Fred Espen Benth
Fred Espen Benth is a professor of mathematical finance, with research interests in stochastic analysis applied to energy and insurance markets. His research counts more than 50 papers in international journals such as Mathematical Finance, Finance & Stochastics, Applied Mathematical Finance, Stochastics, Journal of Energy Markets, and Energy Economics. He is the author of two books, the graduate textbook Option Theory with Stochastic Analysis published by Springer, and the research monograph Stochastic Modelling of Electricity and Related Markets published by World Scientific. Benth is Associate Editor in the journals Mathematical Methods of Operations Research, Journal of Energy Markets, and Review of Development Finance.
Biography Updated on 12 January 2011