Tommi Sottinen

Professor

PhD, Docent, Magister Terra Marique
School of Technology and Innovations, Mathematics
firstname.lastname@uwasa.fi
+358 29 449 8317
Yliopistonranta 10, 65200 Vaasa
Fabriikki F485
Office Hours:
Reception according to agreement

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    Short Bio

    Born 1973 (Hyvinkää), matriculation 1992 (Kouvolan Lyseon lukio), MSc in Stochastics 1998 (University of Helsinki), PhD in Applied Mathematics 2003 (University of Helsinki), University Lecturer of Financial Mathematics 2005 (University of Helsinki), Docent in Applied Mathematics 2006 (University of Helsinki),  Associate Professor of Financial Mathematics 2007 (Reykjavik University), Full Professor of Business Mathematics 2008 (University of Vaasa).

    For more details, see my CV.

    Research

    I am an applied mathematician, probabilist, and statistician. My research interests include fractional, Gaussian, self-similar, and quadratic variation processes; stochastic analysis; statistics for stochastic processes; stochastic simulation; mathematical finance; and financial engineering.

    Some details of my research can be found in my

    Recent Publications

    2020

    2019


    2018

    See http://lipas.uwasa.fi/~tsottine/research.html for a complete list my publications, talks, collaborators, and other research-related things.

    Teaching

    I typically teach Operations Research (ORMS1020), Decision Analysis (ORMS2020), and Probability and Stochastic Processes (STAT3120).

    Here are some lecture notes I have written:

    See http://lipas.uwasa.fi/%7Etsottine/teaching.html for more details on my teaching.

    Publications and expert tasks

    » SoleCRIS Research Database