| Daniel Djupsjöbacka
Risk Control. The Case of a Hedge Fund and an Option Market Making Business |
| Erik Ekström |
| Henrik Hult
Multivariate regular variation for additive processes and portfolio risk management |
| Celine Jost
On Finite-dimensional Realizations of Arbitrage-free HJM models |
| Kasimir Kaliva |
| Maciej Klimek |
| Matti Koivu
A stochastic model for assets and liabilities of a Finnish pension company |
| Thomas Mikosch |
| Harri Nyrhinen |
| Teemu Pennanen |
| Johan Tysk
Properties of option prices, stochastic time and convexity of solutions to parabolic equations |
| Esko Valkeila |