## Visiting address

Niels Henrik Abels husMoltke Moes vei 35 (map)

0851 OSLO

Norway

Time and place:
Feb. 28, 2018 9:30 AM–11:00 AM,
Ullevål Stadion: End of the Line

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:
Feb. 27, 2018 9:30 AM–11:00 AM,
Ullevål Stadion: Hurricane

Time and place:
Nov. 8, 2017 12:00 PM–Nov. 9, 2017 1:00 PM,
Seminar room: "Desolation Row" (3rd floor) on November 8 and "Gates of Eden" (2nd floor) on November 9, Matematisk Institutt, Sognsveien 77B, Ullevål Stadion

Welcome to the second FINEWSTOCH Networkshop. The workshop will bring together leading researchers in stochastics and probability theory to discuss recent developments with a particular focus on finance, insurance, energy and weather.

Time and place:
Oct. 11, 2017 1:15 PM–2:00 PM,
Seminar room: "Hurricane", Matematisk Institutt, Ullevål stadion (Sognsveien 77 B, 2nd floor)

Eric Schaanning (Norges Bank) gives a lecture with the title: Interbank contagion and systemic risk: How robust are estimates?

Time and place:
Sep. 6, 2017 1:15 PM–2:00 PM,
Meeting room End of the Line, Ullevål stadion (Sognsveien 77 B, second floor)

Time and place:
June 9, 2017 9:15 AM–1:00 PM,
Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Time and place:
June 8, 2017 2:15 PM–4:00 PM,
Niels Henrik Abels hus, room 126

Time and place:
June 7, 2017 2:15 PM–4:00 PM,
Niels Henrik Abels hus, room 126

Time and place:
June 7, 2017 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room 1036

Yaozhong Hu (University of Kansas) gives a lecture with the title: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.

Time and place:
May 31, 2017 1:15 PM–3:00 PM,
Niels Henrik Abels hus, room 107

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Time and place:
May 29, 2017 1:15 PM–3:00 PM,
Niels Henrik Abels hus, room 107

Time and place:
Apr. 27, 2017 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room 107

Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) gives a lecture with the title: The Hyperbolic Anderson Model with rough noise in space

Time and place:
Apr. 24, 2017 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room 801

Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

Time and place:
Apr. 3, 2017 2:15 PM–3:00 PM,
Niels Henrik Abels hus, room 801

Nacira Agram (University of Oslo) gives a lecture with the title: A Hida-Malliavin white noise calculus approach to optimal control

Time and place:
Apr. 3, 2017 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room 801

Roxana Dumitrescu (King’s College, London) gives a lecture with the title: Game options in an imperfect market with default

Time and place:
Mar. 27, 2017 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room 801

Paul Krühner (TU Wien) gives a lecture with the title: On the Brownian limit order book dynamics

Jocelyne Bion-Nadal: Feynman Kac formula for differential operators with path-dependent coefficients

Time and place:
Mar. 21, 2017 2:15 PM–3:00 PM,
Niels Henrik Abels hus, room UE26

Jocelyne Bion-Nadal (Ecole Polytechnique) gives a lecture with the title: Feynman Kac formula for differential operators with path-dependent coefficients

Time and place:
Mar. 21, 2017 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room UE26

Florentina Paraschiv (Norges teknisk-naturvitenskapelige universitet) gives a lecture with the title: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

Time and place:
Mar. 10, 2017 11:15 AM–12:00 PM,
Niels Henrik Abels hus, room UE32

Youssef Ouknine (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal stopping with f-expectations: the irregular case.

Time and place:
Mar. 10, 2017 10:15 AM–11:00 AM,
Niels Henrik Abels hus, room UE32

Khalifa Essebaly (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal rates for parameter estimation of stationary Gaussian processes.

Time and place:
Feb. 6, 2017 1:15 PM–2:00 PM,
Niels HenrikAbels hus, room 801

Erik Bølviken (University of Oslo) gives a lecture with the title: Where models meet reality - The Solvency II regulation of European insurance

Time and place:
Dec. 12, 2016 1:15 PM–2:00 PM,
Niels Henrik Abels hus, room 1036

Rodwell Kufakunesu (University of Pretoria, South Africa) gives a lecture with the title: Pricing and hedging quanto commodity options.

Time and place:
Dec. 12, 2016 12:15 PM–1:00 PM,
Niels Henrik Abels hus, room 1036

Nacira Agram (University of Oslo) gives a lecture with the title: Model Uncertainty Stochastic Mean-Field Control.

Time and place:
Nov. 16, 2016 10:15 AM–11:00 AM,
Niels Henrik Abels hus, room 1036

Kristina Rognlien Dahl (University of Oslo) is giving her inaugural lecture with the title: Stochastic analysis meets risk and reliability theory.

Time and place:
Nov. 14, 2016 2:00 PM–2:45 PM,
Niels Henrik Abels hus, room 637

Olivier Menoukeu Pamen (African Institute for Mathematical Sciences, Ghana and University of Liverpool) gives a lecture with the title: Strong Rate of Convergence for the Euler-Maruyama Approximation of SDEs with Irregular Drift Coefficients.