Fred Espen

Name
Fred Espen
Benth
University of Oslo
Biography

Research interests

Mathematical finance, with focus on insurance and markets for energy (electricity), weather and commodities. Questions around pricing of options, hedging and optimal portfolios are studied via stochastic analysis.)

Higher education and employment history

Dr. scient(phd equivalent) in mathematics from UNiversity of Oslo in 1995. 3 years as researcher in statistics at the Norwegian Computing Center, and 2 years as post doc in mathematics (1 year at the universities of Aarhus and
Oslo). Worked one year as associate professor at the University of Trondheim, Norway, before coming full professor in mathematical finance at the University of Oslo in 2002.