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Financial Engineering for Energy Asset Management and hedging in commodity markets (2011, Prolongation from 2010)

Organizers: PF. Fred Benth (U. Oslo), PF. Valery Kholodny (Verbund Wien), Peter Laurence (U. Roma), Walter Schachermayer (U. Wien)

The official web pages for this special year can be accessed from the following mirrors:

mirror 1


Events

Mini-course on "Fourier methods in mathematical finance with applications to Energy and Commodity markets" (external website )

Location: WPI Seminar room C 714
Time: 16. Jan 2012 (Mon) - 17. Jan 2012 (Tue)
Topics:
16 Jan: 10:00-12:30, 14:00-16:00
Eberlein will present the general mathematical underpinnings

17 Jan: 10:00-12:30, 14:00-16:00
Benth will give applications to Energy and Commodity Markets
Organisation(s)
WPI
Organiser(s)
Peter Laurence (U. Roma)
Fred Benth (U. Oslo)
Valery Kholodny (Verbund, Wien)
Speaker:
Ernst Eberlein (U. Freiburg)
Fred Benth (U. Oslo)

Workshop "Advanced Modeling of the Energy Spots, Forwards, Swaps and Options in the Unified Framework of the Non-Markovian Approach"

Location: WPI Seminar room C 714
Time: 24. Oct 2011 (Mon) - 25. Oct 2011 (Tue); Opening: 10:00
Topics:
24 Oct: 10:00- 12:00 , 14:00 - 17:00
25 Oct: 10:00- 12:00 , 14:00 - 17:00
Organisation(s)
WPI
Organiser(s)
Valery Kholodny (Verbund, Wien)
Speaker: Valery Kholodny
Remark: Click here for further information

Workshop "Investment Decision in Power Markets: Problems and Methods" (external website )

Location: WPI Seminar Room C 714
Time: 12. Sep 2011 (Mon) - 13. Sep 2011 (Tue); Opening: 10:00
Topics:
12 Sept: 10:00- 12:00 , 14:00 - 17:00
13 Sept: 10:00 - 13:00
Organisation(s)
WPI
Organiser(s)
Fred Benth (U. Oslo)
Speaker: Rene Aid (Electricite de France)
Remark:
For registration please contact Fred Benth (fredb@math.uio.no)
For hotel booking please contact Doris Obermaier (doris.obermaier@univie.ac.at)
Click here for further information

Conference in energy finance (external website )

Location: HS 3/ UZA 2
Time: 7. Jul 2011 (Thu) - 9. Jul 2011 (Sat); Opening: 9:45
Organisation(s)
WPI
Co- Organisation:
VERBUND Trading AG
University of Oslo/ CMA
Organiser(s)
Peter Laurence (U. Roma)
Fred Benth (U. Oslo)
Valery Kholodny (Verbund, Wien)
Remark:
Click here for the tentative programm
Click here for the abstracts

Mini Course "Numerical Methods in stochastic control in mathematical finance" (external website )

Location: WPI Seminar room C 714
Time: 16. Jun 2011 (Thu) - 17. Jun 2011 (Fri); Opening: 10:00
Organisation(s)
WPI
Organiser(s)
Peter Laurence (U. Roma)
Fred Benth (U. Oslo)
Valery Kholodny (Verbund, Wien)

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

Pauli Fellows

Benth, Fred 1. May 2011-30. Apr 2012 local address 
Kholodnyi, Valery 1. May 2011-30. Apr 2012 local address 

Visitors

Achleitner, Franz Vienna 16. Jan 2012-17. Jan 2012 local address 
Aid, René 11. Sep 2011-13. Sep 2011 local address 
Bogensperger, Josef Vienna 7. Jul 2011-9. Jul 2011 local address 
Bouchouev, Ilia 100 % Co- funding 7. Jul 2011-9. Jul 2011 local address 
Cartea, Alvaro 100% Co-Funding 7. Jul 2011-9. Jul 2011 local address 
Chovanek, Michal 100 % Co- funding 8. Sep 2011-13. Sep 2011 local address 
Coulon, Michael Co-Funding: Oslo/ Verbund + Co-Funding: Princeton 6. Jul 2011-11. Jul 2011 local address 
De Jong, Cyriel Co- Funding: Oslo/Verbund + Co- Funding: KYOS 6. Jul 2011-7. Jul 2011 local address 
Ebbeler, Stephan 100 % Co-funding 7. Jul 2011-9. Jul 2011 local address 
Eberle, Simon Vienna 24. Oct 2011-25. Oct 2011 local address 
16. Jan 2012-17. Jan 2012 local address 
Eberlein, Ernst 15. Jan 2012-17. Jan 2012 local address 
Eriksson, Marcus 100 % Co- funding 7. Jul 2011-9. Jul 2011 local address 
Eydeland, Alexander 100% Co-Funding 7. Jul 2011-9. Jul 2011 local address 
Eyjolfsson, Heidar 100 % Co-funding 7. Jul 2011-9. Jul 2011 local address 
Fahrbach, Christian Vienna 24. Oct 2011-25. Oct 2011 local address 
Fürst, Johannes 24. Oct 2011-25. Oct 2011 local address 
Hambly, Ben Co-Funding: Oslo/ Verbund 6. Jul 2011-10. Jul 2011 local address 
Ibanez, Alfredo Co-Funding: Oslo/ Verbund 6. Jul 2011-10. Jul 2011 local address 
Id Brik, Rachid Co-Funding: Oslo/ Verbund 7. Jul 2011-10. Jul 2011 local address 
Jacquier, Antoine 16. Jun 2011-18. Jun 2011 local address 
Kiesel, Rüdiger Co- Funding: Oslo/ Verbund 7. Jul 2011-9. Jul 2011 local address 
Kulikov, Alexander 100 % Co- funding 7. Jul 2011-9. Jul 2011 local address 
Lange, Nina 100 % Co- funding 7. Jul 2011-9. Jul 2011 local address 
24. Oct 2011-25. Oct 2011 local address 
16. Jan 2012-17. Jan 2012 local address 
Laurence, Peter 15. Jun 2011-20. Jun 2011 local address 
Co-Funding: Oslo/ Verbund 1. Jul 2011-10. Jul 2011 local address 
8. Sep 2011-15. Sep 2011 local address 
15. Jan 2012-23. Jan 2012 local address 
Leimgruber, Fabio Vienna 24. Oct 2011-25. Oct 2011 local address 
Lempa, Jukka 100 % Co- funding 7. Jul 2011-9. Jul 2011 local address 
Liu, Huiling Vienna 24. Oct 2011-25. Oct 2011 local address 
Manaev, Vladimir 16. Jan 2012-17. Jan 2012 local address 
Manko, Marek 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Mc Cann, Robert J. 19. Jan 2012-23. Jan 2012 local address 
Meyer- Brandis, Thilo Co-Funding: Oslo/ Verbund 6. Jul 2011-9. Jul 2011 local address 
Morgenbesser, Johannes 16. Jan 2012-17. Jan 2012 local address 
Nuri, Damien 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Paras, Ahmand 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Petri, Arno 16. Jan 2001-17. Jan 2001 local address 
Posedel, Petra 16. Jan 2012-18. Jan 2012 local address 
Pytka, Krzysztof 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Reisinger, Christoph 16. Jun 2011-17. Jun 2011 local address 
Sadowski, Jacek 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Sgarra, Carlo 16. Jan 2012-17. Jan 2012 local address 
Solanilla Blanco, Sara Ana 14. Jan 2012-17. Jan 2012 local address 
Spazzini, Filippo 16. Jan 2012-17. Jan 2012 local address 
Tabak, Esteban 2. Jul 2011-15. Jul 2011 local address 
Takahashi, Ahikiko 11. Sep 2011-16. Sep 2011 local address 
Toda, Masashi 11. Sep 2011-16. Sep 2011 local address 
Vajda, Istvan 12. Sep 2011-13. Sep 2011 local address 
Veraart, Almut Co-Funding: Oslo/ Verbund 6. Jul 2011-10. Jul 2011 local address 
Weron, Rafal Co-Funding: Oslo/ Verbund 6. Jul 2011-10. Jul 2011 local address 
Wilinski, Grzegorz 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Zawisza, Mateusz 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
Zeitlberger, Alexander 24. Oct 2011-25. Oct 2011 local address 
Zirilli, Francesco 100 % Co- funding 7. Jul 2011-9. Jul 2011 local address 
Zivotic, Milena 100 % Co- Funding 24. Oct 2011-25. Oct 2011 local address 
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