Theses

Here below are all dissertations (level 4) and licentiate theses (level 3) in Stochastic Processes, Statistics and Financial Engineering (and previous Analytical Finance) listed, together with a selection of Master theses (level 2) and Bachelor theses (level 1). The list will be extended later.

Level 4 - Dissertations

Thesis 3:

Weak Convergence of First-Rare-Event Times for Semi-Markov Processes

Author: Myroslav Drozdenko 
Published: Mälardalen University Dissertations, no. 49 (2007) 34 pages, ISBN 91-85485-00-4. 
Remark: The (full) thesis consists of a summary of 34 pages together with five (5) papers adding up to a total of 159 pages.

Thesis 2:

Semi-Markov Models for Insurance and Option Rewards

Author: Fredrik Stenberg 
Published: Mälardalen University Dissertations, no. 38 (2007) 33 pages, ISBN 91-85485-00-4. 
Remark: The (full) thesis consists of a summary of 33 pages together with six (6) papers adding up to a total of 171 pages.

Thesis 1:

Optimal stopping domains and reward functions for discrete time American type options

Author: Henrik Jönsson 
Published: Mälardalen University Dissertations, no. 22 (2005) 63 pages, ISBN 91-85485-00-4. 
Remark: The (full) thesis consists of a summary of 63 pages together with five (5) papers adding up to a total of 156 pages.

 

Level 3 - Licentiate Theses

Structural studies of optimal stopping domains for American type call options

Author: Henrik Jönsson 
Published: Mälardalen University Licentiate Theses, no. 22 (2004) 42 pages, ISBN 91-88834-31-X. 
Remark: The (full) thesis consists of a summary of 42 pages together with three (3) papers adding up to a total of 81 pages.

Level 2 - Master Theses


A list of all Master Theses so far (2013-01-15) (pdf 49 kB)

 

Level 1 - Bachelor Theses


A list of all Bachelor Theses so far (2013-01-15) (pdf 53 kB)