KTH Matematik

Seminarier 2009 - Seminars 2009 15 december Camille Bollengier Modelling and pricing volatility derivatives (Examensarbete – Master thesis) 14 december Alexander Wojt Portfolio Selection and Lower Partial Moments (Examensarbete – Master thesis) 14 december Jörgen Weibull The Condorcet Jury Problem and Preference Heterogeneity 30 november Daniel Alai Prediction Uncertainty in Stochastic Claims Reserving Methods 23 november Lars Holst Några rekordproblem 16 november Anna Bergfast Automated Trading using a Dip Searching Strategy (Examensarbete – Master thesis) 9 november Xunyu Zhou Finding Quantiles 2 november Zhao Li Importance Sampling for Estimating Risk Measures in Portfolio Credit Risk Models (Examensarbete – Master thesis) 2 november Yuwei Zhao Numerical algorithms for a class of obstacle problems (Examensarbete – Master thesis) 30 oktober Daniel Andersson Contributions to the Stochastic Maximum Principle (Doctoral thesis) 23 oktober Jens Svensson On Importance Sampling and Dependence Modeling (Doctoral thesis) 21 oktober Peter Jagers Extinction: how often, how soon, and in what way? (Mathematics Colloquium) 16.00 in room 3721 19 oktober Johan Nykvist Time consistency in option pricing models (Examensarbete – Master thesis) 19 oktober Alexander Argiriou Determining margin levels using risk modelling (Examensarbete – Master thesis) 12 oktober Michael Björklund The ergodic theory of sumsets 5 oktober Filip Rudzki A Fault Isolation Model Utilising Weighted Information in Military Subsystems. (Examensarbete – Master thesis) 25 september Thomas Kaijser On partially observed Markov chains 14 september Ieva Gediminaite On the Prediction Error in Several Claims Reserves Estimation Methods (Examensarbete – Master thesis) 14 september Jesper Frick Modelling credit risk with macroeconomic factors (Examensarbete – Master thesis) 7 september Johan Obermayer An analysis of the fundamental price drivers of EU ETS carbon credits (Examensarbete – Master thesis) 31 augusti David Karlgren Random testing of a market place system. Simulation of a market place (Examensarbete – Master thesis) 29 juni Nie Liping Optimal Investment Decisions When Time-horizon is Uncertain (Examensarbete – Master thesis) 15 juni Philip Nicolin Variance Risk Premiums in Currency Options (Examensarbete – Master thesis) 15 juni Jonas Larsson Risk analysis of structured products (Examensarbete – Master thesis) 12 juni Karel Van Hulle Solvency II: a new and modern solvency regime for the insurance industry 1 juni Tetiana Soviak Financial outcomes of investing into socially responsible companies (Examensarbete – Master thesis) 1 juni Niklas Westermark Barrier Option Pricing (Examensarbete – Bachelor thesis) 13 maj Jeff Steif The dynamical circle covering problem. 11 maj Alexander J. McNeil From Archimedean to Liouville Copulas 11 maj Xia Guo och Tao Wang Valuation of Life Insurance Contracts with Simulated Guaranteed Interest Rate (Examensarbete – Master thesis) 18 mars KTH och Algorithmica Research AB Finanskontakt 2009 9 mars Cecilia Pettersson Incorporating the State of the Economy in Ratings Migration Forecasting. (Examensarbete – Master thesis) 9 mars Helena Nilsson Utveckling av portföljstrategier baserade på svagt kointegrerade finansiellla instrument med AdaBoosting. (Examensarbete – Master thesis) 2 mars Hanna Larsson: Inter-risk Correlation within Economic Capital. (Examensarbete – Master thesis) 23 februari William Sjöberg Structured products: optimal allocation in different market climates. (Examensarbete – Master thesis) 23 februari Akoo Hematbolland Resource optimization in embedded systems based on data mining. (Examensarbete – Master thesis) 9 februari Carl Lindberg Optimal liquidation of a call spread 26 januari Adam Andersson On weak differentiability of quadratic FBSDEs with application to cross hedging 20 januari Jesper Andreasen On Adjusting a general local volatility model for stochastic volatility 19 januari Stefan Arnborg The legacy of Ed Jaynes Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 20-02-2007