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Teaching

I am currently (fall-2012) lecturing the graduate courses
Finansiell statistik/Financial Statistics FMS161/MAS229
Olinjära tidsseries/Non-linear Time Series Analysis FMS110/MAS222 (jointly with DTU)
and supervise several master's thesis students within this areas. I also co-supervise a PhD student, Martin Jönsson.

I am not able to offer any summer internships.

Research

My main field of research is inference for discretely and partially observed diffusion processes, as well as option pricing under state and parameter uncertainty. I also work(ed) with stochastic modellering of power systems within the Vind i Öresund and OSR Nordic projects.

List of publications