Boualem Djehiche
Professor
Details
Researcher
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), teacher, examiner
Degree Project in Mathematical Statistics, Second Cycle (SF290X), teacher, examiner
Game Theory (SF2972), teacher, examiner
Martingales and Stochastic Integrals (SF2971), course responsible, teacher
Optimal Stochastic Control and Backward Stochastic Differential Equations (FSF3971), course responsible, examiner
Probability Theory and Statistics (SF1923), course responsible, teacher
Probability Theory and Statistics with Application to Machine Learning (SF1935), course responsible, teacher
Stochastic Analysis (FSF3713), course responsible