Events - Page 4

Time and place: Oct. 30, 2013 2:15 PM - 3:00 PM, B81

Professor Paul Ehling (BI Norwegian Business School): Asset Prices and Portfolio Choice with Learning from Experience

Time and place: Oct. 23, 2013 2:15 PM - 3:00 PM, B81

Paul Krühner (University of Oslo) holder et seminar med tittelen: On uniqueness of Markov processes described by a symbol.

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

Marcus Eriksson (Universitet i Oslo): Green certificates in the Nord Pool market

Time and place: Sep. 25, 2013 2:15 PM - 3:00 PM, B81

David Ruiz Baños (Universitetet i Oslo) holder et seminar med tittelen:  Computing Greeks without Derivatives

Time and place: Sep. 11, 2013 3:00 PM - 3:45 PM, B1036

Oleg Reichmann (ETH Zurich) holder et seminar med tittelen: Time and space inhomogeneous models in option pricing

Time and place: Sep. 11, 2013 2:15 AM - 3:00 AM, B1036

Professor G. Scandolo (University of Verona and Firenze) holder et seminar med tittelen: Assessing Financial Model Risk

Time and place: Sep. 4, 2013 2:15 PM - 3:00 PM, B1036

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

Time and place: June 7, 2013 11:15 AM - 12:00 PM, B1036

Prof. B. Rajeev (Indian Statistical Institute) holder et seminar med tittelen: Translation Invariant Diffusions

Time and place: May 29, 2013 2:15 PM - 3:00 PM, B1036

Nina Lange (Copenhagen Buisiness School) holder et seminar med tittelen: The correlation structure of exchange rates and commodity prices

Time and place: May 15, 2013 2:00 PM - 3:00 PM, B1036

Nils Detering (Frankfurt School of Finance & Management) holder et seminar med tittelen: Pricing & hedging asian-style options in energy

Time and place: Apr. 17, 2013 2:15 PM - 3:00 PM, B1036

Asma Khedher (Technische Universität München) holder et seminar med tittelen: Stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion

Time and place: Apr. 10, 2013 2:15 PM - 3:00 PM, B1036

CANCELLED: Almut Veraart (Imperial College) holder et seminar med tittelen: Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes

Time and place: Apr. 3, 2013 2:15 PM - 3:00 PM, B1036

Kristina R. Dahl (Universitetet i Oslo) holder et seminar med tittelen: Duality methods for pricing contingent claims under short selling constraints

Time and place: Mar. 13, 2013 2:00 PM - 3:00 PM, B1036

Paul Krühner (Universitetet i Oslo) holder et seminar med tittelen: On infinite dimensional modelling in electricity finance

Time and place: Feb. 27, 2013 2:15 PM - 3:00 PM, B1036

Sara Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forwards and spots in energy markets modelled by Lévy Semistationary Processes.

Time and place: Feb. 13, 2013 2:15 PM - 3:00 PM, B1036

Marcus K. V. Eriksson (Universitetet i Oslo) holder et seminar med tittelen: A valuation model with minimal and maximal constraints for swing options.

Time and place: Jan. 30, 2013 2:15 PM - 4:15 PM, B1036

Rama Cont (Imperial College) holder et seminar med tittelen: Functional Ito calculus and functional Kolmogorov equations

Time and place: Jan. 25, 2013 10:15 AM - 12:00 PM, B1036

Donna Mary Salopek (Uni. South Wales) holder et seminar med tittelen: Stochastic Evolution Equations driven by Liouville Fractional Brownian motion

Time and place: Jan. 23, 2013 2:15 PM - 3:15 PM, B1036

Benedykt Szozda (Uni. Aarhus) holder et seminar med tittelen: Anticipative extension of the Ito integral

Time and place: Jan. 15, 2013 2:15 PM - 3:15 PM, B1036

Paul Kruehner, MAWREM/CMA, holder et seminar med tittelen: Subordination of Hilbert space valued Lévy processes

Time and place: Dec. 11, 2012 2:15 PM - 3:15 PM, B1036

Salvador Ortiz-Latorre, EMMOS/CMA, holder et seminar med tittelen: A second order approximation of the continuous time filtering problem

Time and place: Nov. 27, 2012 2:15 PM - 3:15 PM, B1036

Krzystzof Paczka, CMA, holder et seminar med tittelen: G-Lévy processes: Ito calculus, jumps diffusions and robust optimal control

Time and place: Nov. 20, 2012 2:15 PM - 3:15 PM, B1036

Nigel Cutland (Uni. York) holder et seminar med tittelen: An infinitesimal introduction to DEs driven by rough paths

Time and place: Nov. 13, 2012 2:15 PM - 3:15 PM, B1036

Steffen Sjursen, CMA, holder et seminar med tittelen: On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process

Time and place: Oct. 30, 2012 2:15 PM - 3:15 PM, B1036

Torstein Nilssen, CMA, holder et seminar med tittelen: Noise Prevents Singularities in Linear Transport Equations