Visiting addressNiels Henrik Abels hus Moltke Moes vei 35 (map)
And here we go again... with the beginning of the new year, we sparkle the kick-off of 2020 with a one-day workshop where all PhD students in Stochastics and Risk have the opportunity to present their work.
In addition we shall have two talks held by our international guests Prof. Yuliya Mishura and Prof. Kostia Ralchenko from Taras Shevchenko National University of Kyiv.
You are welcome to a two days workshop on Algebraic and Analytic Perspectives in Rough Paths and Signatures.
Professor Carlo Sala at ESADE, Sant Cugat, Spain, holds a series of three lectures on The information content of option prices and its use in finance.
You are cordially invited to an afternoon of three seminar talks on recent topics in stochastic analysis in high dimensions. The talks take place at the Wolfgang Pauli Institute in Vienna, Austria (https://www.wpi.ac.at).
The purpose of the conference is to bring together leading researchers and students in stochastic analysis and applications, to discuss new results and research challenges, with emphasis on stochastic analysis, stochastic control and information, random fields, and applications to risk models in finance, biology, insurance and physics.
Dr. Asma Khedher from University of Amsterdam will give a lecture with the following title:
Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces
Professor Emanuela Rosazza-Gianin from University of Milano Bicocca will give a lecture with the following title
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Professor Habib Ouerdiane from University of Tunis El Manar, Tunisia, will give a minicourse in three lectures with the following title:
Stochastic and Infinite Dimensional Analysis