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Time and place: July 4, 2017 8:45 AM - July 6, 2017 4:00 PM, Wolfgang Pauli Institute, Vienna

On 4-6 July 2017, the second conference on the mathematics of energy markets will take place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI. 

We welcome participants from academia and industry to take part in this event.  

A pre-conference intensive course will be organized on Monday July 3. The course leader will be Professor Almut Veraart, who will give a course on Ambit stochastics with applications to commodity markets. See here for more details on the intensive course.

 

Time and place: Sep. 13, 2016 9:15 AM - Sep. 16, 2016 11:00 AM, Seminar room 1133

Francesca Biagini, professor in mathematical finance from Ludwig-Maximillian University of Munich, will give an intensive course from Tuesday Sept 13 to Friday Sept 16.

Time and place: Sep. 5, 2016 1:00 PM - Sep. 7, 2016 4:00 PM, Meeting room 12th Floor NHA hus

On 5-7 September the first STORE PHD Gathering will take place, with two intensive courses. The first is on the new class of stochastic processes called Trawl processes and instructed by Almut Veraart from Imperial College London, UK. The second is led by Rudiger Kiesel from University of Duisburg-Essen, Germany, and focuses on intra-day trading of electricity. 

Time and place: July 5, 2016 8:30 AM - July 7, 2016 6:00 PM, Wolfgang Pauli Institute, Vienna

On 5-7 July 2016, there will be a conference on the mathematics of energy markets organized at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI. 

We welcome participants from academia and industry to take part in this event.  

A pre-conference intensive course on stochastic modelling of energy markets will be organized on Monday July 4. The course leader will be Professor Fred Espen Benth. Click here to get more information about the intensive course.

Time and place: July 4, 2016 9:00 AM - 4:00 PM, Wolfgang Pauli Institute, Vienna

By participating in this intensive course, you will learn about recent developments in the modelling of the random dynamics of forward and futures prices in energy (and commodity) markets. A general theoretical framework for stochastic processes with values in function space is developed, and applied to the particular situation of forward price modelling, yielding a class of space-time random fields.

The course requires a knowledge in stochastic analysis.