New Face : Mari Dahl Eggen
Start date : 01.04.2020
Section : Risiko og stokastikk
I am a former student at UiO where I completed a Bachelor of Classical Physics and a Master of Mathematical Finance. My master thesis was called “The LIBOR Forward Rate in a HJM-Lévy Framework”, where I derived a general stochastic model for LIBOR forward rates under supervision of Professor Fred Espen Benth.
I am going to start in a PhD position that is a collaboration between the Department of Mathematics, UiO, and the independent research foundation NORSAR. The main purpose of the PhD project is to analyse infrasound and seismic datasets using classical stochastic process theory, as well as using machine learning approaches.
Kristina Rognlien Dahl, UiO. Peter Naesholm, NORSAR. Steffen Mæland, NORSAR