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.
Degree Project in Financial Mathematics, Second Cycle (SF291X), examiner, teacher | Course web
Degree Project in Mathematical Statistics, Second Cycle (SF290X), examiner, teacher | Course web