Papers

Mathematical Statistics

Financial Mathematics (KTH)

Brown DAM

Cornell ORIE

University of Copehagen, LAM

SF2974 Portfolio Theory and Risk Management
SF2701 Financial Mathematics
SF2980 Risk Management
SF2975 Financial derivatives
Graduate course in Statistical Inference

PhD program in Applied and computational mathematics

Risk and Portfolio Analysis: Principles and Methods

Hult, H., Lindskog, F., Hammarlid, O., Rehn, C. J.

Springer Series in Operations Research and Financial Engineering, Springer 2012

ISBN 978-1-4614-4102-1

Visit the webpage for the book.

I am an Associate Editor for Bernoulli, Statistica Sinica, Stochastic Processes and Their Applications, and TOMACS.

+46-8-790 69 11