Skip to main content

Boualem Djehiche

Profile picture of Boualem Djehiche

PROFESSOR

Details

Telephone
Address
Lindstedtvägen 25
Room

Researcher

Researcher ID

About me

My current research interests are in the area of Stochastic Analysis and include Stochastic Control and Differential Games, Insurance Mathematics and Mathematical Finance.

Webpage:  https://people.kth.se/~boualem/


Courses

Degree Project in Financial Mathematics, Second Cycle (SF291X), examiner, teacher

Degree Project in Mathematical Statistics, Second Cycle (SF290X), examiner, teacher | Course web

Martingales and Stochastic Integrals (SF2971), examiner, course responsible, teacher | Course web

Optimal Stochastic Control and Backward Stochastic Differential Equations (FSF3971), examiner, course responsible | Course web

Probability (FSF3940), course responsible, teacher | Course web

Probability Theory and Statistics (SF1923), examiner, course responsible, teacher | Course web

Probability Theory and Statistics with Application to Machine Learning (SF1935), examiner, course responsible, teacher | Course web

Stochastic Analysis (FSF3713), course responsible | Course web