Seminarier i Matematisk Statistik under 2003

Seminars in Mathematical Statistics during 2003

• 15 december Kim Hansson: Fixed Income Attribution Analysis. (Examensarbete).
• 1 december Oskar Åkerblom: To Model the Risk of Cash Flow based Finance Transactions for PFI Deals. (Examensarbete).
• 1 december Mattias Karlsson: To Model the Risk of Cash Flow based Finance Transactions for PFI Deals. (Examensarbete).
• 24 november Lars Ek: Automatic reserving of small claims. --- A comparison of two different approaches of small claims reserving methodology. (Examensarbete).
• 17 november Erik Forssell: Investigation of excursions in Brownian motion. (Examensarbete).
• 10 november Torbjörn Thedéen: Prognoser i SVT:s valvaka.
• 3 november Erik Larsson: Hedge Fund Performance Evaluation. (Examensarbete).
• 3 november Lars Larsson: The Factor Exposure of Hedge Fund Indices. (Examensarbete).
• 31 oktober Anna Carlsund: Cover Times, Sign-dependent Random walks, and Maxima. (Disputation).
• 24 oktober Hanspeter Schmidl: Asymptotics of ruin probabilities for controlled risk processes
• 13 och 20 oktober Torkel Erhardsson: Steins metod för Poisson- och sammansatt Poissonapproximation.
• 6 oktober Ellinor Forslund: Pricing of Unit-Linked Life Insurance Contract. (Examensarbete).
• 6 oktober Anette Engström: Huntington's Disease and Income Protection Insurance. (Examensarbete).
• 3 oktober Henrik Hult: Topics on fractional Brownian motion and regular variation for stochastic processes. (Disputation).
• 22 september Mikael Nowak: Monetary Risk Measures - A Survey. (Examensarbete).
• 10 juni Christèle Jörud: Technical Analysis in the Financial Market; Critical Approach and Practical Improvements. (Examensarbete).
• 10 juni Henrik Alpsten: Pricing Bermudan swap options using the BGM model with arbitrage-free discretisation and boundary based option exercise. (Examensarbete).
• 26 maj Lili Svensson: Aspects and practical application of operational risk management for the banking institution. (Examensarbete).
• 19 maj Provföreläsningar
• 12 maj Katarina Åselius: Tidsserieanalys tillämpad på spreaden SHB-SEB med införande av autoregressiv heteroskedastisk process för variansen. (Examensarbete).
• 5 maj Sven Erick Alm: Självundvikande vägar och slumpvandringar. (Inställt pga sjukdom)
• 28 april Fredrik Armerin: Koherenta riskmått på ändliga utfallsrum.
• 15 april Fredrik Solberg: Pricing Child Health and Accident Insurance. (Examensarbete).
• 14 april Fredrik Gustavsson: Processoptimering medelst multivariata och kombinatoriska metoder. (Examensarbete).
• 14 april Erik Sjöberg: Värdering av callables: modellering och implementering. (Examensarbete).
• 7 april Mårten Grebäck: An Analytic Framework for Computing Value-at-Risk in Incomplete Markets with Credit Risk. (Examensarbete).
• 7 april Anders Holst: Utility Based Pricing of Credit Risk Derivatives in Incomplete Markets. (Examensarbete).
• 3 mars Fredrik Davéus: Nonparametric local modeling of financial time series. (Examensarbete).
• 3 mars George Englund: Valuing Credit Default Swaps. (Examensarbete).
• 17 februari Petter Pettersson: Financial Derivatives for Computer Network Capacity Markets with Quality-of-Service Guarantees. (Examensarbete).
• 10 februari Martin Lundvall: On the Risk Management and Portfolio Analysis of Hedge Funds. (Examensarbete).
• 3 februari Harald Lang: Finansiell matematik är matematisk statistik.
• 20 januari Lars Holst: Om exkursionslängder i en Brownsk rörelse. (fortsättning)
• 13 januari Licentiatseminarium för Per Hallberg: On Phase Transition and Percolation in the Beach Model.

• Seminarier under 2002
• Seminarier under 2001
• Seminarier under 2000
• Seminarier under 1999
• Seminarier under 1998
• Seminarier under 1997
• Seminarier under 1996

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Senast ändrad 2002-12-17
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