Wednesday Lunch: Steffen Sjursen

Wednesday, March 29, 2017 - 12:00

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.

Abstract: TBA

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


Spiseriet, Norwegian Computing Center