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Other research activities and teaching

Conferences, workshops, etc

Coming up: Distributed Solutions to Complex Societal Problems IMSI, Chicago, September 20 - December 17, 2021

Coming up: BSDE2021 (previously called BSDE2020) Annecy-le-vieux, June 28 - July 2, 2021

Two-days workshop on Mean Field Games Online, Jun 18-19, 2020

Workshop III: Mean Field Games and Applications IPAM UCLA (online), May 18-22, 2020

Alumni day, Department for Mathematics, KTH Royal Institute of Technology, May 9, 2019 [ poster ]

Graduate Summer School: Mean Field Games and Applications IPAM UCLA, June 18-29, 2018 [ poster ].

20'th Stockholm-Uppsala Symposium on Mathematical statistics Stockholm University, May 28, 2018

Mean-field games, energy and environment Alan Turing Institute, London, February 12-14, 2018

The Lindquist Symposium in Systems Theory KTH Royal Institute of Technology, November 24-25, 2017

Workshop/School on Stochastic PDEs, Mean Field Games and Biology Gran Sasso Science Institute, l'Aquila, September 4-8, 2017

Mean-field games and related topics - 4 Rome, June 14-16, 2017

ICT Smart City Networking Event KTH Royal Institute of Technology, April 26, 2017

KTH-SJTU Joint Workshop on Distributed Intelligent Systems Analysis and Application KTH Royal Institute of Technology, August 28-30, 2016

18'th Stockholm-Uppsala Symposium on Mathematical statistics KTH Royal Institute of Technology, May 26, 2016

27'th Nordic Congress of Mathematics Institut Mittag-Leffler, Stockholm, March 16-20, 2016

17'th Stockholm-Uppsala Symposium on Mathematical statistics Stockholm University, May 28, 2015

Teaching experience

Instructor at Princeton University
  • ORF 245 Fundamentals of Statistics (spring 2021)
Teaching Assistant at KTH Royal Institute of Technology
  • SF1811 Optimization, basic course (fall 2019)
  • SF2863 Systems Engineering (fall 2019)
  • SF2975 Financial Derivatives (fall 2019)
  • SF1861 Optimization theory (spring 2019)
  • SF2975 Financial Derivatives (fall 2018)
  • SF2863 Systems Engineering (fall 2017)
  • SF2975 Financial Derivatives (fall 2017)
  • SF1811 Optimization, basic course (fall 2016)
  • SF1910 Applied statistics (fall 2016)
  • SF1901 Probability theory and statistics, basic course (spring 2016)
  • SF1811 Optimization, basic course (fall 2015)
  • SF1904 Markov processes (spring 2015)
  • SF1901 Probability theory and statistics, basic course (fall 2014)
  • SF1811 Optimization, basic course (fall 2014)
Projects with KTH Finance Lab:
  • SF2975 Financial Derivatives
    - Quanto and compto options
    - Calibration of the Hull-White model
  • SF2701 Financial mathematics, basic course
    - Introduction to stock price data
    - Exercise on dividends
  • SF2943 Time series
    - Application of the GARCH model
  • SF2942 Portfolio Theory
    - Immunization
    - Index tracking
  • SF2980 Risk Management
    - Exercise on scenario-based risk analysis
Some informal talks

"Some aspects of option pricing". PhD seminar, KTH, November 16, 2018. [ slides ]

"Relaxed optimal control". PhD seminar, KTH, November 4, 2016. [ slides ]

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Published by: Alexander Aurell
Updated: 17-06-2021