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Boualem Djehiche

Profile picture of Boualem Djehiche

PROFESSOR

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Lindstedtvägen 25
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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 | Course web

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

Game Theory (SF2972), 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