Walter Farkas (@walterfarkas) 's Twitter Profile
Walter Farkas

@walterfarkas

Prof. Quantitative Finance @UZH_en, @UZH_bf, & @SFI_CH Assoc. faculty @ETH_MATH @ETH Program Director MSc #QuantitativeFinance joint @UZH_en @ETH .

ID: 926852645733707777

linkhttps://people.math.ethz.ch/~farkas/ calendar_today04-11-2017 16:44:25

72 Tweet

197 Followers

68 Following

UZH President (@uzh_president) 's Twitter Profile Photo

This evening we present a wide range of Master study programs to students from all over Switzerland: Full house at the #MasterInfoEvent University of Zurich! #mastersdegree

Wimbledon (@wimbledon) 's Twitter Profile Photo

Hail Halep 🇷🇴 The Romanian becomes our new champion after defeating Serena Williams 6-2, 6-2 with a magical performance #Wimbledon | #JoinTheStory

Walter Farkas (@walterfarkas) 's Twitter Profile Photo

On 21 Nov the stud. of the UZH & ETH spec. MSc Quant. Fin., msfinance.ch , visited the trading floor & the dispatch center of @Axpo Group in Baden. We got insight views on the challenges in credit risk, analytical trading, stochastic optimization in the energy sector.

Walter Farkas (@walterfarkas) 's Twitter Profile Photo

Thanks to Axpo Group for inviting the MScQF students to visit their headquarters, to R. Frassanito, R. von Siebenthal, V. Komaric, I. Chontzopoulos, C. Drimus, V. Ferrazano, Xi Kleisinger-Xu, M. SchĂĽtz for inspiring talks & to N. Niekerk-Hirt & C. Spale for a super organization.

UZH Department of Finance (@uzh_df) 's Twitter Profile Photo

Der Liechtensteiner Vermögensverwalter PLEXUS Investment stiftet einen hochdotierten Förderpreis, um die Erforschung von Künstlicher Intelligenz für die Finanzwirtschaft voranzutreiben. Prof. Walter Farkas gehört zur Jury des neuen Förderpreises. plexusinvestments.com/site/wp-conten…

Der Liechtensteiner Vermögensverwalter PLEXUS Investment stiftet einen hochdotierten Förderpreis, um die Erforschung von Künstlicher Intelligenz für die Finanzwirtschaft voranzutreiben. Prof. <a href="/WalterFarkas/">Walter Farkas</a>  gehört zur Jury des neuen Förderpreises. plexusinvestments.com/site/wp-conten…
UZH Department of Finance (@uzh_df) 's Twitter Profile Photo

Wie sollen Risiken im Finanz- und Versicherungswesen berechnet werden, wenn es aus der Vergangenheit keine relevanten Daten gibt? Prof. Walter Farkas plädiert für holistische Ansätze und länderübergreifende Initiativen. Universität Zürich @swiss_risk #riskmanagement people.math.ethz.ch/~farkas/Interv…

Wie sollen Risiken im Finanz- und Versicherungswesen berechnet werden, wenn es aus der Vergangenheit keine relevanten Daten gibt? Prof. <a href="/WalterFarkas/">Walter Farkas</a> plädiert für holistische Ansätze und länderübergreifende Initiativen. <a href="/UZH_ch/">Universität Zürich</a> @swiss_risk #riskmanagement  people.math.ethz.ch/~farkas/Interv…
Walter Farkas (@walterfarkas) 's Twitter Profile Photo

Pleased to organize & to invite to the next flagship event on Governance of the @swiss_risk : 22 Jan 2020, 18:30, Aula Universität Zürich Distinguished keynote speakers: Alexander Wagner & Beat Hodel, while @tanyakoenigcnn will ensure the moderation. Please reg. here: swiss-risk.org/upcoming-event…

UZH Department of Finance (@uzh_df) 's Twitter Profile Photo

Governance in Financial Institutions - Opportunities and Risks. @swiss_risk SRA flagship event with Beat Hodel and Alexander Wagner, moderated by @tanyakoenigcnn on Wednesday, January 22, 18:30 in the UZH Aula #governance #riskmanagement Walter Farkas swiss-risk.org/upcoming-event…

Governance in Financial Institutions - Opportunities and Risks. @swiss_risk SRA flagship event with Beat Hodel and <a href="/AlexFWagner/">Alexander Wagner</a>, moderated by @tanyakoenigcnn on Wednesday, January 22, 18:30 in the UZH Aula #governance #riskmanagement <a href="/WalterFarkas/">Walter Farkas</a> swiss-risk.org/upcoming-event…
UZH Department of Finance (@uzh_df) 's Twitter Profile Photo

Quantitative Finance University of Zurich among the best worldwide! Risk.Net today published its ranking on Quantitative Finance programs worldwide. Proud that the joint MSc program University of Zurich ETH Zürich ranks 12th worldwide and 3rd in Europe! Walter Farkas Markus Leippold risk.net/quantitative-f…

Walter Farkas (@walterfarkas) 's Twitter Profile Photo

Warm thanks to our amazing speakers Alexander Wagner & Beat Hodel, and to @tanyakoenigcnn for her inspring moderation of the flagship event on "Governance" I had the pleasure to organize on behalf @swiss_risk on 22 Jan. Photos are now publicly available at: swiss-risk.org/upcoming-event…

Walter Farkas (@walterfarkas) 's Twitter Profile Photo

Joint paper with Prof. M. O. Rieger & Dr. A. Dyachenko: papers.ssrn.com/abstract_id=35… we construct a derivative that depends on both the SPY and VIX and, in this way, incorporates both the market risk premium and the variance risk premium. Accepted in the Journal of Investing!

Walter Farkas (@walterfarkas) 's Twitter Profile Photo

With N. Ettlin, A. Kull & A. Smirnow we investigated risk transfer in the context of a network environment of insurers. Will be published in "Insurance: Mathematics and Economics", Volume 95, November 2020, Pages 39-47. Details: sciencedirect.com/science/articl…

With N. Ettlin, A. Kull &amp; A. Smirnow we investigated risk transfer in the context of a network environment of insurers. Will be published in "Insurance: Mathematics and Economics", Volume 95, November 2020, Pages 39-47.
Details:
sciencedirect.com/science/articl…
Walter Farkas (@walterfarkas) 's Twitter Profile Photo

Attractive: 346 applicants (15% more than 2020, highest number ever) for a place of study starting Sept 2021 in our spec. MSc in Quantitative Finance, jointly offered by @uzh_bf University of Zurich & ETH Zurich .Curious about the effect of the ranking for next year. risk.net/quantitative-f…

Walter Farkas (@walterfarkas) 's Twitter Profile Photo

Financial models: subj. to errors, preventing evtl. the estimate of suff. capital base to absorb losses. Paper with F. Fringuellotti & R. Tunaru: we propose a gen. method to account for model risk in capital req. Published: Journal of Corporate Finance , Vol. 65, Dec. 2020: sciencedirect.com/science/articl…

Olivier P. MĂĽller (@olivierpmueller) 's Twitter Profile Photo

Winter School in Quantitative Finance, a great new online offering from @uzh_bf and Stony Brook University. It provides students and interested professionals with the newest and most relevant developments in the field of #quantitativefinance. Taught by our great professors. #uzh #sbu

Winter School in Quantitative Finance, a great new online offering from @uzh_bf and <a href="/stonybrooku/">Stony Brook University</a>. It provides students and interested professionals with the newest and most relevant developments in the field of #quantitativefinance. Taught by our great professors. #uzh #sbu
UZH Research Development (@uzh_res_funding) 's Twitter Profile Photo

Congratulations to all @Bridge_funding Discovery recipients 👏. Among them University of Zurich's Bodenmiller lab #AndreasWicki Walter Farkas #DanielKübler 📆Next call: 28 February 2022 (letter of intent) Deadline: 2 May 2022 👉 bridge.ch/discovery Swiss National Science Foundation

Olivier P. MĂĽller (@olivierpmueller) 's Twitter Profile Photo

Seats are filling fast for the second online #Winter #School in #Quantitative #Finance by @uzh_ch, this year focusing on topics of #Risk, #Sustainability, #Investments. January-February 2023, starting next week. More information and registration here: qf-winterschool.uzh.ch

Seats are filling fast for the second online #Winter #School in #Quantitative #Finance by @uzh_ch, this year focusing on topics of #Risk, #Sustainability, #Investments. January-February 2023, starting next week. More information and registration here: qf-winterschool.uzh.ch