Dr. Boualem Djehiche

Professor

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Biography

Boualem Djehiche is a professor at the Royal Institute of Technology (Kungliga Tekniska Högskolan) specializing in Stochastic Analysis. His research interests encompass Stochastic Control, Differential Games, Insurance Mathematics, and Mathematical Finance. Djehiche is involved in teaching various courses including Degree Project in Financial Mathematics, Game Theory, and Optimal Stochastic Control. He contributes to the academic community through his extensive research and publications, actively engaging with emerging topics in probability and statistics, including their applications in Machine Learning and financial contexts.

Research Interests

Stochastic Analysis Stochastic Control Differential Games Insurance Mathematics Mathematical Finance

Courses

Degree Project Financial Mathematics (SF291X) Game Theory (SF2972) Optimal Stochastic Control Backward Stochastic Differential Equations (FSF3971) Probability Theory Statistics (SF1923) Probability Theory Statistics Application Machine Learning (SF1935)

Requirements for Royal Institute of Technology

Master Program
Requirements
GPA Requirement
Required:3.7
IELTS
Listening
Required:5.5
Reading
Required:5.5
Writing
Required:5.5
Speaking
Required:5.5
Overall
Required:6.5
TOEFL
Writing
Required:20
Total
Required:90
PTE
Writing
Required:61
Overall
Required:62
Prerequisites
Bachelor's degree (180 ECTS) in a relevant field Calculus in one variable Linear Algebra Probability Theory and Statistics
Application Checklist
  • Certificates and diplomas from previous university studies
  • Transcript of completed courses and grades
  • Proof of English proficiency
  • Copy of passport
  • Curriculum Vitae (CV)
  • Letter of Motivation
  • Summary sheet (if required by program)
  • Letters of Recommendation (standard for most programs)
Specialization Notes

Specific requirements apply to all departments. For Architecture, a portfolio is mandatory and submitted via a separate KTH system.