A seminar series on the hedge fund industry
SF2938 Seminar course in mathematical statistics I, 4 credits
Course description (pdf)
- Schedule (pdf)
Literature and lecture notes
Kathryn Kaminski, PhD (MIT Sloan), Visiting Assistant Professor at Stockholm School of Economics, Visiting Lecturer at MIT Sloan School of Management and Investment Researcher at Risk & Portfolio Management, RPM.
Maria Strömqvist, PhD (SSE), Investment Researcher at Brummer & Partners.
SF2974 Portfolio theory and risk management and
SF2701 Financial Mathematics
and also one of the courses
SF2945 Time series analysis or
SF2950 Applied mathematical statistics or
or the corresponding knowledge acquired elsewhere.
If you are a student at KTH, then you have to actively choose this course
(just like any other course at KTH).
This can be done through
studera.nu or by contacting your program.
See e.g. this
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To Mathematical Statistics Courses