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Seminars - Page 3

Time and place: , Niels Henrik Abels hus, room 107

Christian Bender (Saarland University) gives a lecture with the title: Discretizing Malliavin calculus

Time and place: , Niels Henrik Abels hus, room 801

David Ruiz Baños (IMUB, University of Barcelona) gives a talk with the title: "On the regularity of densities of Itô-type processes via stochastic control"

Time and place: , Niels Henrik Abels hus, room 801

Salvador Ortiz-Latorre (University of Oslo) is giving his inaugural lecture with the title: High order weak approximation of SDEs

Time and place: , Niels Henrik Abels hus, room 801

Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a talk with the title: A generalisation of the fractional Brownian field based on non-Euclidean norms

Time and place: , Niels Henrik Abels hus, room 801

Yuliya Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: What can happen between two self-similarities?

Time and place: , Niels Henrik Abels hus, room 1036

Paul Krühner (TU Wien) gives a lecture with the title: Time change equations for Lévy type processes

Time and place: , Niels Henrik Abels hus, room 108

Torstein Kastberg Nilssen (University of Oslo) holds a lecture with the title: Rough path transport equation with discontinuous drift.

Time and place: , Niels Henrik Abels hus, room 108

David Ruiz Baños gives a talk with the title: "Optimal bounds and Hölder continuous densities of solutions of SDEs with measurable and path-dependent drift coefficients"

Time and place: , Niels Henrik Abels hus, room 108

Ingrid Hobæk Haff is giving her inaugural lecture with the title: Parameter estimation for pair-copula constructions.

Time and place: , 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: , 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: , 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: , 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: , 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: , 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: , B1036

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

Time and place: , B1036

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

Time and place: , B1036

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

Time and place: , 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: , 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: , B81

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

Time and place: , 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: , 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: , B1036

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

Time and place: , 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