Papers

Mathematical Statistics

Mathematical Statistics Faculty

Financial Mathematics (KTH)

Brown DAM

Cornell ORIE

University of Copehagen, LAM

The Applied Probability Society Conference July 6-8, 2011, at KTH

SF2980 Risk Management
SF2975 Financial derivatives
Graduate course in Statistical Inference

Here are Lecure notes for 'Four Lectures on Importance Sampling' Lecture 1 Lecture 2 Lecture 3 Lecture 4 .

PhD program in Applied and computational mathematics

I am an Associate Editor for Bernoulli, Statistica Sinica and TOMACS.

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