If you want to do it in Norway there's only one school that provides training for the atpl-theory and two schools where you can do the cpl-ir/me stuff. You can do the training for the exams at Luftfartsskolen in Oslo, costs about 50.000,- including caa fees. For the flying you got Rørosfly in Røros and Pilot Flyskole in Sandefjord. The multis cost 4.600-6.000 per hour. You need to fly 12, 15, 20, or 25 hours depending on your total time. The total price will be anywhere from 120.000,- to 180.000,- depending on your tt. If you want your cpl issued in Norway you also need to do your medical in Oslo which is about 6.500 kroner.
You can do the conversion in any JAA state and then transfer the license to the country you're living in.