Arrangementer - Side 4

Tid og sted: 15. apr. 2015 15:00, 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"

Tid og sted: 10. apr. 201511. apr. 2015, The Norwegian Academy of Sciences and Letters
Tid og sted: 15. sep. 201419. sep. 2014, The Norwegian Academy of Sciences and Letters

Welcome to the conference on Stochastics of Environmental and Financial Economics. The conference will bring together leading researchers in the fields of stochastic analysis and finance to discuss recent developments and challenges with an edge towards energy, environmental and financial markets.

The conference is organized by the Center of Advanced Studies (CAS), Stochastics of Environmental and Financial Economics. Scientific organizers: Fred Espen Benth and Giulia Di Nunno (UiO).

Tid og sted: 18. juni 2014 14:1515:00, B1036

Jocelyne Bion-Nadal (CNRS and Ecole Polytechnique) holder et seminar med tittelen: Martingale problem for integro-differential operators with path dependent coefficients

Tid og sted: 28. mai 2014 14:1515:00, B1036

Sara Ana Solanilla Blanco (University of Oslo) holder et seminar med tittelen: Approximation of the HDD and CDD temperature futures price dynamics

Tid og sted: 19. mai 2014 14:1515:00, B81

Professor Harry Zheng (Imperial College, London) holder et seminar med tittelen: Existence and Construction of Smooth Solutions to HJB Equations and Applications 

Tid og sted: 14. mai 2014 14:1515:00, B1036

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

Tid og sted: 23. apr. 2014 14:1515:00, B1036

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

Tid og sted: 2. apr. 2014 14:1515:00, B1036

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

Tid og sted: 19. mars 2014 14:1515:00, B1036

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Tid og sted: 4. mars 2014 09:155. mars 2014 16:00, 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.

Tid og sted: 26. feb. 2014 14:1515:00, B1036

Torstein Nilssen (Universitetet i Oslo) holder et seminar med tittelen: Malliavin differentiability for a class of SDE's in Hilbert spaces.

Tid og sted: 20. feb. 2014 14:1515:00, B81

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

Tid og sted: 5. feb. 2014 14:1515:00, 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

Tid og sted: 22. jan. 2014 14:1515:00, 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

Tid og sted: 15. jan. 2014 14:1515:00, B1036

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

Tid og sted: 4. des. 2013 14:1515:00, 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

Tid og sted: 27. nov. 2013 14:1515:00, B81

Jukka Lempa (Oslo and Akershus University college of applied sciences) holder et seminar med tittelen: Resolvent-techniques for multiple exercise problems

Tid og sted: 6. nov. 2013 14:1515:00, B81

Professor Madan L. Puri (Indiana University) holder et seminar med tittelen: Asymptotic Normality, Rates of Convergence, and Large Deviation Probabilities for a Broad Class of Statistics.

Tid og sted: 30. okt. 2013 14:1515:00, B81

Professor Paul Ehling (BI Norwegian Business School): Asset Prices and Portfolio Choice with Learning from Experience

Tid og sted: 23. okt. 2013 14:1515:00, B81

Paul Krühner (University of Oslo) holder et seminar med tittelen: On uniqueness of Markov processes described by a symbol.

Tid og sted: 2. okt. 2013 14:1515:00, B81

Marcus Eriksson (Universitet i Oslo): Green certificates in the Nord Pool market

Tid og sted: 25. sep. 2013 14:1515:00, B81

David Ruiz Baños (Universitetet i Oslo) holder et seminar med tittelen:  Computing Greeks without Derivatives

Tid og sted: 11. sep. 2013 15:0015:45, B1036

Oleg Reichmann (ETH Zurich) holder et seminar med tittelen: Time and space inhomogeneous models in option pricing

Tid og sted: 11. sep. 2013 02:1503:00, B1036

Professor G. Scandolo (University of Verona and Firenze) holder et seminar med tittelen: Assessing Financial Model Risk