Examensarbete

Taraneh Derayati och Harde Kader: Risk calculation of interest rate swaps for Cinnober Financial Technology AB

31 maj

Examensarbete

måndag 2010-05-31, 15.15 - 16.00

Plats: Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-05-31T15:15:00.005+02:00 2010-05-31T16:00:00.005+02:00 Taraneh Derayati och Harde Kader: Risk calculation of interest rate swaps for Cinnober Financial Technology AB (Examensarbete) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Taraneh Derayati och Harde Kader: Risk calculation of interest rate swaps for Cinnober Financial Technology AB (Examensarbete)

Filip Andersson: Forward start option pricing with four different stochastic volatility models

31 maj

Examensarbete

måndag 2010-05-31, 16.15 - 17.00

Plats: Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-05-31T16:15:00.401+02:00 2010-05-31T17:00:00.401+02:00 Filip Andersson: Forward start option pricing with four different stochastic volatility models (Examensarbete) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Filip Andersson: Forward start option pricing with four different stochastic volatility models (Examensarbete)

Jakob Skwarski: Operations on a graph G that shift the homology of the independence complex of G

3 jun

Examensarbete

torsdag 2010-06-03, 10.30 - 11.15

Plats: Room 3733, Lindstedtsvägen 25, 7th floor, department of mathematics, KTH

2010-06-03T10:30:00.099+02:00 2010-06-03T11:15:00.099+02:00 Jakob Skwarski: Operations on a graph G that shift the homology of the independence complex of G (Examensarbete) Room 3733, Lindstedtsvägen 25, 7th floor, department of mathematics, KTH (KTH, Stockholm, Sweden)Jakob Skwarski: Operations on a graph G that shift the homology of the independence complex of G (Examensarbete)

Jörg Hofmeister: Portfolio Optimization with Structured Products: A quantitative approach to rebalancing portfolios of index linked principle protected notes and non-principle protected certificates

7 jun

Examensarbete

måndag 2010-06-07, 15.15 - 16.00

Plats: Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-06-07T15:15:00.214+02:00 2010-06-07T16:00:00.214+02:00 Jörg Hofmeister: Portfolio Optimization with Structured Products: A quantitative approach to rebalancing portfolios of index linked principle protected notes and non-principle protected certificates (Examensarbete) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Jörg Hofmeister: Portfolio Optimization with Structured Products: A quantitative approach to rebalancing portfolios of index linked principle protected notes and non-principle protected certificates (Examensarbete)

Erik Johansson: Real Options in Energy Investments

13 aug

Examensarbete

fredag 2010-08-13, 12.15 - 13.00

Plats: Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-08-13T12:15:00.724+02:00 2010-08-13T13:00:00.724+02:00 Erik Johansson: Real Options in Energy Investments (Examensarbete) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Erik Johansson: Real Options in Energy Investments (Examensarbete)

Sebastian Öberg: Equality in Green's hyperplane restriction theorem

13 aug

Examensarbete

fredag 2010-08-13, 13.00 - 13.45

Plats: Room 3733, Department of mathematics, KTH, Lindstedtsvägen 25, 7th floor

2010-08-13T13:00:00.952+02:00 2010-08-13T13:45:00.952+02:00 Sebastian Öberg: Equality in Green's hyperplane restriction theorem (Examensarbete) Room 3733, Department of mathematics, KTH, Lindstedtsvägen 25, 7th floor (KTH, Stockholm, Sweden)Sebastian Öberg: Equality in Green's hyperplane restriction theorem (Examensarbete)

Young Kim: On implementing Euro-Bund futures

6 sep

Examensarbete

måndag 2010-09-06, 15.15 - 16.00

Plats: Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-09-06T15:15:00.638+02:00 2010-09-06T16:00:00.638+02:00 Young Kim: On implementing Euro-Bund futures (Examensarbete) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Young Kim: On implementing Euro-Bund futures (Examensarbete)

Kia Karelmo: Interest Rate Term Structure Modeling in the Presence of Missing Data

1 okt

Examensarbete

fredag 2010-10-01, 12.15 - 13.00

Plats: Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-10-01T12:15:00.589+02:00 2010-10-01T13:00:00.589+02:00 Kia Karelmo: Interest Rate Term Structure Modeling in the Presence of Missing Data (Examensarbete) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Kia Karelmo: Interest Rate Term Structure Modeling in the Presence of Missing Data (Examensarbete)

Anders Lundman: On the geometry of smooth convex polyhedra with bounded lattice points

22 okt

Examensarbete

fredag 2010-10-22, 13.15 - 14.15

Plats: Room D41, Lindstedtsvägen 17, 1th floor

Respondent: Anders Lundman

2010-10-22T13:15:00.703+02:00 2010-10-22T14:15:00.703+02:00 Anders Lundman: On the geometry of smooth convex polyhedra with bounded lattice points (Examensarbete) Room D41, Lindstedtsvägen 17, 1th floor (KTH, Stockholm, Sweden)Anders Lundman: On the geometry of smooth convex polyhedra with bounded lattice points (Examensarbete)

Somar Koria: The Analysis of Different Financial Risk Measures in Hydro-Electric Portfolio Optimization

1 nov

Examensarbete

måndag 2010-11-01, 15.15 - 16.00

Plats: Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.

2010-11-01T15:15:00.612+01:00 2010-11-01T16:00:00.612+01:00 Somar Koria: The Analysis of Different Financial Risk Measures in Hydro-Electric Portfolio Optimization (Examensarbete) Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Somar Koria: The Analysis of Different Financial Risk Measures in Hydro-Electric Portfolio Optimization (Examensarbete)