KTH Matematik

Seminarier 2004 - Seminars 2004 20 december Eric Berglund: Hedging Strategies for Cables and Capacities (Examensarbete). 13 december Filip Lindskog: Functional large deviations for multivariate regularly varying random walks. 10 december Fredrik Armerin: Aspects of Cash Flow Valuation. (Disputation) 29 november Simon Oljans: A Liability Matching Approach Involving Structured Products (Examensarbete). 22 november Marcus Josefsson: A copula-EVT based approach for measuring tail related risk: Applied on the Swedish market. (Examensarbete). 15 november Aihua Xia: Stein's method: from Poisson approximation to a discrete central limit theorem. 18 oktober Erik Ekström: Convexity of the optimal stopping boundary for the American put option. 11-14 oktober Felipe Ruiz López: Fördjupningskurs/doktorandkurs i finansiell matematik: Real options. 24 september Per Hallberg: Gibbs Measures and Phase Transitions in Potts and Beach Models. (Disputation) 13 september Adri de Ridder: Long-run abnormal share-price performance and share repurchases. Evidence from Sweden 6 september Thomas Hugmark: On forward curve dynamics in the electricity market - dependence on hydro balance. (Examensarbete). 3 juni Torkel Erhardsson: Steins metod och sällsynta händelser i Markovkedjor. (Docentföreläsning). 24 maj Louise Hellqvist: Default risk estimation of microfinance loans. (Examensarbete). 17 maj Daniel Sunesson: Two Default Risk Models. (Examensarbete). 17 maj Lisa Larsson: Pricing Bermudan Style Swaptions Using the Calibrated Hull White Model. (Examensarbete). 10 maj Kurt Johansson: Universality of distributions from random matrix theory. 26 april Catharina Karlsson: Using Monte Carlo simulation in life cycle costing. (Examensarbete). 19 april Karl Nygren: Stock Prediction - A Neural Network Approach. (Examensarbete). 5 april Selma Landqvist: Jämförelse av underhållsmodeller vid de nordiska kärnkraftverken. (Examensarbete). 29 mars Erik Jenelius: Graph Models of Infrastructures and the Robustness of Power Grids. (Examensarbete). 29 mars Erik Dahlin: An evaluation of the effects of the markating campaign international marketing Öresund performed with DEA (Data Envelopment Analysis). (Examensarbete). 22 mars Per Hallberg: "Nya" invarianta Gibbsmått för Pottsmodellen 8 mars Henrik Engström: Tidsseriegranskning på Statistiska centralbyrån, Riksbankens finansmarknadsstatistik (FMR). (Examensarbete). 1 mars Lars Holst: Ett kollisionsproblem. 23 februari David Tysk: SRB - Evaluating and extending an intensity-based credit risk model. (Examensarbete). 16 februari Fredrik Armerin: Portfolio optimization using convex measures of risk. 13 februari Agnieszka Zalewska: Modeling the Price of a Credit Default Swap. (Examensarbete). 13 februari Göran Svensson: Longstaff and Schwartz Models for American Options. (Examensarbete). 9 februari Rahul Singh: An Extreme Value Theory Approach for Measuring Tail Related Risk: Applied on Foreign Exchange Rates. (Examensarbete). 9 februari Panagiotis Pavlidis: Estimation Risk in Portfolio Selection. (Examensarbete). 2 februari Göran Einarsson: Kvantkorrelation. 26 januari Jens Svensson: Realized Volatility and Multivariate GARCH: Theory and Application to Foreign Exchange Portfolios. (Examensarbete). 19 januari Adam Jonsson Oduya: Understanding an anomaly in the solution of a Stochastic Control problem. (Examensarbete). 19 januari Tomas Torstensson: Reliability in fatigue - On the choice of distributions in the load-strength model. (Examensarbete). 12 januari Joakim Ahlberg: Strategy and Football: A Game Theoretic Model of a Football Match. (Examensarbete). Seminarier under 2003 Seminarier under 2002 Seminarier under 2001 Seminarier under 2000 Seminarier under 1999 Seminarier under 1998 Seminarier under 1997 Seminarier under 1996 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 16/6-2005