I have supervised  37 theses (24 master and 13 bachelor) up to summer 2023. Links to all the theses are found below (click on the titles).

Supervised master theses at the Department of Economics, University of Gothenburg (GU)

• 37. On the CVA of Credit Default Swaps: The implication of dependence using a copula approach , (2023)

• 36. Model for Central Counterparty Risk with Stochastic Default Intensities, (2021)

• 35. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market, (2021)

• 34. Optimal financial resources for Central Counterparties, (2019)

• 33. Peer-to-Peer Lending from a CDO Perspective, (2018)

• 32. Contingent Convertible Bonds and the Optimal Default Barrier, (2018)

• 31. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application, (2018)

• 30. Counterparty Credit Risk Efficieny of Central Clearing, (2017)

• 29. Pricing contingent convertible bonds: A implementation with the hybrid equity-credit model, (2017)

• 28. Central Counterparties - A Numerical Implementation of the Default Waterfall, (2016) (winner of the Ekman Scholarship for best thesis in international business and trade 2016)

• 27. CVA for IR-Swaps under Wrong Way Risk - A numerical evaluation, (2016)

• 26. Pricing Credit Default Index Swaptions, (2015) (winner of the Malmsten award for best thesis in Finance 2015 at the University of Gothenburg)

• 25. Modeling CVA for interest rate swaps in a CIR-framework, (2013)

• 24. Modelling and Pricing Contingent Convertibles, (2012)

• 23. The impact of the financial crisis on the pricing and hedging of interest rate derivatives, (2012)

• 22. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk, (2011)

• 21. Counterparty credit risk in energy-commodity forwards, (2011)

• 20. Performance and Sensitivity Analysis of the VaR-Based Portfolio Insurance Strategy, (2011) (winner of the Malmsten award for best thesis in Finance 2011 at the University of Gothenburg)

• 19. Credit Default Swaps: New regulations and conversion problematics, (2010)

• 18. Pricing of Credit Derivatives with the Hull-White Two-Factor Model, (2006)

• 17. Option Pricing Under Stochastic Volatility, (2005)

• 16. Credit Derivatives. An overview and the Basics of Pricing, (2005)

Supervised master theses at the Department of Mathematical Sciences, Chalmers and GU

• 15. Cash-flow CDO pricing with amortization, (2012)

• 14. Modelling Dependent Defaults in Static Credit Portfolios, (2011)

Supervised bachelor theses at the Department of Economics, University of Gothenburg 

• 13. Predicting hotel cancellations using machine learning, (2022) - bachelor thesis in statistics

• 12. Deep Learning and the Heston Model: Calibration & Hedging, (2020) - bachelor thesis in statistics

• 11. Election Forecasting in a Multiparty System, (2018) - bachelor thesis in statistics

• 10. Variable selection techniques for the Cox proportional hazardsmodel: A comparative study, (2017) -bachelor thesis in statistics

• 9. A study of the Basel III CVA formula, (2017)

• 8. Models for Credit Risk in Static Portfolios, (2015)

• 7. A study on the relation between VIX, S&P500 & the CDX-index, (2014)

• 6. The Relationship between Corporate Social Responsibility and Financial Performance, (2014)

• 5. Value-at-Risk and Expected Shortfall - Managing risk for an equity portfolio, (2014)

• 4. Reducing Portfolio Risk Using Volatility - A risk-return examination of the addition of VIX and VIX futures contracts to an equity portfolio, (2013)

• 3. Pricing Contingent Convertibles in an intensity based model, (2013)

• 2. Exchange rates and stock markets - A cointegrated vector autoregressive approach to model the dynamics of the U.S exchange rate and the Swedish stock market, (2013)

• 1. Do Acquisition Announcements Have an Effect on the Acquiring Firm’s CDS Spread?, (2011)