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Roger Pettersson

Associate Professor
Department of Mathematics Faculty of Technology
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Probability and statistics, stochastic processes, introductory financial matematics, ekonomisk statistik (distans), Monte Carlo methods, multivariate analysis, financial modeling with stochastic processes, optimization methods, mathematical modeling 2. Knowledge from one course often contributes knowledge and different aspects to another course, such as optimization, which is found in portfolio selection and parameter estimation.


Stochastic differential equations, its theory, applications and approximations, subjected to the Brownian motion and Lévy processes, finite dimensional and infinite dimensional. Financial and biological applications. Approximations in form of numerical methods, Yosida approximations, and Wong-Zakai type approximations


Article in journal (Refereed)

Conference paper (Refereed)

Chapter in book (Other academic)