Seminars

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Time and place: Nov. 18, 2019 12:00 PM1:00 PM, Niels Henrik Abels Hus, Room 1120

Prof. Christa Cuchiero from the Vienna University of Economics and Business will give a Seminar Lecture.

Time and place: Nov. 4, 2019 9:00 AMNov. 6, 2019 10:00 AM, Niels Henrik Abels Hus, Room 1020

Dr. Alexey Rudenko from the National Academy of Sciences of Ukraine will give a Series of three Lectures.

Time and place: Oct. 24, 2019 10:15 AM11:00 AM, Niels Henrik Abels Hus, Room 723

Prof. Paul Ehling from the Norwegian Business School will give a Seminar Lecture.

Time and place: Sep. 16, 2019 10:00 AM11:00 AM, Niels Henrik Abels Hus: Room 1120

Prof. Rüdiger Kiesel from the University of Duisburg-Essen will give a Seminar Lecture with the Title: "Carbon Risks on Financial Markets"

Time and place: Sep. 3, 2019 1:15 PM2:00 PM, Niels Henrik Abels hus: Undervisningsrom 1120

Prof. Andrey Pilipenko from The National Academy of Sciences of Ukraine will give a seminar lecture with the title:

On Exponential Stability of SDEs with Discontinuous Drift

 

Time and place: Aug. 19, 2019 10:15 AM12:00 PM, Niels Henrik Abels hus: Undervisningsrom 1119

Monday 19 August 2019 Mohamed MNIF from the Ecole Polytechnique de Tunisie and Yaozhong HU from the University of Alberta will give two seminar lectures at the section of Stochastic analysis, Finance and risks. Titles and Abstracts below.

Time and place: June 19, 2019 10:15 AM12:00 PM, Room 1020 NHA

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Time and place: June 14, 2019 10:15 AM12:00 PM, Room 1020 NHA

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Time and place: June 12, 2019 10:15 AM11:00 AM, Room 1020 in NHA Building

Professor Boulakhras Gherbal from the University of Biskra, Algeria will give a seminar lecture with the following title:

“Existence of optimal solutions for a stochastic control problems for systems of mean-field FBSDEs”

Time and place: June 11, 2019 1:15 PM3:00 PM, Room 1020 NHA

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Time and place: June 5, 2019 1:15 PM3:00 PM, Room 1020 NHA

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Abstract below.

Time and place: June 3, 2019 11:00 AM12:00 PM, ROOM 1120, Niels Henrik Abels

Dr. Asma Khedher from University of Amsterdam will give a seminar lecture with the title:

Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces. 

Time and place: May 29, 2019 9:00 AM4:00 PM, Niels Henrik Abels hus, Abels utsikt

Once again this year, Phd's and Postdoc's from Stochastic Analysis, finance, insurance and risk section of the Mathematics institute, will gather together to share, their latest research.

This year's invited speaker will be Prof. Dr. Nicolas Perkowski, who will give a lecture on the topic: "A martingale approach to generalized stochastic Burgers equations".

Below you may find the abstract of his talk as well as the seminar program.

Time and place: May 28, 2019 1:15 PM2:00 PM, 1020

Professor Mogens Steffensen, Copenhagen University

Time and place: May 9, 2019 1:00 PM3:00 PM, Lounge 10th floor

On the occasion of his new tenure track associate professor-position, David Banos will present a lecture on

"Modelling and Estimation of Stochastic Transition Rates in Life Insurance"

There will be served cakes and coffee!

Time and place: May 9, 2019 11:15 AM12:00 PM, Niels Henrik Abels hus, ROOM 1120

Professor Emanuela Rosazza-Gianin from 

University Milano Bicocca, Italy

is giving a lecture with the following title

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures

Time and place: Apr. 29, 2019 10:15 AM12:00 PM, Niels Henrik Abels hus, ROOM 1120

Professor Habib Ouerdiane from the 

Department of Mathematics, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunisia

is giving a minicourse in three lectures with the following title: 

Stochastic and Infinite Dimensional Analysis

Time and place: Jan. 22, 2019 10:15 AM12:00 PM, Niels Henrik Abels hus: Undervisningsrom 1119

Professor O.I. Klesov from National Technical University of Ukraine "Igor Sikorsky Kyiv Politechnic Institute" will give a mini-course on the following topic:

 

We discuss the notion of regularly varying functions  and some applications in probability theory. Some of the topics to be discussed are in order. Note however that not all topics will be discussed in full detail. The final choice of topics will depend on the time available.

Time and place: Oct. 22, 2018 2:15 PM3:00 PM, Niels Henrik Abels building, Room 1000, 10th floor

Professor Andrey Pilipenko from the Kiev Polytechnic Institute will give a talk with title "On perturbations of ordinary differential equations with non-Lipschitz coefficients by a small-noise".

Time and place: June 6, 2018 9:15 AM4:30 PM, Hotel Bristol

A seminar in the honour of Erik Bølviken at his 70’th birthday.

Time and place: May 30, 2018 11:00 AM11:30 AM, Gates of Eden, Ullevål stadion (Sognsveien 77 B, 2nd floor)

Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Maximum likelihood estimation for drift parameter of Gaussian process.

Time and place: May 30, 2018 10:30 AM11:00 AM, Gates of Eden, Ullevål stadion (Sognsveien 77 B, 2nd floor)

Yuliia Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Fractional Cox-Ingersoll-Ross process and its applications to financial markets.

Time and place: Mar. 6, 2018 8:45 AM9:15 AM, Gates of Eden

Emanuela Rosazza (University of Milano Bicocca)  gives a lecture with a title: Time-consistency of risk measures: how strong is such a property?

Time and place: Mar. 2, 2018 10:00 AM11:30 AM, Ullevål Stadion: Desolation Row

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Time and place: Mar. 1, 2018 10:15 AM11:00 AM, Gates of Eden
Shiqi Song (University Evry Val Essonne) gives the lecture with a title: Multi-dimensional BSDEs whose terminal values are bounded and have bounded Malliavin derivatives