Wolfgang Pauli Institute (WPI) Vienna

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)

Pauli Fellows

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

Visitors

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