Christer Borell

Professor

Department of Mathematics
Chalmers University of Technology
S-412 96 GÖTEBORG
SWEDEN

Phone: +46 31 772 3553 (office)
Fax: +46 31 16 19 73 (office)

Email: mylastname@chalmers.se


  • Five Research Papers
    1) Minkowski sums in Gaussian analysis (Winter School; Toulouse 2005).
    2) On a certain exponential inequality for Gaussian processes (Extremes 9, 169-176, 2006).
    3) Minkowski sums and Brownian exit times (Annales de la Fac. des Sciences de Toulouse XVI, 37-47, 2007).
    4) Monotonicity properties of optimal investment strategies for log-Brownian asset prices (Math. Finance 17, 143-153, 2007).
    5) Inequalities of the Brunn-Minkowski type for Gaussian measures (Probability Theory and Related Fields 140, 195-206, 2008).
  • Zonoids induced by Gauss measure with an application to risk aversion (Alea 6, 133-147, 2009)
    http://alea.impa.br/english
  • Lecture Notes in Measure Theory
  • INTRODUCTION TO THE BLACK-SCHOLES THEORY
  • Matematik och optioner
    Kursen "Matematik och optioner", som upphört svarar innehållsmässigt ganska väl mot de nuvarande kurserna "Options and Mathematics" och "Financial Derivatives and Stochastic Analysis".
  • Finansiella derivat och stokastisk analys
    Läromedel för kursen "Finansiella derivat och stokastisk analys" före den blev masterkurs.
  • A remark on the pricing of certain cliquet options (joint working paper with Tor Nordqvist (2003))

    0. Financial Mathematics 2012

    1. Convexity (Fin Math (2012))

    2. Option pricing in a finite market model (Fin Math (2012))

    3. Brownian motion (Fin Math (2012))

    4. Options on stocks (Fin Math (2012))

    5. Options on bonds (Fin Math (2012))

    FMprov1+lösningar (Fin Math (2010))

    FMprov2+lösningar (Fin Math (2010))

    FMprov3+lösningar (Fin Math (2010))

    FMprov4+lösningar (Fin Math (2012))

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    Last modified: Fri Aug 30 15:14:38 MEST 2002