KTH Matematik

Seminarier 2011 - Seminars 2011 19 december Tatjana Pavlenko Lasso-based Estimator of the Concentration Matrix in High-Dimensional Classification. 12 december Eero Saksman On validating Adaptive MCMC methods 5 december Takis Konstantopoulos Limit theorems for a random directed slab graph 2 december Arnaud Gallais CPPI Structures on Funds Derivatives (Examensarbete - Master thesis) 28 november Helena Aro Pricing and hedging of mortality linked cash flows 24 november Christian Bayer Splitting and cubature schemes for stochastic differential equations 24 november Finanskontakt 2011 High frequency trading: theory and practice 21 november Torkel Erhardsson Non-parametric Bayesian inference for integrals with respect to an unknown finite measure 17 november Antoon Pelsser Pricing in Incomplete Markets 14 november Anna Talarczyk Particle picture interpretation of some Gaussian processes related to fractional Brownian motion 7 november Martin Singull Profile Analysis with Random-Effects Covariance Structure 2 november Raphael Simonnet Variance and volatility swaps: Back test of a volatility swap replication strategy (Examensarbete - Master thesis) 24 oktober Jens Lagergren On modeling disease progression 20 oktober Licentiatseminarium för Ali Hamdi On the Snell envelope approach to optimal switching and pricing Bermudan options. 17 oktober Svante Jansson Probabilistic studies of election methods  13 oktober Patrik Nilsson Liquidation Strategies in a Long-Short Equity Portfolio (Examensarbete - Master thesis) 10 oktober Frank Miller Blinded continuous monitoring of the nuisance parameter in clinical trials 7 oktober Marc Vignon Implementing Sensitivity Calculations for Long Interest Rates Future (Examensarbete - Master thesis) 3 oktober Jörg-Uwe Löbus Mosco Type Convergence and Weak Convergence of an n-Particle Fleming-Viot system 19 september Erik Aurell Recent developments on the inverse Ising problem 12 september Tor Sandqvist Inference, causation, and conditionals 5 september John Noble Time Homogeneous Diffusions with Given Marginal at a Deterministic Time 29 augusti Bastien Grandet Sensitivity Analysis and Stress Testing in the Interest Rate Market (Examensarbete - Master thesis) 19 augusti Rémi Guérin Volatility surface and correlation in the commodity market (Examensarbete - Master thesis) 30 juni Fredrik Henrikson Characteristics of High-Frequency Trading (Examensarbete - Master thesis) 30 juni Helena Von Feilitzen Modeling Non-maturing Liabilities (Examensarbete - Master thesis) 20 juni Fang Li Predicting future returns with investor views (Examensarbete - Master thesis) 17 juni Daniel Amsköld A comparison between different volatility models (Examensarbete - Master thesis) 9 juni Jonas Bergroth Performance and risk analysis of the Hodrick-Prescott filter (Examensarbete - Master thesis) 9 juni Emelie Limin Analysis of purchase behaviors of IKEA family card users, using Generalized linear model (Examensarbete - Master thesis) 26 maj Fredrik Hallgren On Prediction and Filtering of Stock Index Returns (Examensarbete - Master thesis) 24 maj Konferensen StoUpp 13 i Uppsala 19 maj Masashi Hyodo Some asymptotic properties of EPMC for high-dimensional linear discriminant analysis 16 maj Lukas Käll A semi-supervised method to assess and improving confidence in identifications in shotgun proteomics 29 april Liang Zhong Betting on Volatility: A Delta Hedging Approach (Examensarbete - Master thesis) 20 april Pontus Lans Leak Detection System ( System för uppdagande av läckor). (Examensarbete - Master thesis) 18 april Ola Hössjer Coalescence Theory for a General Class of Structured Populations with Fast Migration 11 april William H. Sandholm Large Deviations, Reversibility, and Equilibrium Selection under Evolutionary Game Dynamics 4 april Lars A. Carlsson Computational Toxicology at AstraZeneca 24 mars Kathryn Kaminski, Richard Henricsson The Role of Quants in Hedge Funds (K.K.), Quantitative HF management using Machine Learning - Ideas and experiences from the battlefield (R.H.) 22 mars Martin Larsson Discretely sampled variance swaps versus their continuous   approximations 21 mars Devdatt Dubhashi NETGEM: Inferring temporal dynamics of networked data 21 mars Luc Goutermanoff Establishment of a volatility pattern on the electricity market. (Examensarbete - Master thesis) 17 mars Johan Dellner Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements? (Examensarbete – Master thesis) 17 mars Lina Palmborg och Ebba Baldvinsdottir On Constructing a Market Consistent Economic Scenario Generator (Examensarbete – Master thesis) 14 mars Gunnar Andersson Some considerations regarding disability insurance, with an applied view 28 februari Oleg Seleznjev Multivariate piecewise linear interpolation of a random field 24 februari Kathryn Kaminski, John Sjödin Understanding Hedge Fund Risk (K.K.), Practical Applications of Risk Management in Hedge Funds (J.S.) 22 februari Karl-Sebastian Lindblad How big is large? A study of the limit for large insurance claims in case reserves (Examensarbete – Master thesis) 22 februari Andreas Wirenhammar Modeling Downturn LGD for a Retail Portfolio (Examensarbete – Master thesis) 17 februari Kent Janér, Kathryn Kaminski Uncorrelated, Sustainable Returns (K.J.), Understanding Hedge Fund Risk (K.K.) 10 februari Maria Strömqvist Hedge Fund Performance 8 februari David Jallo och Daniel Budai The Market Graph - A study of its characteristics, structure & dynamics (Examensarbete – Master thesis) 7 februari Tobias Rydén Skewness in regenerative simulation 31 januari Markus Hveem Portfolio management using structured products - The capital guarantee puzzle (Examensarbete – Master thesis) 31 januari Peter Larsson och Leonhard Flohr Optimal proxy-hedging of options on illiquid baskets (Examensarbete – Master thesis) 26 januari Hulda Thorbjörnsdottir Macroeconomic multifactor model - An econometric study (Examensarbete – Master thesis) 26 januari Carl-Johan Johansson och Greger Sundqvist Model risk in a hedging perspective (Examensarbete – Master thesis) 24 januari Thomas Kahle On boundaries of statistical models 17 januari Lars Holst Om Eulers gamma, Gamma och π2/6 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 20-02-2007