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Mathematics for Risk in Finance and Energy (2015/2016)

Organizers: René Aid (EdF), PF Marco Avellaneda (Courant), Rama Cont (Imperial College), PF Fred Espen Benth (U. Oslo), PF Valery Kholodnyi (Verbund), Walter Schachermayer (WPI c/o U. Wien), Josef Teichmann (ETH Zürich), OTPF Almut Veraart (ICL)

Events

Intensive Course on "Stochastic modelling of energy markets" (external website )

Location: OMP 1, Lecture Room 13, 2nd floor
Time: 4. Jul 2016 (Mon) - 4. Jul 2016 (Mon); Opening: 10:00
Organisation(s)
WPI
Organiser(s)
Fred Espen Benth (U. Oslo)

Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance"

Location: WPI, OMP 1, Seminar Room 08.135
Please note that the first two talks will take place at SkyLounge (12th floor)
Time: 4. Apr 2016 (Mon) - 6. Apr 2016 (Wed); Opening: 10:00
Organisation(s)
WPI
Organiser(s)
Christa Cuchiero (U. Wien)
Rama Cont (Imperial College London)
Walter Schachermayer (WPI c/o U. Wien)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows

Avellaneda, Marco 1. Jul 2015-30. Jun 2016 local address 
Benth, Fred 1. Jul 2015-30. Jun 2016 local address 
Kholodnyi, Valery 1. Jul 2015-30. Jun 2016 local address 

Olga Taussky Pauli Fellows

Veraart, Almut 1. Jul 2015-30. Jun 2016 local address 

Visitors

Acciaio, Beatrice 30. Mar 2016-16. Apr 2016 local address 
Ananova, Anna 3. Apr 2016-9. Apr 2016 local address 
Badikov, Sergey 3. Apr 2016-7. Apr 2016 local address 
Beiglboeck, Mathias LOCAL 4. Apr 2016-7. Apr 2016 local address 
Blacque-Florentin, Pierre 3. Apr 2016-7. Apr 2016 local address 
Cont, Rama 3. Apr 2016-7. Apr 2016 local address 
Cosso, Andrea 4. Apr 2016-6. Apr 2016 local address 
Cuchiero, Christa LOCAL 4. Apr 2016-7. Apr 2016 local address 
Davis, Mark 4. Apr 2016-7. Apr 2016 local address 
Kalinin, Alexander 3. Apr 2016-7. Apr 2016 local address 
Lu, Yi 3. Apr 2016-7. Apr 2016 local address 
Nutz, Marcel 3. Apr 2016-7. Apr 2016 local address 
Obloj, Jan 5. Apr 2016-6. Apr 2016 local address 
Perkowski, Nicolas 3. Apr 2016-5. Apr 2016 local address 
Prömel, David 3. Apr 2016-8. Apr 2016 local address 
Schachermayer, Walter LOCAL 4. Apr 2016-7. Apr 2016 local address 
Siorpaes, Pietro 3. Apr 2016-9. Apr 2016 local address 
Teichmann, Josef LOCAL 4. Apr 2016-7. Apr 2016 local address 
Vovk, Vladimir 3. Apr 2016-8. Apr 2016 local address 
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