KTH Mathematics

Back to main page Current teaching SF1811 Optimization, basic course (fall 2019). - Course web. SF2863 Systems Engineering (fall 2019). - Course web. Finance Lab projects SF2975 Financial Derivatives (fall 2019). - Quanto and compto options. - Calibration of the Hull-White model SF2701 Financial mathematics, basic course (spring 2019). - Introduction to stock price data - Exercise on dividends SF2943 Time series (spring 2019). - Application of the GARCH model SF2975 Financial Derivatives (fall 2018). - Exercise on calibration of the Hull-White model SF2701 Financial mathematics, basic course (spring 2018). - Introduction to stock price data - Exercise on dividends SF2943 Time series (spring 2018). - Application of the GARCH model SF2975 Financial Derivatives (fall 2017). - Exercise on calibration of the Hull-White model SF2942 Portfolio Theory (fall 2017). - Assignment 1: Immunization - Assignment 2: Index tracking SF2701 Financial mathematics, basic course (spring 2017). - Introduction to stock price data - Exercise on dividends SF2943 Time series (spring 2017). - Application of the GARCH model SF2980 Risk Management (fall 2016) - Exercise on scenario-based risk analysis SF2942 Portfolio Theory and Risk Management (fall 2016). - Exercise on immunization to cash flows SF2943 Time series (spring 2016). - Exercise on GARCH SF2701 Financial mathematics, basic course (spring 2016). - Exercise on dividends Previous teaching SF2975 Financial Derivatives (fall 2019). - Course web. SF1861 Optimeringslära T (spring 2019) SF2975 Financial Derivatives (fall 2018) SF2863 Systems Engineering (fall 2017) - Kurshemsida SF2975 Financial Derivatives (fall 2017) - Kurshemsida SF1811 Optimization, basic course (fall 2016). - Teaching assistant information SF1910 Tillämpad statistik (fall 2016). - Kurshemsida - Mina övningar SF1901 Sannolikhetslära och statistik, grundkurs (spring 2016). - Mina övningar SF1811 Optimization, basic course (fall 2015). - Teaching assistant information SF1904 Markovprocesser (spring 2015). SF1901 Sannolikhetsteori och statistik, grundkurs (fall 2014). SF1811 Optimization, basic course (fall 2014). Back to main page Address: Department of Mathematics Royal Institute of Technology SE-100 44 Stockholm Sweden E-mail: aaurell at kth dot se Office: Room 3747 Phone: +46-8-790 71 36

Published by: 28-10-2019