English version of this page

Arrangementer

Tid og sted: , Gates of Eden, Ullevål stadion (Sognsveien 77 B, 2nd floor)

Yuliia Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Fractional Cox-Ingersoll-Ross process and its applications to financial markets.

Tid og sted: , Gates of Eden

Emanuela Rosazza (University of Milano Bicocca)  gives a lecture with a title: Time-consistency of risk measures: how strong is such a property?

Tid og sted: , Ullevål Stadion: Desolation Row

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Tid og sted: , Gates of Eden
Shiqi Song (University Evry Val Essonne) gives the lecture with a title: Multi-dimensional BSDEs whose terminal values are bounded and have bounded Malliavin derivatives
Tid og sted: , Ullevål Stadion: Gates of Eden

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Tid og sted: , Ullevål Stadion: End of the Line

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Tid og sted: , Ullevål Stadion: Hurricane

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Eric Schaanning (Norges Bank) gives a lecture with the title: Interbank contagion and systemic risk: How robust are estimates?

Tid og sted: , Meeting room End of the Line, Ullevål stadion (Sognsveien 77 B, second floor)

Nils Detering (University of California, Santa Barbara) gives a lecture with the title: Managing Default Contagion in Inhomogeneous Financial Networks

Tid og sted: , Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Tid og sted: , Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Tid og sted: , Niels Henrik Abels hus, room 126

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Tid og sted: , Niels Henrik Abels hus, room 1036

Yaozhong Hu (University of Kansas) gives a lecture with the title: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.

Tid og sted: , Niels Henrik Abels hus, room 107

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Tid og sted: , Niels Henrik Abels hus, room 107

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Tid og sted: , Niels Henrik Abels hus, room 107

Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) gives a lecture with the title: The Hyperbolic Anderson Model with rough noise in space

Tid og sted: , Niels Henrik Abels hus, room 801

Nacira Agram (University of Oslo) gives a lecture with the title: A Hida-Malliavin white noise calculus approach to optimal control

Tid og sted: , Niels Henrik Abels hus, room 801

Roxana Dumitrescu (King’s College, London) gives a lecture with the title: Game options in an imperfect market with default

Tid og sted: , Niels Henrik Abels hus, room 801

Paul Krühner (TU Wien) gives a lecture with the title: On the Brownian limit order book dynamics

Tid og sted: , Niels Henrik Abels hus, room UE26

Florentina Paraschiv (Norges teknisk-naturvitenskapelige universitet) gives a lecture with the title: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

Tid og sted: , Niels Henrik Abels hus, room UE32

Youssef Ouknine (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal stopping with f-expectations: the irregular case.

Tid og sted: , Niels Henrik Abels hus, room UE32

Khalifa Essebaly (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal rates for parameter estimation of stationary Gaussian processes.

Tid og sted: , Niels HenrikAbels hus, room 801

Erik Bølviken (University of Oslo) gives a lecture with the title: Where models meet reality - The Solvency II regulation of  European insurance

Tid og sted: , Niels Henrik Abels hus, room 1036

Nacira Agram (University of Oslo) gives a lecture with the title: Model Uncertainty Stochastic Mean-Field Control.

Tid og sted: , Niels Henrik Abels hus, room 1036

Kristina Rognlien Dahl (University of Oslo) is giving her inaugural lecture with the title: Stochastic analysis meets risk and reliability theory.