**Post-docs**

- Asma Khedher (CMA) – Fall 2011. Project: Robusteness, dependence, exchange options. Then she became Postdoc at TU Munich, KPMG Centre of Exchellence in Risk Management. She then obtained a tenure position at the University of Amsterdam

**Doctoral thesis**

- Silvain Pami (Dept. Math., University of Youndé I). Co-supervision with D. Bekollé. Ongoing
- Hannes Haferkorn (Dept. Math., UiO) - Defended December 13th, 2017. Thesis title: The effect of noise in the modelling and the analysis of random systems. He is hired in the Credit risk division of Commerzbank at Main Offices in Frankfurt
- David Ruiz Banoz (Dept. Math., UiO) Co-supervision with F. Proske. Defended September 4th, 2015. Thesis title: Regularity of stochastic flows of stochastic differential equations with singular coefficients and applications to finance.
- Steffen
Sjursen (Innostoch/CMA) – Defended
April
11
^{th}, 2014. Thesis title: Stochastic control and time changed Levy noises. After PhD he is hired in the research group in credit risk at DNB - Asma
Khedher (CMA) – Defended June 24
^{th}, 2011. Thesis title: Sensitivity and robustness to model risk in Levy and jump-diffusion setting. After a short Postdoc at CMA Oslo and a Postdoc at TU Munich, KPMG Centre of Exellence in Risk Management, Germany, she has now a tenure position at the University of Amsterdam - Inga
B. Eide (CMA) – Defended March 20
^{th}, 2009. Thesis title: Small Probabilities, Large Markets and Asymmetric Information. After PhD she was hired at Finanstilsynet, The financial supervisor authority of Norway, where she is now Senior Adviser

**Subsidiary
supervisor in doctoral thesis**

- Iben Cathrine Simonsen (STORE/Dept. Math., UiO) ongoing (Principal Supervisor: F.E. Benth)
- Sara Solanilla Blanco (EMMOS/CMA) — Completed February 2015 (Principal Supervisor: F.E. Benth). Thesis title: Stochastic modelling and pricing of energy and weather derivatives. Then at VidaCaixa, Barcelona.
- Krysztof Jaroslaw Paczka (Innostoch/CMA) — Completed January 2015 (Principal Supervisor: B. Øksendal). Thesis title: Stochastic calculus and optimal control under model uncertainty. Then at Finanstilsynet, financial supervisor authority
- Yeliz Y. Okur (CMA) – Completed September 2009. Thesis title: Malliavin calculus for Levy processes and applications to finance (Principal Supervisor: B. Øksendal). After PhD, she continued as a Postdoc and lecturer in Turkey, she is now permanent staff as Assistant Professor in Financial Mathematics at the Middle East Technical University in Ankara, Turkey
- An Ta Thi Kieu (Research Council of Norway at CMA) – Completed September 2008. Thesis title: Stochastic control of jump diffusions in finance (Principal Supervisor: B. Øksendal). After PhD, she continued as Postdoc at CMA, Oslo and then to Germany in the financial industry sector.

**Master thesis**

- Jo Saakvitne (Dept. Math., UiO). December 2017. Topic: American options in financial quotes: managing the risk of being picked off.
- Noemi Campedelli (Dept.Math., University of Verona) in collaboration with Dr Luca Di Persio. Ongoing
- Lars Aiken (Dept.Math., UiO) in collaboration with DNB, Dr. Sven Haadem. Completed June 2017. Topic: Pricing of freight derivatives.
- Lotti Meijer (Dept.Math., UiO) Completed December 2016.Topic: Local risk minimizing strategies in a market driven by time-changed Lévy noises.
- Amine Oussama (Dept.Math., UiO) Completed June 2015. Topic: Sensitivity analysis in a market driven by time-changed Lévy noises. Then PhD student at UiO
- Michaela Puica (Dept.Math.,UiO) - Completed April 2015. Thesis title: Quadratic hedging in a fuel and electricity forward marked based on a structural spot price model. Then at Thomson Reuters in the Commodity department.
- Erik Hove Karlsen (Dept. Math, UiO) - Completed June 2014. Thesis title: Optimal portfolio problems under model ambiguity. Then worked at Quantiative analyst at Rann Rådgiving AS, then PhD student at UiO
- Edoardo Martino L'Aurora (Dept. Math, Univ. Tor Vergata, Rome, Italy). In collaboration with Prof. Lucia Caramellino – Defended September 2012. Thesis title: European Options in market models with memory under the benchmark approach
- Marina Moschetta (Dept. Math, Univ. Tor Vergata, Rome, Italy). In collaboration with Prof. Lucia Caramellino – Defended September 2012. Thesis title: European options in stochastic volatility models with jumps under the benchmark approach
- Farhod Artykov (Dept. Math., UiO) – Completed June 2010. Thesis title: Portfolio optimization under a Value-at-Risk cnstraint with consideration of partial information and jump diffusion markets. Hired at Norges Bank Investment Management (NBIM) that manages the Norwegian Pension Fund Global
- Arnhild Kløvnes (Dept. Math., UiO) – Completed June 2010. Thesis title: Credit contagion. Hired at Statens pensjonskasse in the analysis section. Now at Gjensidige Bank
- SteffenSjursen (Dept. Math., UiO) – Completed September 2009. Thesis title: Optimal portflio problems in presence of default. Continued with a PhD in Stochastic Analysis, CMA, UiO. Defended in April 2014.
- Jørgen Sjaastad (Dept.Math., UiO) – Completed in June 2007. Thesis title: Chaos expansions under change of measure. Continued with a PhD in the Education in within science, technology, engineering and mathematics, UiO. Defended September 2012.
- Asgeir Vilming (Dept. Math., UiO) – Completed in June 2006. Thesis title: Malliavin calculus for additive processes. Hired at Statkraft, Norway in the trading section, now based in Germany.
- Farai J. Mhlanga (Dept. Math., University of Zimbabwe, NUFU progamme) – completed in June 2005. Thesis title: Minimal variance hedging in a discrete time market driven by Markov processes. Continued with a PhD at University of Cape Town, Rep. South Africa. Defended in April 2011
- Tafireyi Nemaura (Dept.Math., University of Zimbabwe, NUFU programme) – Completed in June 2005. Thesis title: On equivalent martingale measures and pricing in incomplete markets. Continued as Assistant at University of Zimbabwe

**Bachelor thesis/projects**

- Oleg Kopylov (Dept.Math., UiO) – completed in June 2014. Project in STK-MAT2011 Title: Exponential Levy models and pricing of financial options
- Amine Oussama (Dept.Math., UiO) – completed in June 2014. Project in STK-MAT2011 Title: Random time change and subordination of Brownian motion
- Pål Brenne Jensen (Dept.Math., UiO) - completed in May 2009. Project in STK-MAT2011. Title: Bond markets and interest rate modeling in discrete time
- Ekaterina Shmonina (Dept.Economics, UiO) – completed in May 2008. Project in STK-MAT2011 – Title: Estimation of the Hurst parameter for the fractional Brownian motion with the application to the weather derivatives
- Farhod Artykov (Dept.Math., UiO) – completed in April 2008. Project in STK-MAT2011 – Title: Weather derivatives, fractional Brownian motion and estimation of the Hurst parameter
- Hanne Fjeldskår (Dept.Math., UiO) – completed in May 2007. Project in STK-MAT2010 – Title: Lévy processes in modelling (in Norwegian)
- Arnhild Kløvnes (Dept.Math., UiO) – completed in May 2007. Project in STK-MAT2010 – Title: Lévy processes in finance (in Norwegian)
- Iben C. Simonsen (Dept.Math., UiO) – completed in May 2007. Project in STK-MAT2010 – Title: Lévy processes and simulation
- Jørgen Sjaastad (Dept.Math., UiO) – completed in May 2006. Project in MAT2010 – Title: “Fair” games and the law of large numbers (in Norwegian)
- Tron Omland (Dept.Math., UiO) – completed in May 2006. Project in MAT2010 – Title: Gambling and Markov Chains
- Asgeir Vilming (Dept.Math., UiO) – completed in June 2004. Project in STK-MAT2010 – Title: Fractional Brownian motion and simulation (in Norwegian)
- Jens Arne Sukkestad (Dept.Math., UiO) – completed in May 2004. Project in STK-MAT2010 – Title: Fractional Brownian motion and estimation of the Hurst parameter H