Mathematical finance
The need for advanced probabilistic and statistical modelling
in matemamatical finance has become
increasingly pressing in recent years. We work in many fields
in mathmematical finance, including option pricing and insurance,
and use a variety of Gaussian and non-Gaussian approaches, including
extreme value theory.
Senior researchers:
Patrik Albin,
Christer Borell,
Holger Rootzén,
Catalin Starica.
Ph.D. students:
Erik Brodin,
Carl Lindberg.
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Last modified
by Olle Häggström