KTH Matematik

Seminarier 2008 - Seminars 2008 22 december Safia Djemili Estimation of Operational Risk Capital: a Loss Distribution Approach. (Examensarbete) 11 december Jérémie Finas Forecasting power prices on the French electricity market - An overview. (Examensarbete) 11 december Peter Ragnarsson Prissättning av vindrelaterad katastrofrisk. (Examensarbete) 8 december Holger Rootzén Pitting Corrosion: analysis of designed experiments with extreme value distributed responses. 1 december Mikael Hatanpää Using Replicating Portfolios for Hedging Swedish Traditional Life Insurance Companies. (Examensarbete) 24 november Michael Björklund First passage percolation and random matrix products 10 november Maria Jonsson Modellering och analys av beroende mellan riskslag. (Examensarbete) 3 november Eric Nordenstam Eigenvalues of GUE matrices and tilings of a hexagon 27 oktober Gennady Samorodnitsky Inverse problems for regular variation, linear filters, functional equations and a cancellation property for sigma-finite measures 20 oktober Alan Sola Loewner evolutions and random growth models 29 september Saïd Hamadène Backward stochastic differential equations, optimal switching and variational inequalities with inter-connected obstacles 22 september Lars Holst Om rekord och inbäddning i Poissonprocesser. 15 september Christian Stotzer Salmeron Användningen av kön som riskgenererande faktor inom motorförsäkring. (Examensarbete) 8 september Anders Holst Anomaly detection with Bayesian Statistics. 1 september Martin Lillieroth Optimal liquidation with a focus on the sample-path approach. (Examensarbete) 10 juni Daniel Rufelt Fast trading: Stochastic Modeling and Simulation of Latency in Marketplace Systems. (Examensarbete) 10 juni Magnus Carlsen Condition Monitoring on Sub-Ice Systems. (Examensarbete) 9 juni Ulf Sandström Waring distributioner: tillämpningar på svenska universitet och institutioner. 2 juni Peter Tram Constructing the forward curve for the electricity market. (Examensarbete) 30 maj Joel Hedlund Exposure Model Validation within the Basel II Framework. (Examensarbete) 19 maj Timo Koski Om Warings fördelning 12 maj Mattias Larsson Portfolio optimization with Structured Products using Extreme Value Theory. (Examensarbete) 12 maj Alexander Ruben Long-term simulation of yield curves and the computation of Potential Future Exposure for counterparty risk measurements. (Examensarbete) 28 april Erik Svensson Modeling of Volatility Adjusted Leverage Options (Examensarbete) 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 17 mars Lilly Zuo Diversity weighting on ETF:s (Examensarbete) 11 mars Licentiatseminarium för Daniel Andersson Necessary Optimality Conditions for Two Stochastic Control Problems 10 mars Lars Holst Om Yuleträd och Ewens Sampling Formula 3 mars Mårten Marcus A Volatility Approach to Constructing Real Time Probability Distributions. (Examensarbete) 27 februari Jeffrey Steif Recent Developments in Probability Theory. KOLLOKVIUM I MATEMATISK STATISTIK (SU + KTH) 18 februari Parthanil Roy Ergodic theory, abelian groups, and point processes associated with stable random fields 11 februari Kathryn M. Kaminski When do stop-loss rules stop losses? 11 februari Victor Corzo Arellano Life Insurance Contract Pricing Approach Considering Likelihood for Correlated Market Bankruptcy. (Examensarbete) 4 februari Hanna Sahle Pricing of Up-and-Out Options under Stochastic Volatility. (Examensarbete) 4 februari Karl Hallberg Valuing Forward Start CDOs and Options on CDOs using the Hull-White model. (Examensarbete) 28 januari Ali Hamdi Evaluating The Model of Lines for hedging barrier options. (Examensarbete) 28 januari Emelie Puchot Asset management. (Examensarbete) 21 januari Inga Nkomo Tests for changes in correlation in financial data. (Examensarbete) 14 januari Natalie Larsén Quantile estimation with the POT method. (Examensarbete) 9 januari Rebecka Jörnsten Multi-level mixture modeling and Simultaneous subset selection, with applications to clustering and signif icance analysis of gene expression data. Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 20-02-2007