Master's theses in mathematics
Last modified: 2021-07-02
Department of Mathematics
Liu, Yizhou
2022.
Download full text (pdf) of Prediction for Financial Time Series
Ali, Hassan
2022.
Download full text (pdf) of Exceptional Groups and their Generators
Dahlqvist, Isak
2022.
Download full text (pdf) of The self-exciting Hawkes processand dynamic contagion
Fors, Hannes
2022.
Download full text (pdf) of C*-algebras and the Spectral Theorem
Hjort, Oliver
2022.
Download full text (pdf) of Ricci flow of asymptotically hyperbolic metrics
Mellquist, Ebba
2022.
Download full text (pdf) of Perpetual American Options and ImpliedVolatility
Tsang, Hin Chung Henry
2022.
Download full text (pdf) of Higher preprojective algebras and higherAuslander algebras
Cuszynski-Kruk, Mikolaj
2022.
Download full text (pdf) of Perron–Frobenius theorem and Z≥0[S3]-semimodules
Auffredic, Jérémy
2022.
Download full text (pdf) of Financial Models With Transaction Costs
Deigård, Patrik
2022.
Download full text (pdf) of The Dividend Problem for Diffusion Processes
Göransson, Daniel
2022.
Download full text (pdf) of American call options under incomplete information
Chauwinoir, Kevin
2022.
Download full text (pdf) of Symplectic Fibrations and Connections
Lindqvist, Sebastian
2022.
Download full text (pdf) of Neural Networks for Option Pricing
Ogumoshabe, Disan
2022.
Download full text (pdf) of Time series analysis of Covid-19 pandemic in Sweden
Norman, William
2022.
Download full text (pdf) of Quickest detection with an observation cost
Karimidamavandi, Ashkan
2021.
Download full text (pdf) of Sequential testing of the sign of the drift of a Brownian motion
Meco, Benjamin
2021.
Download full text (pdf) of Expanding flows of curves in the hyperbolic plane
Roozemond, Edwin Sebastiaan
2021.
Download full text (pdf) of Dimensional Reduction using Diffusion Maps
Rousu, Linnea
2021.
Download full text (pdf) of Modular Forms and Related Topics
Henriksen, Tobias Våge
2021.
Download full text (pdf) of Symplectic Homology and Shape of Cotangent Bundles
Wang, Ruoyu
2021.
Download full text (pdf) of Symmetric Functions and Kronecker Coefficients
Herfurth, Hugues
2020.
Download full text (pdf) of Gaussian Process Regression In Computational Finance
Varenius, Malin
2020.
Download full text (pdf) of Using Hidden Markov Models to Beat OMXS30
Pérez Manríquez, Alejandra
2020.
Download full text (pdf) of Quivers for semigroup algebras of binary relations of small rank
Berg, Sandra
2020.
Download full text (pdf) of Global dimension of (higher) Nakayama algebras
Orfanidis, Georgios
2020.
Download full text (pdf) of Mathematical aspects of Pairs Trading
Hoxell, Amanda
2020.
Download full text (pdf) of Observable Cyber Risk and Market Concentration
Fraile, Marc
2019.
Pettersson, Samuel
2019.
Download full text (pdf) of Searching for self-injective planar quiverswith potential
Hindlycke, Christoffer
2019.
Download full text (pdf) of Irreducible representations of finite monoids
Örneholm, Filip
2019.
Download full text (pdf) of Anomaly Detection in Seasonal ARIMA Models
Husin, Axel
2019.
Download full text (pdf) of Gromov-Witten invariants for ℂPn
Fröberg, Malvina
2019.
Download full text (pdf) of Optimal Importance Sampling for Diffusion Processes
Slegers, Wouter
2019.
Download full text (pdf) of Spectral Theory for Perron-Frobenius operators
Lundin, Erik
2019.
Download full text (pdf) of Sequential Testing for Diffusion Processes
Litsgård, Malte
2018.
Download full text (pdf) of The Orbit Method and Geometric Quantisation
Restadh, Petter
2018.
Download full text (pdf) of The Selfinjective Nakayama Algebras and their Complexity
Veselinović, Katarina
2018.
Download full text (pdf) of Optimal margin levels in Gaussian environments
Bergling, Fredrik
2018.
Download full text (pdf) of Applications of Quantiles In Portfolio Management
Eriksson, Olle
2018.
Download full text (pdf) of Modeling Information Transfer in High-Density Crowds
Wang, Yuqiong
2018.
Download full text (pdf) of Optimal Stopping with Discrete Costly Observations
Rönchen, Philipp
2018.
Download full text (pdf) of Constraints of Binary Simple Homogeneous Structures
Lu, Yifei
2017.
Download full text (pdf) of Deep neural networks and fraud detection
Persson Westin, Elin
2017.
Download full text (pdf) of Tilting modules in d-cluster tilting subcategories
Shchekina, Anna
2017.
Download full text (pdf) of Asian option pricing using graphics processing units
Papakonstantinou, Konstantinos
2017.
Download full text (pdf) of Pricing of Barrier Options Using a Two-Volatility Model
Gustafsson, William
2017.
Download full text (pdf) of Volatility modelling with exogenous binary variables
Falk Soylu, Denniz
2017.
Download full text (pdf) of Recovery Rate Modelling of Non-performing Consumer Loans
Magill, Matthew
2017.
Download full text (pdf) of Topological K-theory and Bott Periodicity
Braojos Peláes, Marta Rita
2016.
Download full text (pdf) of Optimal exercise of an American Option under drift uncertainty
Serti, Pierre; William, Tom
2016.
Download full text (pdf) of Debit Value Adjustment & Funding Value Adjustment
Gyllingberg, Linnéa
2016.
Download full text (pdf) of Mean field approximations of spatial models of evolution
Cassar, Peter
2016.
Download full text (pdf) of Forecasting of a Loan Book Using Monte Carlo Methods
Karlsson, Torgny
2016.
Marklund, Joakim; Karlsson, Olle
2015.
Download full text (pdf) of Volatility Derivatives – Variance and Volatility Swaps
Bliatsios, George
2015.
Download full text (pdf) of Financial Modeling Under Incomplete Information
Lountzi, Angeliki
2015.
Download full text (pdf) of Expander Graphs and Explicit Constructions
Bommier, Esther
2014.
Download full text (pdf) of Peaks-Over-Threshold Modelling of Environmental Data
Linscott, Ross; Wiklund, Tilo
2014.
Download full text (pdf) of Parsimonious Dynamical Systems using the LASSO and the Bootstrap
Fjellström, Carmina
2014.
Download full text (pdf) of Information Diffusion-Based Modeling of Oil Futures Prices
Granberg Olsson, Mattias
2014.
Download full text (pdf) of Two Notions of Semantics of the Simple Theory of Types
Kovachev, Yavor
2014.
Download full text (pdf) of Calibration of stochastic volatility models
Tsougkas, Konstantinos
2014.
Download full text (pdf) of Properties of the energy Laplacian on the Sierpinski Gasket
Djindja, Domingos
2014.
Download full text (pdf) of Valuation of American put options with exercise restrictions
Sicuaio, Tomé Eduardo
2014.
Download full text (pdf) of Knock Out Power Options in Foreign Exchange Markets
Haseeb, Hayat
2013.
Download full text (pdf) of A Comparison of Models for Oil Futures
Eyiah-Donkor, Emmanuel
2012.
Download full text (pdf) of Horizon-unbiased Utility of Wealth and Consumption
Khalilzadeh, Amir Hossein
2012.
Download full text (pdf) of Variance Dependent Pricing Kernels in GARCH Models
Lidberg, Petter
2012.
Download full text (pdf) of Barycentric and harmonic coordinates
Lundberg, Emilia
2012.
Download full text (pdf) of A bar construction in Morse-Witten homology
Tayibov, Khayyam
2012.
Download full text (pdf) of Pricing options on defaultable stocks
Wang, Bing; Wang, Ling
2011.
Download full text (pdf) of Pricing Barrier Options using Monte Carlo Methods
Pour Abdollah Farshchi, Elham
2011.
Download full text (pdf) of Option Pricing with Extreme Events
Ahmady Phoulady, Hady
2011.
Download full text (pdf) of Monte Carlo Methods in American Put Option Pricing
Ahmady Phoulady, Hady
2011.
Download full text (pdf) of Brownian Motions and Scaling Limits of Random Trees
Bashardanesh, Zahedeh
2011.
Download full text (pdf) of Flexibility and Robustness of Biochemical Switches
Luo, Siding
2010.
Download full text (pdf) of A Stochastic Model for the spread of Pertussis
Zheng, Juntian
2010.
Download full text (pdf) of Analysis of the Discount Factors in Swap Valuation
Padres Jorda, Guillermo
2010.
Download full text (pdf) of Modeling Credit Risk through Intensity Models
Huang, Xuejun; Huang, Xuewen
2009.
Download full text (pdf) of The Least-Squares Method for American Option Pricing
Naveed Nazir, Muhammad
2009.
Download full text (pdf) of Short rates and bond prices in one-factor models
Qiang, Li
2009.
Download full text (pdf) of Pair Trading in Optimal Stopping Theory
Zhang, Hongbin
2009.
Download full text (pdf) of Pricing Asian Options using Monte Carlo Methods
Orekhova, Ekaterina
2009.
Download full text (pdf) of Simple weight q2(C)-supermodules
Han, Jun
2009.
Download full text (pdf) of Pricing Some American Multi-Asset Options
Malfert, Mauricio
2008.
Download full text (pdf) of Multiple imputing simulated missing data
Durdek, Antoine
2008.
Download full text (pdf) of Simple weight sl(2)-modules and their tensor products
Chapovalova, Valentina
2008.
Download full text (pdf) of Decomposition of Certain C[Sn]-modules into Specht Modules
Galiotos, Vassilis
2008.
Download full text (pdf) of Stochastic Volatility and the Volatility Smile
Wang, Jian
2007.
Download full text (pdf) of Convexity of option prices in the Heston model
Hosseini, Mina
2007.
Download full text (pdf) of Stochastic modeling of oil futures prices
Atsu, Francis
2007.
Download full text (pdf) of Difficulties in pricing of real options
Sherwani, Yasir
2007.
Download full text (pdf) of Binomial approximation methods for option pricing
Wei, Xinbo
2007.
Download full text (pdf) of Convexity and lgo-convexity of bond prices
Bjarnason, Thorir
2007.
Download full text (pdf) of Stochastic volatility, convex prices and bubbles
Ríos Zertuche R. Z., Rodolfo A.
2005.
Download full text (pdf) of The uncertainty principle for functions with sparse support and spectrum
Daghighi, Abtin
2005.
Download full text (pdf) of The Dirichlet problem for certain discrete structures
Liesch, Rahel
2005.
Download full text (pdf) of Statistical Genetics for the Budset in Norway Spruce
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