Cooperation workshop with investment professionals

  • Loistl, Otto (PI - Project head)
  • Veverka, Alexander (Researcher)

    Project Details

    Description

    This workshop aims at generating solutions for current issues at Dresdner Kleinwort Wasserstein (DrKW). Our external partner supported the Cooperation between Investment Professionals, scientists and students technically and financially. For instance, the software package Credit Manager 2.5.3 was available during the entire period of cooperation. Advancements are achieved and documented regarding the issues of riskarbitrage in a case study between Deutsche Telekom/Voicestream, credit portfolio management, asset backed securities and riskcontrolling (transforming realized spot data into volatility surfaces).
    StatusFinished
    Effective start/end date1/03/011/07/02

    Collaborative partners

    Austrian Classification of Fields of Science and Technology (OEFOS)

    • 502009 Corporate finance
    • 101007 Financial mathematics
    • 502010 Public finance