Visiting address
Niels Henrik Abels hus Moltke Moes vei 35 (map)0851 OSLO
Norway
David Ruiz Baños (Universitetet i Oslo) holder et seminar med tittelen: Computing Greeks without Derivatives
Oleg Reichmann (ETH Zurich) holder et seminar med tittelen: Time and space inhomogeneous models in option pricing
Professor G. Scandolo (University of Verona and Firenze) holder et seminar med tittelen: Assessing Financial Model Risk
Sara Ana Solanilla Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Prof. B. Rajeev (Indian Statistical Institute) holder et seminar med tittelen: Translation Invariant Diffusions
Nina Lange (Copenhagen Buisiness School) holder et seminar med tittelen: The correlation structure of exchange rates and commodity prices
Nils Detering (Frankfurt School of Finance & Management) holder et seminar med tittelen: Pricing & hedging asian-style options in energy
Asma Khedher (Technische Universität München) holder et seminar med tittelen: Stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion
CANCELLED: Almut Veraart (Imperial College) holder et seminar med tittelen: Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
Kristina R. Dahl (Universitetet i Oslo) holder et seminar med tittelen: Duality methods for pricing contingent claims under short selling constraints
Paul Krühner (Universitetet i Oslo) holder et seminar med tittelen: On infinite dimensional modelling in electricity finance
Sara Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forwards and spots in energy markets modelled by Lévy Semistationary Processes.
Marcus K. V. Eriksson (Universitetet i Oslo) holder et seminar med tittelen: A valuation model with minimal and maximal constraints for swing options.
Rama Cont (Imperial College) holder et seminar med tittelen: Functional Ito calculus and functional Kolmogorov equations
Donna Mary Salopek (Uni. South Wales) holder et seminar med tittelen: Stochastic Evolution Equations driven by Liouville Fractional Brownian motion
Benedykt Szozda (Uni. Aarhus) holder et seminar med tittelen: Anticipative extension of the Ito integral
Paul Kruehner, MAWREM/CMA, holder et seminar med tittelen: Subordination of Hilbert space valued Lévy processes
Salvador Ortiz-Latorre, EMMOS/CMA, holder et seminar med tittelen: A second order approximation of the continuous time filtering problem
Krzystzof Paczka, CMA, holder et seminar med tittelen: G-Lévy processes: Ito calculus, jumps diffusions and robust optimal control
Nigel Cutland (Uni. York) holder et seminar med tittelen: An infinitesimal introduction to DEs driven by rough paths
Steffen Sjursen, CMA, holder et seminar med tittelen: On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process
Torstein Nilssen, CMA, holder et seminar med tittelen: Noise Prevents Singularities in Linear Transport Equations
Rüdiger Kiesel,Uni. Essen/CMA, holder et seminar med tittelen: Model Risk for Energy Markets
Andre Suess, Uni. Barcelona, holder et seminar med tittelen: Integration theory for infinite dimensional processes