Previous Graduate Courses that has been given by Patrik Albin:
(These graduate courses have been given once only, and none of them are planned to be given again.)
Erik Brodin recived his phd-degree 9 March 2007 on the thesis "Extreme Value Statistics and Quantile Estimation with Applications in Finance and Insurance"
Anders Muszta recived his phd-degree 1 April 2005 on the thesis "Contributions to Numerical Solution of Stochastic Differential Equations" gripped ps-file
Mattias Sunden recived his phd-degree 19 September 2008 on the thesis "Some Markov Processes in Finance and Kinetics"
Previous Graduate Students at University of Gothenburg:
Ulrika Trolle recived her licentiate degree 13 June 2007 on the thesis "On Lévy Processes in Mathematical Finance" paper 1, paper 2
Master's Thesis Students at Chalmers University of Technology:
Fredrik Niveman (F - Physics and Engineering Physics). Fredrik is working on inference for stochastic differential equations.
Chenyang Zhang (F - Physics and Engineering Physics). Chenyang is working with an oversight of mathematical models for asset prices.
Previous Master's Thesis Students at Chalmers:
Adam Andersson (Chalmers Z - continued to become graduate student in Mathematcis at Chalmers) "On Weak Differentiability of Backward SDEs and Cross Hedging of Insurance Derivatives" ps-filpdf-fil
Daniel Andersson (M - Mechanical Engineering - continued to become graduate student in Mathematcial Statistics at the Royal Institute of Technology - KTH) and Magnus Lernvik (M - Mechanical Engineering - continued to become business man i Stockholm) "On Longe Range Dependence in the Returns of Risky Assets" ps-filpdf-fil
Andre Aydin (E - Eletrical Engineering - continued to work at Svensk Export Kredit in Stockholm) "Modeling Swedish Interest Rates by Simulated Maximum Likelihood" ps-filpdf-fil
Erik Brodin (F - Physics and Engineering Physics - continued to become graduate student in Mathematcial Statistics at Chalmers) "On the logreturns of empirical financial data" ps-filpdf-fil
Yongqiang Bu (IM - International Masters Programme - continued to become graduate student at School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh Scotland) "Option Pricing using Levy Processes" ps-filpdf-fil
Anton Crona (D - Data Science - continued to Skysparc in Stockholm) "Numerical Methods for Infinitely Divisible Distributions" ps-filpdf-fil
Alexandre Eskinasy (IM - International Masters Programme) and Patricia Morais (IM - International Masters Programme - continued to work at Ericsson WCDMA unit in Stockholm) "3G Infrastructure Sales Forcasting: A Causal Modeling Approach" ps-filpdf-fil
Andreas Hansson (F - Physics and Engineering Physics - continued to work at Aberdeen Property Investors in Stockholm) "Levy process based option pricing on Swedish markets" ps-filpdf-fil
Fredrik Jonsson (I - Technology Management and Economics - continued to work at Algorithmica Research AB in Stockholm) "On the Fitting of Generalized Hyperbolical Distributions to Financial Data" ps-filpdf-fil
Rickard Kjellin (I - Technology Management and Economics - continued to work at Front Capital Systems in Stockholm) "Stepsize Controlled Schemes for Diffusions exhibiting Volatility Induced Stationarity" ps-filpdf-fil
David Källberg (F - Physics and Engineering Physics - continued to become graduate student at Mathematcial Statistics in Umeå) "Modeling electricity prices with seasonal long memory time series" ps-filpdf-fil
Jan Lennartsson (E - Electrical Engineering - continued to become graduate student in Mathematical Statistics at Chalmers) and Min Shu (IM - International Masters Programme - continued to become graduate student at Robinson College of Business, Georiga State University in Atlanta) "Copula Dependence Structure on Real Stock Markets" ps-filpdf-fil
Hanna Mattsson (F - Physics and Engineering Physics) and Pierre Nyqvist (F - Physics and Engineering Physics) "A Mathematical Investigation of Breast Cancer and Tomor Growth: Statistical Analysis and Stochastic Modeling" ps-filpdf-fil
Anna Rudvik (F - Physics and Engineering Physics - continued to become graduate student in Mathematcial Statistics at Chalmers) "Stochastic Integral Representation of Functionals with Option-like Structure" ps-filpdf-fil
Henrik Sangö (E - Electrical Engineering - continued to work at EON in Germany) "Modeling electricity prices in the German market" ps-filpdf-fil
Anders Toftgård (F - Physics and Engineering Physics - continued to work at Bank of America Securities in New York) "A Relative Value Trading Strategy in Swaps and Principal Component Analysis" ps-filpdf-fil
Ulrika Trolle (F - Physics and Engineering Physics - continued to become graduate student in Economics at Gothenburg Shool of Business, Economics and Law) "On semi-parametric modelling of stock prices with Levy processes" ps-filpdf-fil
Johan Tykesson (F - Physics and Engineering Physics - continued to become graduate student in Mathematcial Statistics at Chalmers) "Some aspects of Levy processes in finance" ps-filpdf-fil
Jordan Zhang (IM - International Masters Programme - continued to become graduate student at Institute of Mathematical Statistics and Actuarial Science, University of Bern, Swizerland) "Jump Modelling for Financial Asset Prices" ps-filpdf-fil
Qiang Wang (IM - International Masters Programme - continued to wotk at The People's Bank of China) "Option Pricing on Jump-Diffusion Models" ps-filpdf-fil
Simon Österberg (F - Physics and Engineering Physics - continued to work with kvant analysis at SBAB Finans) "Sensitivity Analysis of the Exotic Option Triple Obligation & Vega-Hedging in Bates' Market Model and the Associated Transaction Cost" ps-filpdf-fil
Master's Thesis Students at University of Gothenburg:
Heiðar Ingvi Eyjólfsson (MV - Mathematical Sciences). Heiðar is working on stochastic simulation of solutions of stochastic differential equations.
John Löfgren (MV - Mathematical Sciences). John is working on backward stochastic differential equations.
Previous Master's Thesis Students at University of Gothenburg:
Alain Angeralides (MV - Mathematical Sciences - continued to become eletricity trader at Östkraft) and Ottmar Cronie (MV - Mathematical Sciences - continued to become graduate student in Mathematcial Statistics at Chalmers) "Modelling electricity prices with Ornstein-Uhlenbeck processes" ps-filpdf-fil
Mattias Bengtsson (now Sunden) (MV - Mathematical Sciences - continued to become graduate student in Mathematcial Statistics at Chalmers) and Viktor Olsbo (MV - Mathematical Sciences - continued to become graduate student in Mathematcial Statistics at Chalmers) "Value at Risk Using Stochastic Volatiliy Models" ps-filpdf-fil
David Block (MV - Mathematical Sciences - continued to work at Bofors Defence AB
Anna Genell (MV - Mathematical Sciences - continued to become graduate student at Department of Oncology at the Sahlgrenska Academy in Gothenburg) and David Lösaus (MV - Mathematical Sciences - continued to work as highschool teacher at NTI-gymnasiet Media in Gothenburg) "On the Cremer Rao Bound in Determining Scattering center Parameters using High Resolution Radar" ps-filpdf-fil
Oscar Hammar (MV - Mathematical Sciences - continued to become graduate student in Mathematcial Statistics at Chalmers) "Evaluation of Some Methods for Parameter Estimation for Stochastic Differential Equations" ps-filpdf-fil
Sara Landolsi (MV Mathematical Sciences - continued to lecture at MV Mathematical Sciences) and Kim Wiktoren (MV - Mathematical Sciences - continued to work at Algorithmica Research AB in Stockholm) "Weak Solutions of Stochastic Differential Equations with Exact Simulation" pdf-fil
Emma Söderberg (MV - Mathematical Sciences - continued to become graduate student in Economics at Gothenburg School of Business, Economics and Law) "An Evaluation of the OECD Financial Risk Score Model" ps-filpdf-fil
Jonas Wallin (MV - Mathematical Sciences - continued to study statistics at Lund University) "Some explicit martingale representations" ps-filpdf-fil,
