Kristina Rognlien Dahl

Associate Professor Tenure Track
Image of Kristina Rognlien Dahl
Norwegian version of this page
Phone +47 -22854183
Room 1034
Username
Visiting address Niels Henrik Abels hus Moltke Moes vei 35 0851 OSLO
Postal address Postboks 1053 Blindern 0316 Oslo

Research interests:

Stochastic analysis. Risk. Reliability analysis. Mathematical finance. Duality methods. Optimization. Stochastic optimal control theory.

Teaching:

STK3405/4405 - Introduction to risk and reliability analysis.

MAT2000 - Project in mathematics.

MAT1110 - Calculus and linear algebra.

MAT1100 - Calculus.

Various communication of mathematics: Girls and Mathematics, Mathematics and Economics, Women in Science: Stochastic analysis, How to Ph.Be, EKKO Abels Tower - Norwegian broadcasting radio show.

Background:

PhD, stochastic analysis (2016): "Information and Memory in Stochastic Optimal Control".

Master, mathematics, UiO (2012): "Convex Duality and Mathematical Finance".

Bachelor, Mathematics and Economics (MAEC), UiO (2010).

Awards:

H.R.H. the King of Norway's gold medal for best PhD thesis 2016.

The Norwegian Computing Center's prize for best master thesis of 2012.

 

 

Tags: Mathematics, Stochastic analysis and finance and insurance and risk

Publications

  • Dahl, Kristina Rognlien & Huseby, Arne (2018). Buffered environmental contours, In Stein Haugen; Anne Barros; Coen van Gulijk; Trond Kongsvik & Jan Erik Vinnem (ed.),  Safety and Reliability - Safe Societies in a Changing World.  Taylor & Francis.  ISBN 978-1-351-17466-4.  281.  s 2285 - 2292 Show summary
  • Dahl, Kristina Rognlien (2017). A convex duality approach for pricing contingent claims under partial information and short selling constraints. Stochastic Analysis and Applications.  ISSN 0736-2994.  35(2), s 317- 333 . doi: 10.1080/07362994.2016.1255147 Full text in Research Archive.

View all works in Cristin

  • Dahl, Kristina Rognlien (2018). Buffered environmental contours.
  • Dahl, Kristina Rognlien (2018). Godt og blandet: Matematikk, økonomi og stokastisk analyse.
  • Dahl, Kristina Rognlien (2018). Hva kan du bli etter MAEC og MAMI?.
  • Dahl, Kristina Rognlien (2018, 15. mai). Kvinner i matematikk: 16 matematikere, 16 portretter. Fotoutstilling med intervju ved Realfagsbiblioteket, UiO.. [Fagblad].  Realfagsbiblioteket, UiO.
  • Dahl, Kristina Rognlien (2017, 30. desember). Intervju med nrk.no i forbindelse med uvanlig lavt antall flyulykker i 2017.. [Internett].  nrk.no.
  • Dahl, Kristina Rognlien (2017). Management of a hydropower system via convex duality.
  • Dahl, Kristina Rognlien (2017). Matematikk og økonomi (MAEC).
  • Dahl, Kristina Rognlien (2017). Reklamefilm for bachelorprogrammet i Matematikk og økonomi ved UiO.

View all works in Cristin

Published Aug. 15, 2012 8:47 AM - Last modified Aug. 28, 2018 11:55 AM

Projects

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