Events - Page 3

Time and place: May 28, 2014 2:15 PM - 3:00 PM, B1036

Sara Ana Solanilla Blanco (University of Oslo) holder et seminar med tittelen: Approximation of the HDD and CDD temperature futures price dynamics

Time and place: May 19, 2014 2:15 PM - 3:00 PM, B81

Professor Harry Zheng (Imperial College, London) holder et seminar med tittelen: Existence and Construction of Smooth Solutions to HJB Equations and Applications 

Time and place: May 14, 2014 2:15 PM - 3:00 PM, B1036

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Density convergence for some nonlinear Gaussian stationary sequences

Time and place: Apr. 23, 2014 2:15 PM - 3:00 PM, B1036

Paul Krühner (UiO) holder et seminar med tittelen: Optimal bounds for SDE's with measurable drift coefficient

Time and place: Apr. 2, 2014 2:15 PM - 3:00 PM, B1036

Dr. Alexander Schnurr (TU Dortmund) holder et seminar med tittelen: A Canonical Way to Derive Properties of Lévy-Type Processes

Time and place: Mar. 19, 2014 2:15 PM - 3:00 PM, B1036

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Time and place: Feb. 26, 2014 2:15 PM - 3:00 PM, B1036

Torstein Nilssen (Universitetet i Oslo) holder et seminar med tittelen: Malliavin differentiability for a class of SDE's in Hilbert spaces.

Time and place: Feb. 20, 2014 2:15 PM - 3:00 PM, B81

Professor B. Rajeev (India Statistical Institute, Bangalore) holder et seminar med tittelen: The Monotonicity Inequality on Hermite-Sobolev spaces.

Time and place: Feb. 5, 2014 2:15 PM - 3:00 PM, B1036

David Ruiz Baños (University of Oslo) holder et seminar med tittelen: On the regularity of densities of SDE's. A classical solution to the stochastic transport equation

Time and place: Jan. 22, 2014 2:15 PM - 3:00 PM, B1036

Prof. Dr. Stefan Ankirchner (University of Bonn) holder et seminar med tittelen: The Skorokhod embedding problem for homogeneous diffusions and applications to stopping contests

Time and place: Jan. 15, 2014 2:15 PM - 3:00 PM, B1036

Hanna Zdanowicz (Univeritetet i Oslo) holder et seminar med tittelen: Pricing of energy spread options by Fourier transform

Time and place: Dec. 4, 2013 2:15 PM - 3:00 PM, B82

Dr. Benjamin Holcblat (BI Norwegian Business School) holder et seminar med tittelen: A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing

Time and place: Nov. 27, 2013 2:15 PM - 3:00 PM, B81

Jukka Lempa (Oslo and Akershus University college of applied sciences) holder et seminar med tittelen: Resolvent-techniques for multiple exercise problems

Time and place: Nov. 6, 2013 2:15 PM - 3:00 PM, B81

Professor Madan L. Puri (Indiana University) holder et seminar med tittelen: Asymptotic Normality, Rates of Convergence, and Large Deviation Probabilities for a Broad Class of Statistics.

Time and place: Oct. 30, 2013 2:15 PM - 3:00 PM, B81

Professor Paul Ehling (BI Norwegian Business School): Asset Prices and Portfolio Choice with Learning from Experience

Time and place: Oct. 23, 2013 2:15 PM - 3:00 PM, B81

Paul Krühner (University of Oslo) holder et seminar med tittelen: On uniqueness of Markov processes described by a symbol.

Time and place: Oct. 2, 2013 2:15 PM - 3:00 PM, B81

Marcus Eriksson (Universitet i Oslo): Green certificates in the Nord Pool market

Time and place: Sep. 25, 2013 2:15 PM - 3:00 PM, B81

David Ruiz Baños (Universitetet i Oslo) holder et seminar med tittelen:  Computing Greeks without Derivatives

Time and place: Sep. 11, 2013 3:00 PM - 3:45 PM, B1036

Oleg Reichmann (ETH Zurich) holder et seminar med tittelen: Time and space inhomogeneous models in option pricing

Time and place: Sep. 11, 2013 2:15 AM - 3:00 AM, B1036

Professor G. Scandolo (University of Verona and Firenze) holder et seminar med tittelen: Assessing Financial Model Risk

Time and place: Sep. 4, 2013 2:15 PM - 3:00 PM, B1036

Sara Ana Solanilla Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes

Time and place: June 7, 2013 11:15 AM - 12:00 PM, B1036

Prof. B. Rajeev (Indian Statistical Institute) holder et seminar med tittelen: Translation Invariant Diffusions

Time and place: May 29, 2013 2:15 PM - 3:00 PM, B1036

Nina Lange (Copenhagen Buisiness School) holder et seminar med tittelen: The correlation structure of exchange rates and commodity prices

Time and place: May 15, 2013 2:00 PM - 3:00 PM, B1036

Nils Detering (Frankfurt School of Finance & Management) holder et seminar med tittelen: Pricing & hedging asian-style options in energy

Time and place: Apr. 17, 2013 2:15 PM - 3:00 PM, B1036

Asma Khedher (Technische Universität München) holder et seminar med tittelen: Stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion