
Henrik Hult
Professor in Mathematical Statistics
Papers
Mathematical Statistics
Financial Mathematics (KTH)
Brown DAM
Cornell ORIE
University of Copehagen, LAM
SF2974 Portfolio Theory and Risk Management
SF2701 Financial Mathematics
SF2980 Risk Management
SF2975 Financial derivatives
Graduate course in Statistical Inference
PhD program in Applied and computational mathematics

Risk and Portfolio Analysis: Principles and Methods
Hult, H.,
Lindskog, F.,
Hammarlid, O.,
Rehn, C. J.
Springer Series in Operations Research and Financial Engineering, Springer 2012
ISBN 978-1-4614-4102-1
Visit the webpage for the book.
Address:
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Sweden
Email: hult(AT)kth.se
Phone:      +46-8-790 69 11
Office: 3552
|