Kalender

Differential Systems in the Complex Domain

3 maj

Konferens

må 2010-05-03, 09.30 - to 2010-05-06, 12.00

Plats: Department of Mathematics, Kräftriket, Stockholm University

2010-05-03T09:30:00.901+02:00 2010-05-06T12:00:00.901+02:00 Differential Systems in the Complex Domain (Konferens) Department of Mathematics, Kräftriket, Stockholm University (KTH, Stockholm, Sweden)Differential Systems in the Complex Domain (Konferens)

Joachim Priou: GARCH models with Generalized Hyperbolic innovations with application to carbon derivative pricing

5 maj

Examensarbete

onsdag 2010-05-05, 13.15 - 14.00

Plats: Sammanträdesrum 3424 (innanför pausrummet), Inst. för matematik, KTH, Lindstedtsvägen 25, plan 4.

2010-05-05T13:15:00.966+02:00 2010-05-05T14:00:00.967+02:00 Joachim Priou: GARCH models with Generalized Hyperbolic innovations with application to carbon derivative pricing (Examensarbete) Sammanträdesrum 3424 (innanför pausrummet), Inst. för matematik, KTH, Lindstedtsvägen 25, plan 4. (KTH, Stockholm, Sweden)Joachim Priou: GARCH models with Generalized Hyperbolic innovations with application to carbon derivative pricing (Examensarbete)

Joseph Abram: Implementing and Testing Replicating Portfolios for Life Insurance Contracts

5 maj

Examensarbete

onsdag 2010-05-05, 14.15 - 15.00

2010-05-05T14:15:00.736+02:00 2010-05-05T15:00:00.737+02:00 Joseph Abram: Implementing and Testing Replicating Portfolios for Life Insurance Contracts (Examensarbete) Joseph Abram: Implementing and Testing Replicating Portfolios for Life Insurance Contracts (Examensarbete)

Mini-workshop in PDE: theory, applications and numerics

6 maj

Konferens

torsdag 2010-05-06, 13.00 - 16.00

Plats: Room E33, Lindstedtvägen 3, KTH

2010-05-06T13:00:00.698+02:00 2010-05-06T16:00:00.698+02:00 Mini-workshop in PDE: theory, applications and numerics (Konferens) Room E33, Lindstedtvägen 3, KTH (KTH, Stockholm, Sweden)Mini-workshop in PDE: theory, applications and numerics (Konferens)

Erik Duse: On some aspects of Random Tridiagonal Matrices and General Random Matrix Theory

10 maj

Examensarbete

må 2010-05-10, 13.15 - ti 2010-04-20, 14.10

Plats: Sal 3721

2010-05-10T13:15:00.531+02:00 2010-04-20T14:10:00.532+02:00 Erik Duse: On some aspects of Random Tridiagonal Matrices and General Random Matrix Theory (Examensarbete) Sal 3721 (KTH, Stockholm, Sweden)Erik Duse: On some aspects of Random Tridiagonal Matrices and General Random Matrix Theory (Examensarbete)

Meng Bai Wang: Pricing FX barriers with local volatility surface

10 maj

Examensarbete

måndag 2010-05-10, 15.15 - 16.00

2010-05-10T15:15:00.252+02:00 2010-05-10T16:00:00.252+02:00 Meng Bai Wang: Pricing FX barriers with local volatility surface (Examensarbete) Meng Bai Wang: Pricing FX barriers with local volatility surface (Examensarbete)

Andreas Nordvall Lagerås: Asset Liability Management for a Large Insurance Company

17 maj

Seminarium, Matematisk statistik

må 2010-05-17, 15.15 - må 2010-05-03, 15.33

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

2010-05-17T15:15:00.484+02:00 2010-05-03T15:33:00.484+02:00 Andreas Nordvall Lagerås: Asset Liability Management for a Large Insurance Company (Seminarium, Matematisk statistik) Seminarierum 3733, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. (KTH, Stockholm, Sweden)Andreas Nordvall Lagerås: Asset Liability Management for a Large Insurance Company (Seminarium, Matematisk statistik)

Finnish-Swedish Number Theory conference

26 maj

Konferens

on 2010-05-26, 09.00 - fr 2010-05-28, 17.00

Plats: TBA (mostly 3721)

2010-05-26T09:00:00.869+02:00 2010-05-28T17:00:00.869+02:00 Finnish-Swedish Number Theory conference (Konferens) TBA (mostly 3721) (KTH, Stockholm, Sweden)Finnish-Swedish Number Theory conference (Konferens)

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)