KTH Matematik

Seminarier 2012 - Seminars 2012 18 december, Damr Tewolde Pricing Inflation Derivatives 18 december, Alexander Jöhnemark Modeling Operational Risk: a Loss Distribution Approach 17 december, Oliver Serang A graphical, nonparametric Bayesian approach for the robust decomposition of mixtures. 3 december, Persa Gobeljić Classification of Probability of Default and Rating Philosophies 5 november, Shlok Datye Money Management Principles for Mechanical Traders 24 oktober, Cheung Mei Ting and Su Xun Day-of-the-week effects in stock market data 22 oktober, Josephine Sullivan Football Player 3D Pose Reconstruction from Visual Data 9 oktober, Niclas Blomberg Higher Criticism Testing for Signal Detection in Rare And Weak Models 8 oktober, Pär Lorentz A Modified Sharpe Ratio Based Portfolio Optimization 1 oktober, Eric Villaume Predicting customer level risk patterns in non-life insurance 24 september, Poul Heegaard/Jonas Wäfler Towards a new Dependability Model for Smart Grids 17 september, Troels Sørensen Computing proper equilibria of finite two-player games 10 september, Bruno Dupire Functional Ito Calculus and Risk Management 3 september, Lars Holst Om runs i Bernoulli-följder 20 augusti, Richard Koivusalo Statistical analysis of empirical pairwise copulas for the S & P 500 stocks (Examensarbete - Master thesis) 7 augusti, Gustav Montgomerie-Neilson Selecting the Worst-Case Portfolio: A proposed pre-trade risk validation algorithm of SPAN (Examensarbete - Master thesis) 7 augusti, Frida Bjarnadottir Implementation of CoVaR, A Measure for Systemic Risk (Examensarbete - Master thesis) 21 juni, Håkan Edström A Quantitative Analysis of Liquidity and Funding Value Adjustments (Examensarbete - Master thesis) 19 juni, David Berglund Analys av svenska utsläppsämnen (Examensarbete - Master thesis) 19 juni, Daniel Eliasson: Game Contingent Claims (Examensarbete - Master thesis) 12 juni (NEW PLACE AND TIME!) Jonas Alm A simulation model for calculating solvency capital requirements for a non-life insurance company 7 juni Lennart Mumm Reject Inference in Online Purchases (Examensarbete - Master thesis) 7 juni Harry Hedman Performance Evaluation of Artificial Neural Networks in the Foreign Exchange Market. (Examensarbete - Master thesis) 28 maj Fredrik Hansson A pricing and performance study on auto-callable structured products (Examensarbete - Master thesis) 22 maj Magnus Ekeberg Detecting contacts in protein folds by solving the inverse Potts problem- a pseudolikelihood approach (Examensarbete - Master thesis) 21 maj Per Olov Lindberg Choice Probabilities in Random Utility Models 14 maj Alili Larbi On some involutive inversions of one dimensional transient diffusions 7 maj Matteo Bottai Analysis of percentiles of survival time with censored quantile regression 3 maj Rokas Serepka Analyzing and modeling exchange rate data using VAR framework. (Examensarbete - Master thesis) 23 april Göran Högnäs On some stochastic competition models 16 april Lars Eldén Tensor computations and applications in information sciences 13 april Jürg Hüsler On the shape of high excursions of Gaussian processes and fields 12 april Matts Andersson Risk assessment of portfolios of exotic derivatives. (Examensarbete - Master thesis) 12 april Erik Wiklund The effect of volatility on the pricing of Asian options. (Examensarbete - Master thesis) 3 april Felix Leopoldo Rios Personalized Health Care: Switching to a Subpopulation in Phase III. (Examensarbete - Master thesis) 2 april Jan-Frederik Pietschmann, CIAM/matematisk statistik, KTH Human crowd motion and inverse problems 28 mars Hans Edward Gennow Valuation Adjustments of Illiquid Instruments (Examensarbete - Master thesis) 26 mars Staffan Strömblad A Systems Microscopy research platform for analysis of system form and function in cell migration 19 mars Gustaf Linnell Option Pricing with Events at Deterministic Times (Examensarbete - Master thesis) 19 mars Yudi Pawitan Searching for and assessing subtypes in a heterogeneous population 15 mars Francois Delarue Singular FBSDEs and Carbon Emissions Market 13 mars Maxime Vanneste Pricing and parameters influencing the Basis: is it a profitable arbitrage opportunity? (Examensarbete - Master thesis) 12 mars Pontus Johnson Predictive, Probabilistic Architecture Modeling 8 mars Mikael Forsman A Model Implementation of Incremental Risk Charge (Examensarbete - Master thesis) 5 mars SEMINAR IN APPLIED MATHEMATICS: Alexandre Proutiere Random Access in Communication Systems: Performance and Design 20 februari Thomas Kaijser On convergence in distribution of the filtering process associated to Hidden Markov Models 20 februari Arnaud Blanchard The Two-Factor Hull-White Model: Pricing and Calibration of Interest Rates Derivatives (Examensarbete - Master thesis) 16 februari Jan Engshagen Nothing is normal in finance! (Examensarbete - Master thesis) 15 februari Persi Diaconis Shuffling Cards and Hopf Algebras 13 februari Paavo Salminen Optimal stopping of strong Markov processes 6 februari Lars Holst Om Bernoulliföljder för rekord 25 januari Henrik Teneberg Pricing Contingent Convertibles using an Equity Derivatives Jump Diffusion Approach (Examensarbete - Master thesis) 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 (Examensarbete - Master thesis) 18 januari Stefan Sandberg Liquidity in Equity and Option Markets: A Hedging Perspective (Examensarbete - Master thesis) 16 januari Vladimir Cvetkovic Stochastic modeling of hydrological transport Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 20-02-2007