students page

03.12.2008 - Lamfalussy Research Fellowship: Call for Projects

 The European Central Bank (ECB) is seeking applications from promising young researchers for five Lamfalussy Fellowships of €10,000 on “Capital Markets and Financial Integration in Europe”. Researchers at assistant professor level and very advanced PhD students are particularly encouraged to apply no later than 31 January 2009. More information can be found as usually at the opportunities for PhD students page.

21.11.2008 - 23rd European Conference on Modelling and Simulation ECMS 2009

ECMS is announcing call for papers for the 23rd European Conference on Modelling and Simulation which will be held June 9-12th in Madrid, Spain and hosted by the Universidad Rey Juan Carlos. Deadline for the paper submission is February 20th, 2009. More information can be found as usually at the opportunities for PhD students page.

14.11.2008 - The 2009 North American Summer Meeting of the Econometric Society

The 2009 North American Summer Meeting of the Econometric Society will be held June 4-7, 2009, at Boston University in Boston, MA. The program will include submitted papers (the deadline is January 30, 2009) as well as the Presidential Address by Roger Myerson (University of Chicago), the Walras-Bowley Lecture by Jean-Marc Robin (Paris School of Economics, University of Paris I, and University College London), the Cowles Lecture by Victor Chernozhukov (Massachusetts Institute of Technology). More information can be found at the opportunities for PhD students page.

08.11.2008 - 5th International Conference in ARTIFICIAL ECONOMICS 2009

All the PhD students are invited to submit a paper to the 5th International Conference in Artificial Economics, taking place in Valladolid (Spain), 10-11 September 2009. Submission deadline is February 23, 2009. More information can be found at the opportunities for PhD students page.

08.11.2008 - Doctoral Meeting of Montpellier On Economics, Management and Finance

The PhD students in economics and management of the University of Montpellier organize the second edition of the D.M.M., which will be held on May 4 - 6, 2009, at the University of Montpellier. Interested students are expected to submit an extended abstract in English (500-700 words) in electronic form to the submitpaper2009@addegem-asso.fr. More information can be found at the opportunities for PhD students page.

03.11.2008 - Reminder: Rare Discussion Series with prof. Geoffrey Carliner

We would like to invite all the students and faculty members to the discussion session with prof. Geoffrey Carliner on the topic: "The National Bureau of Economic Research and the American Economics Profession". The session will be held 5.11.2008 from 18:30 at room 206 IES.

29.10.2008 - IMAEF 2009 - Call for papers

University of Ioannina, Greece is pleased to announce Call for papers on Applied Economics and Finance. Deadline of submission is April 3, 2009, for more information see opprotunities of PhD students page.

21.10.2008 - Rare Discussion Series with prof. Geoffrey Carliner

We would like to invite all the students and faculty members to the discussion session with prof. Geoffrey Carliner on the topic: "The National Bureau of Economic Research and the American Economics Profession". The session will be held 5.11.2008 from 18:30 at room 206 IES.

17.10.2008 - Information meeting about GAUK Applications

All PhD students, especially first year and second year students are warmly invited to the information meeting where we will discuss the most common questions about the GAUK applications. The meeting is based on the idea to help all the students with their applications. It will be held Monday, 20th October 2008, at 15:00, room 105.

17.10.2008 - Open Call for Trainees at IPSC

IPSC is opening 3-12 month traineeship positions which would enable students or recent graduates to practise what they have acquired during their studies. Deadline for applications is 21 Nov. 2008. More information can be found at opportunities for PhD students pages.

16.10.2008 - 67th International Atlantic Economic Conference Rome, Italy

International Atlantic Economic Society invite you to participate in the 67th International Atlantic Economic Conference held 11-14 March 2009 in Rome, Italy. The deadline for submittion of abstracts is 1 November 2008. For more information see opportunities for PhD students pages

10.10.2008 - The Central Bank of Cyprus Seeks Research Interns

The Central Bank of Cyprus wishes to appoint research interns. The length of appointment will be flexible and will vary from three to twelve months. Applications from PhD students from European Union are welcome until 1 December 2008. For more information see opportunities for PhD students pages.

16.09.2008 - 5th biennial CSE Conference 2008

5th biennial CSE conference will take place 29th November 2008 in Prague. Deadline for submission of extended abstracts (800-1200 words) or full papers is 30th September, 2008. Submissions need to be sent to c-s-e@volny.cz along with filled application form. All the IES PhD students are strongly advised to participate actively at the conference..

14.08.2008 - Jednoměsíční stipendia na letní semestr 2009

Jednoměsíční stipendia jsou určena pro studenty, doktorandy, učitele a vědecké pracovníky českých veřejných vysokých škol, kteří mají české nebo slovenské občanství. O stipendium, které je určeno především na dokončení diplomové, doktorské či habilitační práce nebo na dokončení vědecko-výzkumného záměru, se mohou ucházet studenti magisterského a postgraduálního studia a VŠ učitelé ve věku do 35 let. Stipendium je určeno pouze na studijní pobyt v letním semestru akademického roku 2008/09 (1.3. - 30.6.2009). Přijímají se přednostně žádosti studentů posledního ročníku studia. Víc informací v prokliku

13.08.2008 - Studijní pobyty ve Skotsku pro badatele ve společenských vědách

Nadace Caledonian Research Foundation spolu s The Royal Society of Edinburgh vyhlásila konkurs na studijní pobyty ve Skotsku pro badatele v oblasti humanitních a společenských věd. Termín podávání přihlášek je 3. listopad 2008.

19.02.2008 - JEM061 Quantitative Finance II

Rádi bychom pozvali všechny zájemce z magisterského studia k účasti na kurzu JEM061 Quantitative Finance II, který bude probíhat každé pondělí od 17:00 v místnosti 016. Upravený syllabus kurzu lze najít na stránce předmětu, anebo na http://staff.utia.cas.cz/barunik/.
V průběhu tohoto semestru se budeme věnovat metodám oceňování derivátů.