FINEWSTOCH Networkshop II
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.
The FINEWSTOCH Networkshop II will consist of several invited talks, starting with a lunch on Wednesday November 8, 2017. We end the Networkshop with a lunch on Thursday November 9. Participation is free of charge, but registration is mandatory.
- Nacira Agram (University of Oslo, Norway)
Title of the talk: Mean-field BSDEs and their applications
- Bernardo D'Auria (Universidad Carlos III Madrid, Spain)
Title of the talk: Optimal strategies with inside information on the stochastic interest rates
- Fabian Andsem Harang (University of Oslo, Norway)
Title of the talk: Girsanov theorem for multifractional processes
- Tore Selland Kleppe (University of Stavanger, Norway)
Title of the talk: Stochastic volatility and jumps in commodity market futures term structures
- Annika Lang (Chalmers University of Technology, Sweden)
Title of the talk: Random field simulation: bridging stochastic processes and their applications
- Frank Norbert Proske (University of Oslo, Norway)
Title of the talk: Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise
- Yinzhi Wang (University of Oslo, Norway)
Title of the talk: Model selection methods for non-life insurance claim severity distributions
Please register by sending an email to Salvador Ortiz-Latorre (salvadoo "at" math.uio.no) before November 1, 2017. Note that you must be registered to participate. A confirmation email will be sent to those registered. There is a limited number of seats. There is no registration fee.