KTH Mathematics  


Henrik Hult
Henrik Hult

Papers

Mathematical Statistics

Financial Mathematics (KTH)

Brown DAM

Cornell ORIE

University of Copehagen, LAM


SF2974 Portfolio Theory and Risk Management
SF2701 Financial Mathematics
SF2980 Risk Management
SF2975 Financial derivatives
Graduate course in Statistical Inference


PhD program in Applied and computational mathematics


Risk book
Risk and Portfolio Analysis: Principles and Methods

Hult, H., Lindskog, F., Hammarlid, O., Rehn, C. J.

Springer Series in Operations Research and Financial Engineering, Springer 2012

ISBN 978-1-4614-4102-1

Visit the webpage for the book.




I am an Associate Editor for Bernoulli, Statistica Sinica, Stochastic Processes and Their Applications, and TOMACS.


Address:
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Sweden
Email: hult(AT)kth.se
Phone: +46-8-790 69 11
Office: 3437
Published by: Filip Lindskog
Updated: 6/9-2006