Financial Mathematics

The group consist of Erik Lindström, Nader Tajvidi and Magnus Wiktorsson The now finished PhD students Mats Brodén and Jonas Ströjby recently left the group for jobs in the industry. In December 2006 the group was also joined by the PhD student Johannes Sivén. After completing his Licentiate thesis in May 2008 Johannes left the group. Other previous members are Sebastian Rasmus and Martin Dahlgren. On June 1 2014 the group was joined by the new PhD student Carl Åkerlindh. In January 2015 the group was joined by the post-doc Sidi Mohamed Aly.


Our main line of research focus on inference and calibration of financial models such as diffusions and jump-diffusions. We also work with approximation of prices and hedging portfolios for financial derivatives. See our Java-applet that calculates option prices and their Greeks for various models such as Black-Scholes, Merton, Heston, Bates, NIG and NIGCIR.

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Interactive glossary of mathematical finance concepts



We give the following courses related to mathematical finance: As a preparation for the above courses it is good to read the following courses:

Master's thesis

We have cooperated with a number banks and other companies through master's thesis projects:
  • In Scandinavia: Nordea, SEB, Swedbank, Handelsbanken, PriceWaterhouseCoopers, Öhmans Fondkommission, IPM, Systematiska Fonder, Front Sungard Arena, EON Energy Trading, Aberdeen Property Inv., Danske Bank, Vestas, Simcorp, Codan, Länsförsäkringar, If, Arca investments, Volvo Financial Services, SPP.
  • Outside Scandinavia: BNP Paribas (London), Montréal stock exchange (Montréal), ABB (Zürich), Zuricher Kantonalbank (Zürich), UBS (Zürich), Deutsche Bank (London), Harcourt (Zürich), Farallon, (San Francisco).
Master theses (2004-2015)


Questions: Magnus Wiktorsson Top of page
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Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)