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