We are working in financial mathematics
Boualem Djehiche
I received a Licentiate in Mathematical Statistics and Insurance
Mathematics in 1989 from Stockholm University and a PhD in 1993 in
Mathematics from the Department of Mathematics at KTH, Stockholm. I am a
member of the division of mathematical statistics at KTH since 1994. My
interest in financial mathematics, and insurance mathematics, has mainly
been directed towards quantitative risk management, portfolio choice and
asset and liability modeling.
My personal web page


Henrik Hult
I received my PhD in 2003 from the Department of Mathematics at KTH,
Stockholm. I am currently an Associate Professor at the
Division of Mathematical Statistics. My research related to finance
and insurance focuses on quantification of risk, extreme values, and
simulation.
My personal web page


Camilla Landén
I received my PhD in 2001 from the division of optimization and systems
theory at KTH. I am a member of the division of mathematical statistics
at KTH since 2003. My interest in financial mathematics has been focused
on the modelling of the term structure of forwards, futures and interest
rates, and more recently in optimal investment under partial
information.
My personal web page


Harald Lang
I recieved my PhD in 1977 in pure mathematics, but since then my
research has mostly been in economics. My interest in financial mathematics
is more recent, and is primarely focused on the modelling of financial
markets.
My personal web page


Filip Lindskog
I received my PhD in 2004 from the department of mathematics
at ETH Zürich, Switzerland. I am a member of the division
of mathematical statistics at KTH since 2004.
My interest in financial mathematics, and insurance mathematics,
has mainly been directed towards
quantitative risk management with a focus towards multivariate
extreme value theory, dependence modelling and credit risk.
My personal web page


Anders Szepessy
I received my Ph.D from Chalmers technical university in
applied mathematics 1989.
I am a member of the numerical analysis group at KTH,
see
http://www.csc.kth.se/na/Research/.
My research related to financial mathematics is on computational
methods for stochastic differential equations and
on inverse problems.
My personal web page


Raul Tempone
I received my Ph.D from KTH in 2002. I am a member of the numerical
analysis group at KTH.
My research related to financial mathematics is on numerical methods
for stochastic differential equations. I have also directed several
master theses on hedging with transaction costs.
My personal web page


Financial Mathematics
Division of Mathematics
Division of Mathematical Statistics
Division of Optimization and Systems Theory
Numerical Analysis Group
