News My thesis is accepted and the day of the defence is 6th June. I need a new job from August 1, 2007. Please hire me as a quant. The article Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model [Preprint] accepted for publication in Applied Mathematical Finance New article: Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model , F.E. Benth, M. Groth and O. Wallin. [Preprint] Links Articles Talks People Old news

About Position: Ph.D. Student Centre of Mathematics for Applications University of Oslo Adress: P.O. Box 1053, Blindern, NO-0316 Oslo, Norway Email: martijg(+)math.uio.no Telefon: +47 22 85 77 49 Research interests: Mathematical Finance Numerical methods in Finance Levy and stochastic volatility markets Quasi-Monte Carlo Methods Greeks in jump-diffusion markets Education: 2001, M.Sc. Department of Mathematical Sciences, NTNU 2005, Fil.Lic. School of Mathematics and Systems Engineering, Växjö University

Martin Groth     Phone: +47 22 85 77 49    E-mail: martijg(+)math.uio.no