Seminarer

Tidligere

Tid og sted: 6. mars 2018 08:45 - 09:15, Gates of Eden

Emanuela Rosazza (University of Milano Bicocca)  gives a lecture with a title: Time-consistency of risk measures: how strong is such a property?

Tid og sted: 6. mars 2018 08:30 - 17:30, Gates of Eden

Stochastic Analysis PhD students and Post Docs will be sharing their current projects. Professors and Supervisors are all invited to attend the event.

Tid og sted: 2. mars 2018 10:00 - 11:30, Ullevål Stadion: Desolation Row

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Tid og sted: 1. mars 2018 10:15 - 11:00, Gates of Eden
Shiqi Song (University Evry Val Essonne) gives the lecture with a title: Multi-dimensional BSDEs whose terminal values are bounded and have bounded Malliavin derivatives
Tid og sted: 1. mars 2018 09:30 - 10:15, Ullevål Stadion: Gates of Eden

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Tid og sted: 28. feb. 2018 09:30 - 11:00, Ullevål Stadion: End of the Line

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Tid og sted: 27. feb. 2018 09:30 - 11:00, Ullevål Stadion: Hurricane

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

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. 

Tid og sted: 11. okt. 2017 13:15 - 14:00, Seminar room: "Hurricane", Matematisk Institutt, Ullevål stadion (Sognsveien 77 B, 2nd floor)

Eric Schaanning (Norges Bank) gives a lecture with the title: Interbank contagion and systemic risk: How robust are estimates?

Tid og sted: 6. sep. 2017 13:15 - 14:00, Meeting room End of the Line, Ullevål stadion (Sognsveien 77 B, second floor)

Nils Detering (University of California, Santa Barbara) gives a lecture with the title: Managing Default Contagion in Inhomogeneous Financial Networks

Tid og sted: 9. juni 2017 09:15 - 13:00, Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Tid og sted: 8. juni 2017 14:15 - 16:00, Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Tid og sted: 7. juni 2017 14:15 - 16:00, Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Tid og sted: 7. juni 2017 13:15 - 14:00, Niels Henrik Abels hus, room 1036

Yaozhong Hu (University of Kansas) gives a lecture with the title: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.

Tid og sted: 31. mai 2017 13:15 - 15:00, Niels Henrik Abels hus, room 107

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Tid og sted: 29. mai 2017 13:15 - 15:00, Niels Henrik Abels hus, room 107

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Tid og sted: 27. apr. 2017 13:15 - 14:00, Niels Henrik Abels hus, room 107

Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) gives a lecture with the title: The Hyperbolic Anderson Model with rough noise in space

Tid og sted: 24. apr. 2017 13:15 - 14:00, Niels Henrik Abels hus, room 801

Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

Tid og sted: 3. apr. 2017 14:15 - 15:00, Niels Henrik Abels hus, room 801

Nacira Agram (University of Oslo) gives a lecture with the title: A Hida-Malliavin white noise calculus approach to optimal control

Tid og sted: 3. apr. 2017 13:15 - 14:00, Niels Henrik Abels hus, room 801

Roxana Dumitrescu (King’s College, London) gives a lecture with the title: Game options in an imperfect market with default

Tid og sted: 27. mars 2017 13:15 - 14:00, Niels Henrik Abels hus, room 801

Paul Krühner (TU Wien) gives a lecture with the title: On the Brownian limit order book dynamics

Tid og sted: 21. mars 2017 14:15 - 15:00, Niels Henrik Abels hus, room UE26

Jocelyne Bion-Nadal (Ecole Polytechnique) gives a lecture with the title: Feynman Kac formula for differential operators with path-dependent coefficients

Tid og sted: 21. mars 2017 13:15 - 14:00, Niels Henrik Abels hus, room UE26

Florentina Paraschiv (Norges teknisk-naturvitenskapelige universitet) gives a lecture with the title: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

Tid og sted: 10. mars 2017 11:15 - 12:00, Niels Henrik Abels hus, room UE32

Youssef Ouknine (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal stopping with f-expectations: the irregular case.

Tid og sted: 10. mars 2017 10:15 - 11:00, Niels Henrik Abels hus, room UE32

Khalifa Essebaly (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal rates for parameter estimation of stationary Gaussian processes.