Events - Page 4

Time and place: Apr. 10, 2013 2:15 PM - 3:00 PM, B1036

CANCELLED: Almut Veraart (Imperial College) holder et seminar med tittelen: Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes

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

Kristina R. Dahl (Universitetet i Oslo) holder et seminar med tittelen: Duality methods for pricing contingent claims under short selling constraints

Time and place: Mar. 13, 2013 2:00 PM - 3:00 PM, B1036

Paul Krühner (Universitetet i Oslo) holder et seminar med tittelen: On infinite dimensional modelling in electricity finance

Time and place: Feb. 27, 2013 2:15 PM - 3:00 PM, B1036

Sara Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forwards and spots in energy markets modelled by Lévy Semistationary Processes.

Time and place: Feb. 13, 2013 2:15 PM - 3:00 PM, B1036

Marcus K. V. Eriksson (Universitetet i Oslo) holder et seminar med tittelen: A valuation model with minimal and maximal constraints for swing options.

Time and place: Jan. 30, 2013 2:15 PM - 4:15 PM, B1036

Rama Cont (Imperial College) holder et seminar med tittelen: Functional Ito calculus and functional Kolmogorov equations

Time and place: Jan. 25, 2013 10:15 AM - 12:00 PM, B1036

Donna Mary Salopek (Uni. South Wales) holder et seminar med tittelen: Stochastic Evolution Equations driven by Liouville Fractional Brownian motion

Time and place: Jan. 23, 2013 2:15 PM - 3:15 PM, B1036

Benedykt Szozda (Uni. Aarhus) holder et seminar med tittelen: Anticipative extension of the Ito integral

Time and place: Jan. 15, 2013 2:15 PM - 3:15 PM, B1036

Paul Kruehner, MAWREM/CMA, holder et seminar med tittelen: Subordination of Hilbert space valued Lévy processes

Time and place: Dec. 11, 2012 2:15 PM - 3:15 PM, B1036

Salvador Ortiz-Latorre, EMMOS/CMA, holder et seminar med tittelen: A second order approximation of the continuous time filtering problem

Time and place: Nov. 27, 2012 2:15 PM - 3:15 PM, B1036

Krzystzof Paczka, CMA, holder et seminar med tittelen: G-Lévy processes: Ito calculus, jumps diffusions and robust optimal control

Time and place: Nov. 20, 2012 2:15 PM - 3:15 PM, B1036

Nigel Cutland (Uni. York) holder et seminar med tittelen: An infinitesimal introduction to DEs driven by rough paths

Time and place: Nov. 13, 2012 2:15 PM - 3:15 PM, B1036

Steffen Sjursen, CMA, holder et seminar med tittelen: On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process

Time and place: Oct. 30, 2012 2:15 PM - 3:15 PM, B1036

Torstein Nilssen, CMA, holder et seminar med tittelen: Noise Prevents Singularities in Linear Transport Equations

Time and place: Oct. 16, 2012 2:15 PM - 3:15 PM, B1036

Rüdiger Kiesel,Uni. Essen/CMA, holder et seminar med tittelen: Model Risk for Energy Markets

Time and place: Oct. 9, 2012 3:15 PM - 4:15 PM, B1036

Andre Suess, Uni. Barcelona, holder et seminar med tittelen: Integration theory for infinite dimensional processes

Time and place: Oct. 9, 2012 2:15 PM - 3:15 PM, B1036

Nils Detering, Frankfurt School of Finance and Management, holder et seminar med tittelen: Measuring the model risk of contingent claims

Time and place: Sep. 25, 2012 2:15 PM - 3:15 PM, B1036

Atsushi Takeuchi, Uni. Osaka City, holder et seminar med tittelen: Asymptotic behavior of densities for stochastic functional differential equations

Time and place: Sep. 11, 2012 2:15 PM - 3:15 PM, B1036

Jukka Lempa, EMMOS/CMA, holder et seminar med tittelen: Some Properties of Harmonic Functions for Diffusion Processes

Time and place: Aug. 28, 2012 2:15 PM - 3:15 PM, B1036

Atsushi Takeuchi (Uni. Osaka City) holder et seminar med tittelen: Positivity of Densities for Stochastic Differential Equations Driven by Gamma Processes

Time and place: June 13, 2012 2:15 PM - 3:15 PM, B1036

An Ta Thi Kieu, InnoStoch/CMA, holder et seminar med tittelen: Stochastic optimal control of forward–backward stochastic system under G–Lévy process

Time and place: June 6, 2012 2:15 PM - 3:15 PM, B1036

Wilson Charles, Uni. Dar Es Salaam, holder et seminar med tittelen: Application of stochastic differential equations to model dispersion of pollutants in shallow water

Time and place: May 16, 2012 2:15 PM - 3:15 PM, B1036

Paul Kruehner holder et seminar med tittelen: On a term structure approach for stock options

Time and place: May 9, 2012 2:15 PM - 3:15 PM, B1036

Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties

Time and place: May 2, 2012 2:15 PM - 3:15 PM, B1036

Imran Taib, CMA, holder et seminar med tittelen: Pricing of temperature index insurance