KTH Matematik   


Financial Mathematics
We are working in financial mathematics


Boualem Djehiche

I received a Licentiate in Mathematical Statistics and Insurance Mathematics in 1989 from Stockholm University and a PhD in 1993 in Mathematics from the Department of Mathematics at KTH, Stockholm. I am a member of the division of mathematical statistics at KTH since 1994. My interest in financial mathematics, and insurance mathematics, has mainly been directed towards quantitative risk management, portfolio choice and asset and liability modeling.

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Henrik Hult

I received my PhD in 2003 from the Department of Mathematics at KTH, Stockholm. I am currently an Associate Professor at the Division of Mathematical Statistics. My research related to finance and insurance focuses on quantification of risk, extreme values, and simulation.

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Camilla Landén

I received my PhD in 2001 from the division of optimization and systems theory at KTH. I am a member of the division of mathematical statistics at KTH since 2003. My interest in financial mathematics has been focused on the modelling of the term structure of forwards, futures and interest rates, and more recently in optimal investment under partial information.

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Harald Lang

I recieved my PhD in 1977 in pure mathematics, but since then my research has mostly been in economics. My interest in financial mathematics is more recent, and is primarely focused on the modelling of financial markets.

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Filip Lindskog

I received my PhD in 2004 from the department of mathematics at ETH Zürich, Switzerland. I am a member of the division of mathematical statistics at KTH since 2004. My interest in financial mathematics, and insurance mathematics, has mainly been directed towards quantitative risk management with a focus towards multivariate extreme value theory, dependence modelling and credit risk.

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Anders Szepessy

I received my Ph.D from Chalmers technical university in applied mathematics 1989. I am a member of the numerical analysis group at KTH, see http://www.csc.kth.se/na/Research/. My research related to financial mathematics is on computational methods for stochastic differential equations and on inverse problems.

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Raul Tempone

I received my Ph.D from KTH in 2002. I am a member of the numerical analysis group at KTH. My research related to financial mathematics is on numerical methods for stochastic differential equations. I have also directed several master theses on hedging with transaction costs.

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 Financial Mathematics


Division of Mathematics

Division of Mathematical Statistics

Division of Optimization and Systems Theory

Numerical Analysis Group