Research

Papers

A simple time-consistent model for the forward density process [Preprint]

Meetings

3rd Northern Triangular Seminar, 11-13 April 2011, St Petersburg, Russia. INFORMS Applied Probability Society Conference, 6-8 July 2011, Stockholm, Sweden Link Stockholm-Uppsala symposium 13, May 24 2011, Uppsala, Sweden. Link Recent developments in mathematical finance, 9-10 May 2011, Stockholm, Sweden Link 2nd Northern Triangular Seminar, 15-17 March 2010, Stockholm, Sweden. Link

Courses

Markov Chains Basic Communication and Teaching Numerical Method for PDEs Weak Convergence of Probability Measures An Introduction to Point Processes with Finance Applications Bayesian Networks Probability Theory Statistical Inference Optimal Control and Filtering in Continuous Time, with Engineering and Finance Applications Cauchy-Schwarz Master Class Integration theory Foundations of Analysis