KTH Matematik

Seminarier 2007 - Seminars 2007 17 december Karl Stavenberg Trend models within the structural time series framework. (Examensarbete) 10 december Björn Löfdahl Grelsson Estimating the Impact of Stop Losses on Portfolio Risk. (Examensarbete) 3 december Farid Bonawiede Exercise boundaries for American option prices and related problems. (Examensarbete) 26 november Esko Valkeila Fractional Brownian motion as a model in stochastic finance 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. (Examensarbete) 19 november Alexander Herbertsson Pricing portfolio credit derivatives using matrix-analytic methods. 5 november Licentiatseminarium för Jens Svensson Some Asymptotic Results in Dependence Modelling. 29 oktober Martin Ohlson The likelihood ratio statistic for testing spatial independence using a separable covariance matrix 22 oktober Thomas Schön An introduction to the particle filter and its applications 15 oktober Niklas Hammarström Nödvändig mätsträcka - strategi för mätning av fordonsbelastningar. (Examensarbete) 1 oktober Johannes Thoms Adaptive Markov Chain Monte Carlo Algorithms for improved Sampling. (Examensarbete) 3 september Christoffer Jevring The t-distribution in latent variable models for credit risk. (Examensarbete) 27 augusti Justine Gruel Basel II Methodologies - Calyon Project Finance LGD Model. (Examensarbete) 18 juni Kristofer Ericson Modelling Aspects in Credit Investments. (Examensarbete) 11 juni Beatrice Unge Aspekter på och konsekvenser av nya principer för trafikförsäkringen. (Examensarbete) 11 juni Johan Land Real and Risk-Neutral Probability Distributions. (Examensarbete) 28 maj Erik Lindström Implications of real world filtrations on valuation and calibration in financial data. 2 april Andreas Gustafsson Prognostisering av energiförbrukning. (Examensarbete) 27 mars Andreas Runnemo A canonical optimal stopping problem under a double exponential jump diffusion. (Examensarbete) 27 mars Cecilia Wingren On Modelling the Convenience Yield in the Futures Market with application to five Consumption Commodities. (Examensarbete) 26 mars Lars Holst Om rekord i slumppermutationer och Polyas urnmodell 19 mars Fredrik Armerin An alternative approach to the valuation of cash flows. 12 mars Mathias Tedesund Index Tracking under Fixed and Variable Transaction Costs. (Examensarbete) 5 mars Cecilia Mellgrim Analys av pensionsutfästelser. (Examensarbete) 5 mars Pierrick Vache Pricing Adjustments for Exotic Product. (Examensarbete) 26 februari Arvid Lindberg European Embedded Value and the value of corporate reporting. (Examensarbete) 26 februari Adam Lindberg Bargaining over business units - a game theoretic approach to acquisitions. (Examensarbete) 26 februari Frida Hjalmarsson Kapitalkravsberäkningar med CreditRisk+ och branschkorrelationer. (Examensarbete) 19 februari Lars Holst Om rekord i ordningsbevarande följder av slumppermutationer. (forts.) 5 februari Klara Persson The exponentiated Gumbel distribution: an alternative to the generalised extreme value in wave-length modeling. (Examensarbete) 29 januari Lars Holst Om rekord i ordningsbevarande följder av slumppermutationer. Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 20-02-2007