Speaker: Steffen Sjursen, Senior analyst, group risk modelling, DNB. PhD UiO: Stochastic Optimal Control and time changed Lévy noises.
Title: Calculating probability of default when available data varies greatly between different customers.
The lunch starts at 12:00, and the talk will start around 12:20.
NB: Wednesday BigInsight Lunches are open to staff and students from any of the BigInsight partners, including UiO, but not to others