Henrik Hult
Professor
Details
Researcher
About me
Professor in Mathematical Statistics. My research interests are in stochastic processes, Monte Carlo simulation, mathematics of data science, and mathematical finance, and insurance.
Bio: PhD in Mathematical Statistics, KTH, 2003. Postdoc at University of Copenhagen, 2004, and Cornell University, 2005. Assistant Professor at Brown University, Applied Mathematics, 2006-08. Senior Lecturer at KTH 2008-2015, Professor of Mathematical Statistics since 2015. Currently director of Brummer and Partners MathDataLab, KTH.
Courses
Degree Project in Financial Mathematics, Second Cycle (SF291X), teacher, examiner
Degree Project in Mathematical Statistics, Second Cycle (SF290X), teacher, examiner
Foundations of Probability Theory (SF2944), course responsible, teacher
Mathematics of Data Science (FSF3965), examiner
Modern Methods of Statistical Learning (SF2935), examiner
Portfolio Theory and Risk Management (SF2942), course responsible, teacher, examiner
Probability (FSF3940), examiner
Regression Analysis (SF2930), examiner
Risk Management (SF2980), teacher, examiner
Selected Topics in Mathematical Statistics (FSF3946), examiner
Statistical Machine Learning (SF2957), teacher, examiner