FINEWSTOCH Networkshop II

Welcome to the second FINEWSTOCH Networkshop. The workshop will bring together leading researchers in stochastics and probability theory to discuss recent developments with a particular focus on finance, insurance, energy and weather. 

The FINEWSTOCH Networkshop II will consist of several invited talks, starting with a lunch on Wednesday November 8, 2017. We end the Networkshop with a lunch on Thursday November 9. Participation is free of charge, but registration is mandatory.
Invited speakers:

  • Nacira Agram (University of Oslo, Norway)

Title of the talk: Mean-field BSDEs and their applications

  • Bernardo D'Auria (Universidad Carlos III Madrid, Spain)

Title of the talk: Optimal strategies with inside information on the stochastic interest rates

  • Fabian Andsem Harang (University of Oslo, Norway)

Title of the talk: Girsanov theorem for multifractional processes

  • Tore Selland Kleppe (University of Stavanger, Norway)

Title of the talk: Stochastic volatility and jumps in commodity market futures term structures

  • Annika Lang (Chalmers University of Technology, Sweden)

Title of the talk: Random field simulation: bridging stochastic processes and their applications

  • Frank Norbert Proske (University of Oslo, Norway)

Title of the talk: Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise

  • Kerem Ugurlu (University of Washington, USA)

Title of the talk: Robust Merton problem with nondominated priors

  • Yinzhi Wang (University of Oslo, Norway)

Title of the talk: Model selection methods for non-life insurance claim severity distributions

Abstracts

Program

Registration

Please register by sending an email to Salvador Ortiz-Latorre (salvadoo "at" math.uio.no) before November 1, 2017. Note that you must be registered to participate. A confirmation email will be sent to those registered. There is a limited number of seats. There is no registration fee.

 

 

Published Sep. 15, 2017 1:46 PM - Last modified Nov. 7, 2017 2:45 PM