Events - Page 3

Time and place: Sep. 3, 2015 2:15 PM - 3:00 PM, Niels Henrik Abels hus, room 935

Paul Krühner (TU Wien) holds a lecture with the title: Affine processes with compact state space and counter-examples for polynomial processes.

Time and place: Aug. 26, 2015 3:00 PM - 4:00 PM, Niels Henrik Abels hus, room 1036

Andrey Pilipenko (Ukrainian National Academy of Sciences) gives a lecture with the title: Limits of Markov processes with irregular behavior at a fixed point.

Time and place: Aug. 24, 2015 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 108

Tijana Levajkovic (University of Innsbruck) holds a lecture with the title: Chaos expansions for stochastic evolution equations.

Time and place: May 26, 2015 2:15 PM - 3:00 PM, Room U32 (Note: Floor -1), Niels Henrik Abel's Building

Stein Andreas Bethuelsen (Universiteit Leiden) gives a lecture with the title: Random walks in (dynamic) random environment

Time and place: Apr. 20, 2015 - Apr. 24, 2015, The Norwegian Academy of Sciences and Letters

Welcome to the SECOND conference on Stochastics of Environmental and Financial Economics. The conference will bring together leading researchers in the fields of stochastic analysis and finance to discuss recent developments and challenges with an edge towards energy, environmental and financial markets.

The conference is also a celebration of professor Bernt Øksendal's 70th anniversary. On Thursday April 23 the program of the conference will mark this big event with a selected list of speakers.

The conference is organized by the Center of Advanced Studies (CAS), Stochastics of Environmental and Financial Economics. Scientific organizers: Fred Espen Benth and Giulia Di Nunno (UiO)

Time and place: Apr. 16, 2015 2:00 PM - 3:00 PM, Niels Henrik Abels hus, room 1036

Prof. Dr. Alois Gisler (ETH Zurich, RiskLab Switzerland) holds a seminar with the title "On the Development of the Swiss Solvency Test"

Time and place: Apr. 15, 2015 3:00 PM, Sparebank 1

Prof. Dr. Alois Gisler (ETH Zurich, RiskLab Switzerland) holds a seminar with the title "The Reserve Risk of the Chain-Ladder Reserving Method from a New Perspective"

Time and place: Apr. 10, 2015 - Apr. 11, 2015, The Norwegian Academy of Sciences and Letters
Time and place: Sep. 15, 2014 - Sep. 19, 2014, The Norwegian Academy of Sciences and Letters

Welcome to the conference on Stochastics of Environmental and Financial Economics. The conference will bring together leading researchers in the fields of stochastic analysis and finance to discuss recent developments and challenges with an edge towards energy, environmental and financial markets.

The conference is organized by the Center of Advanced Studies (CAS), Stochastics of Environmental and Financial Economics. Scientific organizers: Fred Espen Benth and Giulia Di Nunno (UiO).

Time and place: June 18, 2014 2:15 PM - 3:00 PM, B1036

Jocelyne Bion-Nadal (CNRS and Ecole Polytechnique) holder et seminar med tittelen: Martingale problem for integro-differential operators with path dependent coefficients

Time and place: May 28, 2014 2:15 PM - 3:00 PM, B1036

Sara Ana Solanilla Blanco (University of Oslo) holder et seminar med tittelen: Approximation of the HDD and CDD temperature futures price dynamics

Time and place: May 19, 2014 2:15 PM - 3:00 PM, B81

Professor Harry Zheng (Imperial College, London) holder et seminar med tittelen: Existence and Construction of Smooth Solutions to HJB Equations and Applications 

Time and place: May 14, 2014 2:15 PM - 3:00 PM, B1036

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Density convergence for some nonlinear Gaussian stationary sequences

Time and place: Apr. 23, 2014 2:15 PM - 3:00 PM, B1036

Paul Krühner (UiO) holder et seminar med tittelen: Optimal bounds for SDE's with measurable drift coefficient

Time and place: Apr. 2, 2014 2:15 PM - 3:00 PM, B1036

Dr. Alexander Schnurr (TU Dortmund) holder et seminar med tittelen: A Canonical Way to Derive Properties of Lévy-Type Processes

Time and place: Mar. 19, 2014 2:15 PM - 3:00 PM, B1036

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Time and place: Mar. 4, 2014 9:15 AM - Mar. 5, 2014 4:00 PM, Nils Henrik Abel's hus

Risk measures are set to quantify in terms of assets/money the amount of financial risk associated to a certain financial position. The purposes for such evaluations are many and interesting both from the investors perspectives and regulators. As example, these evaluations are important to quantify the amount of reserve that financial institutions, such as banks or insurance companies, have to set aside as hedging guarantee. In the recent years large attention is given towards convex and coherent risk measures.

A series of 10 lectures will be held by Prof. Giacomo Scandolo, Department of Mathematics, University of Verona (Italy), visiting scholar at our department.

The course is suggested to Master and PhD students in the area of Stochastic Analysis, Insurance, and Risk as well as practitioners in the area.

Time and place: Feb. 26, 2014 2:15 PM - 3:00 PM, B1036

Torstein Nilssen (Universitetet i Oslo) holder et seminar med tittelen: Malliavin differentiability for a class of SDE's in Hilbert spaces.

Time and place: Feb. 20, 2014 2:15 PM - 3:00 PM, B81

Professor B. Rajeev (India Statistical Institute, Bangalore) holder et seminar med tittelen: The Monotonicity Inequality on Hermite-Sobolev spaces.

Time and place: Feb. 5, 2014 2:15 PM - 3:00 PM, B1036

David Ruiz Baños (University of Oslo) holder et seminar med tittelen: On the regularity of densities of SDE's. A classical solution to the stochastic transport equation

Time and place: Jan. 22, 2014 2:15 PM - 3:00 PM, B1036

Prof. Dr. Stefan Ankirchner (University of Bonn) holder et seminar med tittelen: The Skorokhod embedding problem for homogeneous diffusions and applications to stopping contests

Time and place: Jan. 15, 2014 2:15 PM - 3:00 PM, B1036

Hanna Zdanowicz (Univeritetet i Oslo) holder et seminar med tittelen: Pricing of energy spread options by Fourier transform

Time and place: Dec. 4, 2013 2:15 PM - 3:00 PM, B82

Dr. Benjamin Holcblat (BI Norwegian Business School) holder et seminar med tittelen: A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing

Time and place: Nov. 27, 2013 2:15 PM - 3:00 PM, B81

Jukka Lempa (Oslo and Akershus University college of applied sciences) holder et seminar med tittelen: Resolvent-techniques for multiple exercise problems

Time and place: Nov. 6, 2013 2:15 PM - 3:00 PM, B81

Professor Madan L. Puri (Indiana University) holder et seminar med tittelen: Asymptotic Normality, Rates of Convergence, and Large Deviation Probabilities for a Broad Class of Statistics.