5B1022 Master Thesis in Optimization and Systems Theory, 20 p
(Examensarbete i optimeringslära och systemteori)

[2][2]

1.

A. Broström (F), Fixed income positions subject to market risk constraints. Performed at Svensk Exportkredit. Advisor: S. Feltenmark. (E219)

[3][3]

1.

M. Gabrielsson (F), Optimering av arbetsfördelning mellan vattenkraftaggregat med avseende på revisionstidpunkt. Performed at Sydkraft AB. Advisor: S. Feltenmark. (E222)

[4][4]

1.

P. Göransson (F), Simulation of queueing model for IP telephony. Performed at Telia ProSoft AB. Advisor: C. Trygger. (E223)

[5][5]

1.

J. Hedengren (F), Performance of bond option replication. Performed at Swedbank Markets. Advisor: T. Björk. (E221)

[6][6]

1.

H. Jansson (F), Resource constrained shortest path for air industry. Performed at RM Rocade. Advisor: A. Forsgren. (E225)

[7][7]

1.

R. Molin (F), A tool for LPV and LFT modelling. Performed at FOA. Advisor: X. Hu. (E218)

[8][8]

1.

J. Palmquist (F), Portfolio optimization with conditional value-at-risk objective and constraint. Performed at University of Florida. Advisor: S. Uryasev/U. Brännlund. (E220)

[9][9]

1.

G. Reiman (F), Portfolio performance measurement and evaluation. Performed at ABN AMRO Software. Advisor: U. Brännlund. (E224)