2012

• 21 juni, Håkan Edström A Quantitative Analysis of Liquidity and Funding Value Adjustments
• 19 juni, David Berglund Analys av svenska utsläppsämnen
• 19 juni, Daniel Eliasson: Game Contingent Claims
• 7 juni Lennart Mumm Reject Inference in Online Purchases
• 7 juni Harry Hedman Performance Evaluation of Artificial Neural Networks in the Foreign Exchange Market.
• 28 maj Fredrik Hansson A pricing and performance study on auto-callable structured products
• 22 maj Magnus Ekeberg Detecting contacts in protein folds by solving the inverse Potts problem- a pseudolikelihood approach
• 3 maj Rokas Serepka Analyzing and modeling exchange rate data using VAR framework.
• 12 april Matts Andersson Risk assessment of portfolios of exotic derivatives.
• 12 april Erik Wiklund The effect of volatility on the pricing of Asian options.
• 3 april Felix Leopoldo Rios Personalized Health Care: Switching to a Subpopulation in Phase III.
• 28 mars Hans Edward Gennow Valuation Adjustments of Illiquid Instruments
• 19 mars Gustaf Linnell Option Pricing with Events at Deterministic Times
• 13 mars Maxime Vanneste Pricing and parameters influencing the Basis: is it a profitable arbitrage opportunity?
• 8 mars Mikael Forsman A Model Implementation of Incremental Risk Charge
• 20 februari Arnaud Blanchard The Two-Factor Hull-White Model: Pricing and Calibration of Interest Rates Derivatives
• 16 februari Jan Engshagen Nothing is normal in finance!
• 25 januari Henrik Teneberg Pricing Contingent Convertibles using an Equity Derivatives Jump Diffusion Approach
• 19 januari Max Lindquist The properties of interest rate swaps - An investigation of the price setting of illiquid interest rates swaps and the perfect hedging portfolios
• 18 januari Stefan Sandberg Liquidity in Equity and Option Markets: A Hedging Perspective

2011

• 2 december Arnaud Gallais CPPI Structures on Funds Derivatives
• 2 november Raphael Simonnet Variance and volatility swaps: Back test of a volatility swap replication strategy
• 13 oktober Patrik Nilsson Liquidation Strategies in a Long-Short Equity Portfolio
• 7 oktober Marc Vignon Implementing Sensitivity Calculations for Long Interest Rates Future
• 29 augusti Bastien Grandet Sensitivity Analysis and Stress Testing in the Interest Rate Market
• 19 augusti Rémi Guérin Volatility surface and correlation in the commodity market
• 30 juni Fredrik Henrikson Characteristics of High-Frequency Trading
• 30 juni Helena Von Feilitzen Modeling Non-maturing Liabilities
• 20 juni Fang Li Predicting future returns with investor views
• 17 juni Daniel Amsköld A comparison between different volatility models
• 9 juni Jonas Bergroth Performance and risk analysis of the Hodrick-Prescott filter
• 9 juni Emelie Limin Analysis of purchase behaviors of IKEA family card users, using Generalized linear model
• 26 maj Fredrik Hallgren On Prediction and Filtering of Stock Index Returns
• 29 april Liang Zhong Betting on Volatility: A Delta Hedging Approach
• 20 april Pontus Lans Leak Detection System ( System för uppdagande av läckor).
• 21 mars Luc Goutermanoff Establishment of a volatility pattern on the electricity market.
• 17 mars Johan Dellner Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
• 17 mars Lina Palmborg och Ebba Baldvinsdottir On Constructing a Market Consistent Economic Scenario Generator
• 22 februari Karl-Sebastian Lindblad How big is large? A study of the limit for large insurance claims in case reserves
• 22 februari Andreas Wirenhammar Modeling Downturn LGD for a Retail Portfolio
• 8 februari David Jallo och Daniel Budai The Market Graph - A study of its characteristics, structure & dynamics
• 31 januari Markus Hveem Portfolio management using structured products - The capital guarantee puzzle
• 31 januari Peter Larsson och Leonhard Flohr Optimal proxy-hedging of options on illiquid baskets
• 26 januari Hulda Thorbjörnsdottir Macroeconomic multifactor model - An econometric study
• 26 januari Carl-Johan Johansson och Greger Sundqvist Model risk in a hedging perspective

2010

• 15 december Mert Camlibel och Johan Lundgren Investigation of the effect of using stochastic and local volatility when pricing barrier options
• 1 november Somar Koria The analysis of different financial risk measures in Hydro-electric portfolio optimization
• 1 oktober Kia Karlemo Interest Rate Term Structure Modeling in the Presence of Missing Data
• 6 september Young Kim On implementing Euro-Bund futures
• 13 augusti Erik Johansson Real Options in Energy Investments
• 28 juni Malte Obbel Forsberg Solvency II/SST and modelling of risk aggregation
• 21 juni Oxana Tiganas Risk modeling and pricing of Euribor futures and options using the Ho-Lee model
• 7 juni Tobias Anglevik En ALM modell med minimering av CVaR och krav på tillväxt
• 7 juni Jörg Hofmeister Portfolio Optimization with Structured Products: A quantitative approach to rebalancing portfolios of index linked principle protected notes and non-principle protected certificates
• 31 maj Filip Andersson Forward start option pricing with four different stochastic volatility models
• 31 maj Taraneh Derayati och Harde Kader Saleh Risk calculation of interest rate swaps
• 10 maj Meng Bai Wang Pricing FX barriers with local volatility surface
• 5 maj Joseph Abram Implementing and Testing Replicating Portfolios for Life Insurance Contracts
• 5 maj Joachim Priou GARCH models with Generalized Hyperbolic innovations with application to carbon derivative pricing
• 21 april Frida Holmberg och Rasmus Thunberg Looking Over the Hedge, Currency Hedging of Stochastic Cash Flows
• 8 april Joakim Ahlinder och Magnus Hanson Portfolio Risk Measures over Time
• 8 mars Axel Sundén Trading based on classification and regression trees
• 8 mars Mattias Letmark Robustness of Conditional Value-at-Risk (CVaR) when measuring market risk across different asset classes
• 22 februari Philip Hansen och Mikael Lärfars Evaluating Long-Term Performance of Structured Products
• 15 februari Philippe Muller Computation of Risk Measures using Importance Sampling
• 1 februari Mats Levander Yield Curve Modeling under Cyclical Influenc

2009

• 15 december Camille Bollengier Modelling and pricing volatility derivatives
• 14 december Alexander Wojt Portfolio Selection and Lower Partial Moments
• 16 november Anna Bergfast Automated Trading using a Dip Searching Strategy
• 2 november Zhao Li Importance Sampling for Estimating Risk Measures in Portfolio Credit Risk Models
• 2 november Yuwei Zhao Numerical algorithms for a class of obstacle problems
• 19 oktober Johan Nykvist Time consistency in option pricing models
• 19 oktober Alexander Argiriou Determining margin levels using risk modelling
• 5 oktober Filip Rudzki A Fault Isolation Model Utilising Weighted Information in Military Subsystems.
• 14 september Ieva Gediminaite On the Prediction Error in Several Claims Reserves Estimation Methods
• 14 september Jesper Frick Modelling credit risk with macroeconomic factors
• 7 september Johan Obermayer An analysis of the fundamental price drivers of EU ETS carbon credits
• 31 augusti David Karlgren Random testing of a market place system. Simulation of a market place
• 29 juni Nie Liping Optimal Investment Decisions When Time-horizon is Uncertain
• 15 juni Philip Nicolin Variance Risk Premiums in Currency Options
• 15 juni Jonas Larsson Risk analysis of structured products
• 1 juni Tetiana Soviak Financial outcomes of investing into socially responsible companies
• 1 juni Niklas Westermark Barrier Option Pricing
• 11 maj Xia Guo och Tao Wang Valuation of Life Insurance Contracts with Simulated Guaranteed Interest Rate
• 9 mars Cecilia Pettersson Incorporating the State of the Economy in Ratings Migration Forecasting.
• 9 mars Helena Nilsson Utveckling av portföljstrategier baserade på svagt kointegrerade finansiellla instrument med AdaBoosting.
• 2 mars Hanna Larsson: Inter-risk Correlation within Economic Capital.
• 23 februari William Sjöberg Structured products: optimal allocation in different market climates.
• 23 februari Akoo Hematbolland Resource optimization in embedded systems based on data mining.

2008

• 22 december Safia Djemili Estimation of Operational Risk Capital: a Loss Distribution Approach.
• 11 december Jérémie Finas Forecasting power prices on the French electricity market - An overview.
• 11 december Peter Ragnarsson Prissättning av vindrelaterad katastrofrisk.
• 1 december Mikael Hatanpää Using Replicating Portfolios for Hedging Swedish Traditional Life Insurance Companies.
• 10 november Maria Jonsson Modellering och analys av beroende mellan riskslag.
• 15 september Christian Stotzer Salmeron Användningen av kön som riskgenererande faktor inom motorförsäkring.
• 1 september Martin Lillieroth Optimal liquidation with a focus on the sample-path approach.
• 10 juni Daniel Rufelt Fast trading: Stochastic Modeling and Simulation of Latency in Marketplace Systems.
• 10 juni Magnus Carlsen Condition Monitoring on Sub-Ice Systems.
• 2 juni Peter Tram Constructing the forward curve for the electricity market.
• 30 maj Joel Hedlund Exposure Model Validation within the Basel II Framework.
• 12 maj Mattias Larsson Portfolio optimization with Structured Products using Extreme Value Theory.
• 12 maj Alexander Ruben Long-term simulation of yield curves and the computation of Potential Future Exposure for counterparty risk measurements.
• 28 april Erik Svensson Modeling of Volatility Adjusted Leverage Options.
• 17 mars Lilly Zuo Diversity weighting on ETF:s.
• 3 mars Mårten Marcus A Volatility Approach to Constructing Real Time Probability Distributions.
• 11 februari Victor Corzo Arellano Life Insurance Contract Pricing Approach Considering Likelihood for Correlated Market Bankruptcy.
• 4 februari Hanna Sahle Pricing of Up-and-Out Options under Stochastic Volatility.
• 4 februari Karl Hallberg Valuing Forward Start CDOs and Options on CDOs using the Hull-White model.
• 28 januari Ali Hamdi Evaluating The Model of Lines for hedging barrier options.
• 28 januari Emelie Puchot Asset Management.
• 21 januari Inga S. Nkomo Tests for changes in correlation in financial data.
• 14 januari Natalie Larsén Quantile estimation with the POT method.

2007

• 17 december Karl Stavenberg Trend models within the structural time series framework.
• 10 december Björn Löfdahl Grelsson Estimating the Impact of Stop Losses on Portfolio Risk.
• 3 december Farid Bonawiede Exercise boundaries for American option prices and related problems.
• 26 november Oskar Schyberg A Monte Carlo Approach for Comparing and Evaluating Structured Equity Derivatives, Equity Linked Bonds: Principal Protected Bull Notes, using Visual Basic for Applications in Excel.
• 15 oktober Niklas Hammarström Nödvändig mätsträcka - strategi för mätning av fordonsbelastningar.
• 1 oktober Johannes Thoms Adaptive Markov Chain Monte Carlo Algorithms for improved Sampling.
• 3 september Christoffer Jevring The t-distribution in latent variable models for credit risk.
• 27 augusti Justine Gruel Basel II Methodologies - Calyon Project Finance LGD Model.
• 18 juni Kristofer Ericson Modelling Aspects in Credit Investments.
• 11 juni Beatrice Unge Aspekter på och konsekvenser av nya principer för trafikförsäkringen.
• 11 juni Johan Land Real and Risk-Neutral Probability Distributions.
• 2 april Andreas Gustafsson Prognostisering av energiförbrukning.
• 27 mars Andreas Runnemo A canonical optimal stopping problem under a double exponential jump diffusion.
• 27 mars Cecilia Wingren On Modelling the Convenience Yield in the Futures Market with application to five Consumption Commodities.
• 12 mars Mathias Tedesund Index Tracking under Fixed and Variable Transaction Costs.
• 5 mars Cecilia Mellgrim Analys av pensionsutfästelser.
• 5 mars Pierrick Vache Pricing Adjustments for Exotic Product.
• 26 februari Arvid Lindberg European Embedded Value and the value of corporate reporting.
• 26 februari Adam Lindberg Bargaining over business units - a game theoretic approach to acquisitions.
• 26 februari Frida Hjalmarsson Kapitalkravsberäkningar med CreditRisk+ och branschkorrelationer.
• 5 februari Klara Persson The exponentiated Gumbel distribution: an alternative to the generalised extreme value in wave-length modeling.

2006

• 11 december Mattia Ferrini och Valentino Grassi Pricing Plain-Vanilla and Exotic Callable Bonds.
• 11 december Erik Alexandersson Extreme Events in a Multi-factor Affine Term Structure Model.
• 25 september Eric Karlsson Non-Parametric Scenario Simulation and Portfolio Risk Management.
• 18 september Andrea Lang Estimation methods for terrain navigation.
• 18 september Christian Carping och Jessica Ottosson Värdering av livförsäkringskontrakt med en optionsmodell.
• 4 september Tomas Neuman Finansiell riskanalys - Fjärrvärme.
• 8 juni Erik Nordblom Statistical modelling of sensor response.
• 24 april Christian Thulin Pricing and Hedging of Basket Options.
• 21 april Anna Sörelius Generalized K-medians.
• 10 april Robert Szulkin Analysing transmission of cancer from blood donors to recipients using family methods.
• 27 mars Anna Franzén On the number of consecutive successes in Bernoulli trials.
• 20 februari Jonas Westin Vulnerability Analysis of Critical Infrastructures -Modeling Antagonistic Attacks Against Electric Power Grids.
• 20 februari Ravi Jeswani Calibration of the Potential Interest Rate Model.
• 16 januari Johan Kilander: Dimension reduction techniques and multivariate GARCH modeling.

2005

• 19 september Magnus Kullberg: Valuing Credit Default Swaps.
• 19 september Carl Mikael Bergman: Estimating Volatility Structures for Pricing Options with Electricity Forwards and Futures as Underlying Assets.
• 7 juni Johan Holtsjö: Optimal Active Risk Budgeting Model: Applied to Sjunde AP-fonden: Theory and Implementation.
• 7 juni Sam Nylander: Pricing Basket Credit Derivatives using a One Factor Model.
• 30 maj Mikael Foghelin: Collision probabilities between random vectors.
• 9 maj Georges Mansourati: The Effect of Changes in the Yield Curve on Exchange Rate Dependence.
• 18 april Mattias Jansson: On the pricing of Bermudan swaptions with an application to limited observed market data.
• 18 april Andreas Johansson: Stochastic modelling of commodity prices with applications to the German market.
• 14 mars Christian Fredriksson: Credit Derivatives - The impact of correlation.
• 14 mars Babak Soltani: Estimating loss distribution for operational risk using internal and external databases
• 28 februari Mattias Lundahl: Evaluation of Automated Portfolio Rebalancing Algorithms
• 28 februari Peter Englund: Analysing High Severity Operational Losses
• 21 februari Niclas Gregoriusson: Hedging av råolja och raffinerade produkter samt prissättning av råoljederivat
• 10 januari Olof Werneman: Pricing Lifelong Joint Annuity Insurances and Survival Annuity Insurances Using Copula Modeling of Bivariate Survival

2004

• 20 december Eric Berglund: Hedging Strategies for Cables and Capacities
• 29 november Simon Oljans: A Liability Matching Approach Involving Structured Products
• 22 november Marcus Josefsson: A copula-EVT based approach for measuring tail related risk: Applied on the Swedish market.
• 6 september Thomas Hugmark: On forward curve dynamics in the electricity market - dependence on hydro balance.
• 24 maj Louise Hellqvist: Default risk estimation of microfinance loans.
• 17 maj Daniel Sunesson: Two Default Risk Models.
• 17 maj Lisa Larsson: Pricing Bermudan Style Swaptions Using the Calibrated Hull White Model.
• 26 april Catharina Karlsson: Using Monte Carlo simulation in life cycle costing.
• 19 april Karl Nygren: Stock Prediction - A Neural Network Approach.
• 5 april Selma Landqvist: Jämförelse av underhållsmodeller vid de nordiska kärnkraftverken.
• 29 mars Erik Jenelius: Graph Models of Infrastructures and the Robustness of Power Grids.
• 29 mars Erik Dahlin: An evaluation of the effects of the markating campaign international marketing Öresund performed with DEA (Data Envelopment Analysis).
• 8 mars Henrik Engström: Tidsseriegranskning på Statistiska centralbyrån, Riksbankens finansmarknadsstatistik (FMR).
• 23 februari David Tysk: SRB - Evaluating and extending an intensity-based credit risk model.
• 13 februari Agnieszka Zalewska: Modeling the Price of a Credit Default Swap.
• 13 februari Göran Svensson: Longstaff and Schwartz Models for American Options.
• 9 februari Rahul Singh: An Extreme Value Theory Approach for Measuring Tail Related Risk: Applied on Foreign Exchange Rates.
• 9 februari Panagiotis Pavlidis: Estimation Risk in Portfolio Selection.
• 26 januari Jens Svensson: Realized Volatility and Multivariate GARCH: Theory and Application to Foreign Exchange Portfolios.
• 19 januari Adam Jonsson Oduya: Understanding an anomaly in the solution of a Stochastic Control problem.
• 19 januari Tomas Torstensson: Reliability in fatigue - On the choice of distributions in the load-strength model.
• 12 januari Joakim Ahlberg: Strategy and Football: A Game Theoretic Model of a Football Match.

2003

• 15 december Kim Hansson: Fixed Income Attribution Analysis.
• 1 december Oskar Åkerblom: To Model the Risk of Cash Flow based Finance Transactions for PFI Deals.
• 1 december Mattias Karlsson: To Model the Risk of Cash Flow based Finance Transactions for PFI Deals.
• 24 november Lars Ek: Automatic reserving of small claims. --- A comparison of two different approaches of small claims reserving methodology.
• 17 november Erik Forssell: Investigation of excursions in Brownian motion.
• 3 november Erik Larsson: Hedge Fund Performance Evaluation.
• 3 november Lars Larsson: The Factor Exposure of Hedge Fund Indices.
• 6 oktober Ellinor Forslund: Pricing of Unit-Linked Life Insurance Contract.
• 22 september Mikael Nowak: Monetary Risk Measures - A Survey.
• 6 oktober Anette Engström: Huntington's Disease and Income Protection Insurance.
• 10 juni Christèle Jörud: Technical Analysis in the Financial Market; Critical Approach and Practical Improvements.
• 10 juni Henrik Alpsten: Pricing Bermudan swap options using the BGM model with arbitrage-free discretisation and boundary based option exercise.
• 26 maj Lili Svensson: Aspects and practical application of operational risk management for the banking institution.
• 12 maj Katarina Åselius: Tidsserieanalys tillämpad på spreaden SHB-SEB med införande av autoregressiv heteroskedastisk process för variansen.
• 15 april Fredrik Solberg: Pricing Child Health and Accident Insurance.
• 14 april Fredrik Gustavsson: Processoptimering medelst multivariata och kombinatoriska metoder.
• 7 april Mårten Grebäck: An Analytic Framework for Computing Value-at-Risk in Incomplete Markets with Credit Risk.
• 7 april Anders Holst: Utility Based Pricing of Credit Risk Derivatives in Incomplete Markets.
• 3 mars Fredrik Davéus: Nonparametric local modeling of financial time series.
• 3 mars George Englund: Valuing Credit Default Swaps.
• 17 februari Petter Pettersson: Financial Derivatives for Computer Network Capacity Markets with Quality-of-Service Guarantees.
• 10 februari Martin Lundvall: On the Risk Management and Portfolio Analysis of Hedge Funds.

2002

• 10 december Johan Sahlén: Genetic Testing and Pricing of Insurance Contracts.
• 2 december Monika Eriksson: Risk in Portfolio Analysis; Measures and Computation on the Electricity Market.
• 2 december Ronny Alvang: Classification of protein crystal unit cells into visually distinct types by Principal Components Analysis.
• 25 november Andreas Johansson: Using Extreme Value Theory to Estimate Tails of Operational Loss Distributions.
• 25 november Mikael Freilich: One step prediction of financial time series.
• 14 november Fredrik Eliasson: A Risk Perspective on Verification and Validation Efforts in Simulation Models, Specifically on an Autonomous Co-operating Missile System.
• 14 november Pauline Edlund: Improved Estimation of the Covariance Matrix, a Real Estate Application.
• 28 oktober Jonathan Wendin: Estimation of the Spectral Measure and Tail Dependence Coefficient for Regularly Varying Random Vectors.
• 3 september Gustav Teng och Magnus Wahlund: Tillgänglighetsanalys av system SS4 i Barsebäcks reaktor 2.
• 14 juni Lars Karlsson: GARCH-Modelling: Theoretical Survey, Model Implementation and Robustness Analysis.
• 14 juni Benoît Riquet: Elliptical distributions in risk management.
• 14 juni Marie-Claude Saisse: Modelling the Time-Varying Risk Premium in a CAPM Framework.
• 14 maj Marcin Ciolek: Kreditrisk - Modellering av de nya kapitaltäckningsreglerna.
• 10 april Hanna von Euler: Attempts to select customers from a database using Artificial Intelligence and Principal Component Analysis.
• 21 februari Mattias Bylund: A comparison of margin calculation methods for exchange traded contracts.
• 21 februari Henrik B. Kwarnmark: A vector-autoregressive integrated market and macro factor default model.
• 18 februari Sead Omérov: Comparison of methods for computing total variation distance bounds for compound Poisson approximations of word counts.
• 28 januari Mathias Barkhagen: Value at Risk & Vega Risk - using the implied volatility surface to compute VaR for option positions.
• 14 januari Johan Sandström: Prissättning och hedging av temperaturberoende volymrisk på elmarknaden.
• 14 januari Fredrik Strandberg: Tails and outliers in financial time series.

2001

• 10 december Johan Sahlén: Genetic Testing and Pricing of Insurance Contracts.
• 20 november Daniel Rutberg: En studie av konjunkturberoende i svenska skadeförsäkringar.
• 12 november Jonas Lundberg: Option-pricing with a "smile" - derivation of probability distribution via relative entropy minimization.
• 15 oktober Michael Hemph: Bond trading strategies based on Term Structure Models.
• 15 oktober Nikolas Santikos: Pricing Spread options on Swaps.
• 8 oktober Marcus Granstedt: Kredit- och försäkringsderivat.
• 21 september Johan Liljefors: Static Hedging of Barrier Options under Dynamic Market Conditions.
• 10 augusti Arnaud Leclerc: Pricing quanto long-term warrants on risky bonds.
• 11 juni Johan Stengård: Dynamic Investment Policies for Property and Casualty Insurance Companies.
• 12 mars Camilla Hiertner: The Dupire volatility model versus the stochastic volatility model for European call options.
• 26 februari David Stillberger: On pricing weather derivatives.
• 26 februari Jens Carlsson: An Approximation Formula for an Asian Option on a Foreign Equity Basket.

2000

• 11 december Jon Lidefelt: Bunden - Värdering av en implicit ränteoption.
• 13 november Per Wirsén The Impact of Default Risk when Pricing Bermudan Bond Options Using the Jarrow-Turnbull Approach.
• 13 november Otto Francke The Impact of Default Risk when Pricing American Bond Options Using the Jarrow-Turnbull Approach.
• 16 oktober Torbjörn Uddevik: Trading rules for dynamic liability management.
• 18 september Johan Tegin: Statistical analysis of tunable semiconductor laser reliability data.
• 4 september Andreas Mattson: Pricing of Bermudan Swaptions Using a Monte Carlo Simulation Approach.
• 9 juni Mikael Sandberg: Prissättning av optioner med elektricitet som underliggande vara med tidsberoende volatilitet.
• 9 juni Céline Mougin och Armel Voinnesson: On volatility surfaces for American equity options.
• 17 april Niklas Oreland: The relationship between financial statements and stock returns on the European Markets.
• 27 mars Carl-Magnus Fahlcrantz: Computer-intensive methods in modern navigation.
• 15 mars Jenny Dennemark: Approximation formulas for pricing Asian options.
• 21 februari Ylva Gustafsson: Hidden Markov Models with applications in speaker verification. .
• 7 februari Filip Lindskog: Modelling Dependence with Copulas.
• 24 januari Henrik Waldenlind: Managing Volatility Risk.
• 17 januari Mattias Karlsson: Optimal Information Transmission in the Auditory System.
• 17 januari Magnus Moglia: A stochastic model for changes of wind and temperature in the atmosphere.
• 14 januari Oskar Lagergren Bjursten: A cointegration approach to the dynamics of savings.
• 14 januari Henrik Hult: Quadratic hedging - An overview.

1999

• 20 december Pontus Lidbrink och Gustav Fyring: Valuing and hedging Asian basket options.
• 29 november Joacim Wiklander: A multi-factor model for the Swedish stock market - The relationship between macroeconomic variables, financial statements and stock return.
• 29 november Maria Jansson: Pricing of interest rate derivatives using a three factor Brace-Gatarek-Musiela model.
• 8 november Mikael Däckfors: Extreme Value Theory Approach to Value-at-Risk with Applications to Market and Operational Risks.
• 8 november Arun Kaul: Liquidity Risk for portfolio transactions.
• 20 september Yuna Cho : On pricing mortgage backed bonds with term structure models
• 20 september Fredrik Wikefeldt : Optimal portfolios and time horizons .
• 7 juni Lennart Enström: Multispeads.
• 22 april Henrik Lasu: Kvantifiering av kreditriskpremien i räntebärande tillgångar.
• 26 mars Per Hallberg: On the coverage time of a point in a one-dimensional growth process.
• 15 mars Peter Ekh: Value at Risk - Beräkningar på en derivatfond
• 10 mars Per Edholm: Data envelopment analysis of incoming sales.
• 4 mars Anders Larnholt: An alternative approach to estimating default probabilities in credit risks.
• 15 januari Marita Dellcrantz: Tillförlitlighet av transformatorer

1998

• 7 december Mattias Andersson: Modelling long-term capital markets
• 5 oktober Gustaf Sahlström: Simuleringsmetoder vid driftsäkerhetsberäkningar - särskilt för armésystem.
• 10 juni Yann Ollivier och Cédric Schwartzler: Nettointäkter av spel - påverkan av spelarbeteendet och den teoretiska utdelningen.
• 29 maj Claes-Erik Rydberg: Prissättning av caplets: Analytisk och empirisk jämförelse av olika modeller för räntan.
• 24 april Marc Bohlin: Pricing of Options with Electricity Futures as Underlying Assets
• 24 april Petra Nitell: Tillgänglighetsanalys för stockholms elnät
• 15 april Roger Olmås: Prediktering av elspotpris medelst linjär regression