Seminars in Mathematical Statistics

31 August David Karlgren Random testing of a market place system. Simulation of a market place (Examensarbete – Master thesis)
2 June Peter Tram Constructing the forward curve for the electricity market. (Master thesis)
30 May Joel Hedlund Exposure Model Validation within the Basel II Framework. (Master thesis)
19 May Timo Koski Om Warings fördelning
12 May Mattias Larsson Portfolio optimization with Structured Products using Extreme Value Theory. (Master thesis)
12 May Alexander Ruben Long-term simulation of yield curves and the computation of Potential Future Exposure for counterparty risk measurements. (Master thesis)
28 April Erik Svensson Modeling of Volatility Adjusted Leverage Options (Master thesis)
21 April Ali Mohammad-Djafari Inverse Problems: From regularization theory to Bayesian inference
21 April Ali Mohammad-Djafari A Gauss-Markov-Potts prior model for images in Bayesian Computed Tomography
9 januari Rebecka Jörnsten Multi-level mixture modeling and Simultaneous subset selection, with applications to clustering and signif icance analysis of gene expression data.
17 December Karl Stavenberg Trend models within the structural time series framework. (Master thesis)
10 December Björn Löfdahl Grelsson Estimating the Impact of Stop Losses on Portfolio Risk. (Master thesis)
3 December Farid Bonawiede Exercise boundaries for American option prices and related problems. (Master thesis)
26 November Esko Valkeila Fractional Brownian motion as a model in stochastic finance
26 November Oskar Schyberg A Monte Carlo Approach for Comparing and Evaluating Structured Equity Derivatives, Equity Linked Bonds: Principal Protected Bull Notes, using Visual Basic for Applications in Excel. (Master thesis)
19 November Alexander Herbertsson Pricing portfolio credit derivatives using matrix-analytic methods.
5 November Jens Svensson Some Asymptotic Results in Dependence Modelling. (Licentiate seminar)
29 October Martin Ohlson The likelihood ratio statistic for testing spatial independence using a separable covariance matrix
22 October Thomas Schön An introduction to the particle filter and its applications
15 October Niklas Hammarström Nödvändig mätsträcka - strategi för mätning av fordonsbelastningar. (Master thesis)
1 October Johannes Thoms Adaptive Markov Chain Monte Carlo Algorithms for improved Sampling. (Master thesis)
3 September Christoffer Jevring The t-distribution in latent variable models for credit risk. (Master thesis)
27 August Justine Gruel Basel II Methodologies - Calyon Project Finance LGD Model. (Master thesis)
18 June Kristofer Ericson Modelling Aspects in Credit Investments. (Master thesis)
11 June Beatrice Unge Aspekter på och konsekvenser av nya principer för trafikförsäkringen. (Master thesis)
11 June Johan Land Real and Risk-Neutral Probability Distributions. (Master thesis)
28 May Erik Lindström Implications of real world filtrations on valuation and calibration in financial data.
2 April Andreas Gustafsson Prognostisering av energiförbrukning. (Master thesis)
27 March Andreas Runnemo A canonical optimal stopping problem under a double exponential jump diffusion. (Master thesis)
27 March Cecilia Wingren On Modelling the Convenience Yield in the Futures Market with application to five Consumption Commodities. (Master thesis)
26 March Lars Holst Om rekord i slumppermutationer och Polyas urnmodell
19 March Fredrik Armerin An alternative approach to the valuation of cash flows.
12 March Mathias Tedesund Index Tracking under Fixed and Variable Transaction Costs. (Master thesis)
5 March Cecilia Mellgrim Analys av pensionsutfästelser. (Master thesis)
5 March Pierrick Vache Pricing Adjustments for Exotic Product. (Master thesis)
26 February Arvid Lindberg European Embedded Value and the value of corporate reporting. (Master thesis)
26 February Adam Lindberg Bargaining over business units - a game theoretic approach to acquisitions. (Master thesis)
26 February Frida Hjalmarsson Kapitalkravsberäkningar med CreditRisk+ och branschkorrelationer. (Master thesis)
19 February Lars Holst Om rekord i ordningsbevarande följder av slumppermutationer. (cont.)
5 February Klara Persson The exponentiated Gumbel distribution: an alternative to the generalised extreme value in wave-length modeling. (Master thesis).
29 January Lars Holst Om rekord i ordningsbevarande följder av slumppermutationer.

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Latest revision 2001-01-03
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