Events - Page 5

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