Quantitative Energy Finance Recent Trends and Developments

Fred Espen Benth  holds a PhD in applied mathematics from the University of Oslo. After a few years in industrial consulting business at the Norwegian Computing Center, he continued with postdoc positions at the University of Aarhus and Oslo, before entering an associate professor position at NTNU-Trondheim. He is since 2003 a full professor in mathematics at the University of Oslo, with research interests in stochastic analysis, high-dimensional statistics, neural networks, energy markets, energy systems and finance. Fred Espen Benth is an elected member of the Norwegian Academy of Sciences and Letters.

Almut E.D. Veraart  studied mathematics and economics at the University of Ulm (Dipl.-math. and Dipl.-math. oec.) and applied statistics (MSc) at the University of Oxford. She then completed a DPhil (PhD) in statistics at the University of Oxford. Subsequently, she worked as a postdoctoral researcher and assistant professor at Aarhus University,before moving to Imperial College London, where she is now a Professor of Statistics. Her research interests lie in mathematical statistics with applications in finance, energy, environmental and climate sciences.