Fred Espen Benth
Mathematical finance, with focus on insurance and markets for energy (electricity), weather and commodities. Questions around pricing of options, hedging and optimal portfolios are studied via stochastic analysis.
Complete list of my publications can be found here.
Higher education and employment history
Dr. scient (phd equivalent) in mathematics from University of Oslo in 1995. 3 years as researcher in statistics at the Norwegian Computing Center, and 2 years as post doc in mathematics (1 year at the universities of Aarhus and Oslo). Worked one year as associate professor at the University of Trondheim, Norway, before coming full professor in mathematical finance at the University of Oslo in 2002.