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