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Henrik Hult

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Professor

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Address
Lindstedtvägen 25

Researcher

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About me

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.  


Courses

Degree Project in Applied Mathematics and Industrial Economics, First Cycle (SF100X), teacher | Course web

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

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

Modern Methods of Statistical Learning (SF2935), examiner | Course web

Portfolio Theory and Risk Management (SF2942), examiner, course responsible, teacher | Course web

Probability (FSF3940), examiner, course responsible | Course web

Risk Management (SF2980), examiner, teacher, course responsible | Course web

Selected Topics in Mathematical Statistics (FSF3946), examiner | Course web

Statistical Machine Learning (SF2957), examiner, course responsible, teacher | Course web

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Publications

Publication list