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
N-0316 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