# Fabian Andsem Harang

Professor - Institutt for samfunnsøkonomi

Ansattprofil
# Fabian Andsem Harang

Professor - Institutt for samfunnsøkonomi

- Romnummer B3Y-084
- E-post fabian.a.harang@bi.no

I am working as a professor in mathematics at BI Norwegian Business School. I hold a Ph.D in Mathematics from the University of Oslo, where I specialized in stochastic analysis and financial mathematics.

My research is mostly focused around various topics in the field of stochastic analysis and rough path theory, and the application of these theories towards financial modelling and data science.

In the acameic year of 2023/2024 I am leading the**Signatures for Images **project at the *Centre of Advanced Studies* (CAS) together with Prof. Kurusch Ebrahimi-Fard (NTNU). See here for more information. I will therefore be located at The Norwegian Academy of Sciences and Letters during this year.

I am very interested in discussing applications of mathematical theory towards real cases arising in the financial industry, be it related to risk and portfolio management or trading. Please do not hestiate to get in touch if you are wondering about anything related to financial mathamtics or risk management.

See my personal homepage for more information fabianharang.xyz

My research is mostly focused around various topics in the field of stochastic analysis and rough path theory, and the application of these theories towards financial modelling and data science.

In the acameic year of 2023/2024 I am leading the

I am very interested in discussing applications of mathematical theory towards real cases arising in the financial industry, be it related to risk and portfolio management or trading. Please do not hestiate to get in touch if you are wondering about anything related to financial mathamtics or risk management.

See my personal homepage for more information fabianharang.xyz

Catellier, Rémi & Harang, Fabian Andsem (2023)

Annales de l'I.H.P. Probabilites et statistiques, 59(3), s. 1572- 1609. Doi: 10.1214/22-AIHP1302 - Fulltekst i vitenarkiv

Mork, Knut Anton; Harang, Fabian Andsem, Trønnes, Haakon Andreas & Bjerketvedt, Vegard Skonseng (2023)

Journal of Economic Dynamics and Control, 151 Doi: 10.1016/j.jedc.2023.104667 - Fulltekst i vitenarkiv

Harang, Fabian Andsem; Tindel, Samy & Wang, Xiaohua (2023)

Journal of theoretical probability Doi: 10.1007/s10959-023-01251-y - Fulltekst i vitenarkiv

Bechtold, Florian; Harang, Fabian Andsem & Rana, Nimit (2023)

Stochastics and Partial Differential Equations: Analysis and Computations Doi: 10.1007/s40072-023-00295-9 - Fulltekst i vitenarkiv

Harang, Fabian Andsem & Mayorcas, Avi (2023)

Stochastic Processes and their Applications, 159, s. 499- 540. Doi: 10.1016/j.spa.2023.02.005

Harang, Fabian Andsem (2024)

[Academic lecture]. Workshop on Stochastics, Memory and Roughness 2024.

Harang, Fabian Andsem (2022)

[Academic lecture]. XIV Brazilian Workshop on Mathematics.

Harang, Fabian Andsem (2021)

[Academic lecture]. DNA Seminar.

Harang, Fabian Andsem (2021)

[Academic lecture]. 6th Berlin Workshop for Young Researchers on Mathematical Finance: 23-25.Aug.2021.

Harang, Fabian Andsem (2020)

[Academic lecture]. DNA seminar, Mathematics department, NTNU Trondheim.

År | Akademisk institusjon | Grad |
---|---|---|

2018 | University of Oslo, Department of mathematics | Ph.D. |

År | Arbeidsgiver | Tittel |
---|---|---|

2023 - Present | BI Norwegian Business School | Professor of Mathematics |

2021 - 2022 | BI Norwegian Business School | Associate Professor of Mathematics |

2019 - 2021 | University of Oslo | Postdoctor |