KTH Matematik

Seminarier - Seminars 9 mars Takayuki Yamada Statistical inference concerning normal based discriminant analysis when the dimension is large compared to sample sizes 8 december Timo Koski Arthur Cayley, Independent Causation and Rothman's Pie 24 november Hansjörg Albrecher Level Crossing under Randomized Observations with Applications in Insurance 17 november Inget seminarium 27 oktober Rainer Buckdahn Differential games with asymmetric information and without Isaacs condition 29 september Adrian Blanchet Cournot-Nash equilibria and optimal transport 29 september Thomas Holgersson Limiting distributions of individual Mahalanobis distances 24 september Fredrik Lannsjö Forecasting the Business Cycle using Partial Least Squares 22 september Jörgen Weibull Tenable strategy blocks and settled equilibria 9 september Alexander Aurell The SVI implied volatility model and its calibration 8 september Simon Måssebäck A comparison of the IRB approach and the Standard Approach under CRR for purchased defaulted retail exposures 8 september Rickard Gunnvald Estimating Probability of Default Using Rating Migrations in Discrete and Continuous Time 26 augusti Johan Olsén Logistic regression modelling for STHR analysis 16 juni Amadeus Wennström Volatility Forecasting Performance: Evaluation of GARCH type volatility models on Nordic equity indices 16 juni Oskar Ericsson Risk Analysis Against Electricity Market Index and Portfolio Optimisation 11 juni Natalia Stepanova Risk Bounds for the Estimation of Analytic Density Functions in Lp 11 juni Daniel Boros On Lapse risk factors in Solvency II 9 juni Fredrik Giertz Analysis and optimization of a portfolio of catastrophe bonds 9 juni Andreas Lagerqvist Parameter estimation of a non-equilibrium asset pricing model and performance analysis of the calibration in terms of sloppiness 9 juni Johan Andersson Locating Multiple Change-Points Using a Combination of Methods 3 juni Magnus Bergroth and Anders Carlsson Estimation of a liquidity premium for swedish inflation linked bonds 2 juni Sara Jonsson and Beatrice Rönnlund The new standardized approach for measuring counterparty risk 26 maj Henrik Hult Rare-event simulation and Hamilton-Jacobi equations 12 maj Fredrik Dahlin och Samuel Storkitt Estimation of loss given default for low default portfolios 7 april Alex Singh A risk-transaction cost trade-off model for index tracking 24 mars Björn Skanke Analysis of Pension Strategies 20 mars Osamu Watanabe Normalized Compression Distance and its Theoretical Analysis 18 mars Jesper Loso Forecasting of Self-Rated Health Using Hidden Markov Algorithm 6 mars Peter Nguyen Andersson Liquidity and corporate bond pricing on the Swedish market 14 februari Linus Lauri Algorithmic evaluation of Parameter Estimation for Hidden Markov Models in Finance 10 februari Daniel Drugge Allocation Methods for Alternative Risk Premia Strategies 6 februari Jean-Alexander Monin Nylund Semi-Markov modelling in a Gibbs sampling algorithm for NIALM 27 januari Dan Franzen och Otto Sjöholm Credit Valuation Adjustment - Theory and Practice 20 januari Rauf Ahmad High-dimensional multivariate analysis and the theory of U-statistics Seminarier under 2013 Seminarier under 2012 Seminarier under 2011 Seminarier under 2010 Seminarier under 2009 Seminarier under 2008 Seminarier under 2007 Seminarier under 2006 Seminarier under 2005 Seminarier under 2004 Seminarier under 2003 Seminarier under 2002 Seminarier under 2001 Seminarier under 2000 Seminarier under 1999 Seminarier under 1998 Seminarier under 1997 Seminarier under 1996 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Henrik Hult Uppdaterad: 23/12-2013