Fred Espen Benth
Professor of mathematical finance at the
University of Oslo,
Department of Mathematics .
Deputy Manager at the Centre of Mathematics
for Applications (CMA)
 Office Address

Fred Espen Benth
Centre of Mathematics for Applications
Department of Mathematics
University of Oslo
PO Box 1053 Blindern
N0316 Oslo
Norway
 Email:
fredb at math.uio.no (please write @ instead of "at")
 Fax:
+47 22 85 43 49
 How to get there

The Department of mathematics is located on the seventh floor of
building 14 on
this map .
The institute can be reached by taking subway line 3 or 5, or tram line 17 or
18 to Blindern (Universitetet) .
Research interests
 Electricity, energy and weather markets
 Insurance and finance
 Pricing and hedging of derivatives
 Portfolio optimization
 Empirical and computational finance
Book on electricity and related markets published by World Scientific
 Go here
to get more information
on this monograph with the title "Stochastic Modelling of Electricity
and Related Markets".
Introductory book on mathematical finance published by Springer
 Go here to get more information
on this introductory book to mathematical finance. It is translated
from the Norwegian edition, which you find
here .
An Excel spreadsheet containing Visual Basic macros for pricing and
hedging of derivatives being described in the book can be downloaded
here . Note: The author does not accept any
liability for the use or misuse of this spreadsheet.
Publications
Here (pdf)
you can download a complete list of my publications.
Last updated: January 4, 2012, by Fred Espen Benth