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Sigrid Källblad Nordin is an Associate Professor at KTH Royal Institute of Technology, specializing in Mathematical Finance. Her research primarily focuses on the intersection of Probability Theory, Stochastic Analysis, and Stochastic Control Optimization. She has made significant contributions to the field, particularly in measure-valued processes and the martingale optimal transport problem, addressing issues of model uncertainty in mathematical finance. Sigrid has a strong record of supervising PhD students and is currently engaged in hiring new PhD candidates. She is also actively involved in teaching Financial Mathematics and Financial Derivatives courses, where she plays various roles including examiner and course responsible. Throughout her career, Sigrid has published numerous papers in reputable journals and continues to advance her research through collaborations and academic partnerships.
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