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