KTH Mathematics  

Henrik Hult
Henrik Hult
Professor in Mathematical Statistics


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 book
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.

Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Email: hult(AT)kth.se
Phone: +46-8-790 69 11
Office: 3437
Published by: Filip Lindskog
Updated: 6/9-2006