Fred Espen Benth

Professor - Risk and Stochastics
Image of Fred Espen Benth
Norwegian version of this page
Phone +47 22855892
Mobile phone +47 99262384
Room 1012
Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo

Research interests

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.




Tags: Mathematics, Energy, Stochastic analysis and finance and insurance and risk
Published Nov. 30, 2010 11:20 PM - Last modified Aug. 14, 2020 12:32 PM