Arrangementer - Side 4

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

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.

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

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

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

Prof. Dr. Stefan Ankirchner (University of Bonn) holder et seminar med tittelen: The Skorokhod embedding problem for homogeneous diffusions and applications to stopping contests

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

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

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

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.

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

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

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

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

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

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

Sara Ana Solanilla Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes

Prof. B. Rajeev (Indian Statistical Institute) holder et seminar med tittelen: Translation Invariant Diffusions

Nina Lange (Copenhagen Buisiness School) holder et seminar med tittelen: The correlation structure of exchange rates and commodity prices

Nils Detering (Frankfurt School of Finance & Management) holder et seminar med tittelen: Pricing & hedging asian-style options in energy

Asma Khedher (Technische Universität München) holder et seminar med tittelen: Stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion

CANCELLED: Almut Veraart (Imperial College) holder et seminar med tittelen: Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes

Kristina R. Dahl (Universitetet i Oslo) holder et seminar med tittelen: Duality methods for pricing contingent claims under short selling constraints

Paul Krühner (Universitetet i Oslo) holder et seminar med tittelen: On infinite dimensional modelling in electricity finance