Fred Espen Benth
Fred Espen Benth - University of Oslo
Fred Espen Benth is professor of mathematical finance at the University of Oslo. In 1995 he defended his PhD in applied mathematics at the same institution, and thereafter worked at the Norwegian Computing Center for three years as a statistical consultant for the oil industry. He has spent one year as a research assistant at the University of Mannheim, Germany, and one year as a post doc at the University of Aarhus, Denmark.
His research interests are on mathematical finance and stochastic analysis, with special focus to applications in energy markets. Benth has published more than 90 papers in international journals, and is the author of one introductory book on mathematical finance, and and co-author of two research monographs on energy and weather markets. He is actively involved in consultancy and teaching for the energy industry.