Teaching in Probability




Courses in Probability 2026/27

Register in SISU for the courses.

Bachelor program: MATA280 Stokastiikan perusteet

If you want to become a SHV-vakuutusmatemaatikko/Insurance Mathematician
approved by the The Actuarial Society Of Finland see here



Master program: - <
    time    course    course    course
26 Autumn I   MATS280 Risk Theory MATS352 Stochastic Analysis Henkivakuutusmatematiikka (1/2)
   Stefan Geiss Hannah Geiss Eija Laukkarinen
  
26 Autumn II MATS3250 Riskiteorian jatkokurssi (web course) MATS254 Stochastic Processes Henkivakuutusmatematiikka (2/2)
   Eija Laukkarinen Hannah Geiss Eija Laukkarinen
  
27 Spring I MATS353 Stochastic Differential Equations MATS260 Probability Theory 1 MATS2300 Models in Financial Mathematics
   Stefan Geiss Eija Laukkarinen Hannah Geiss
  
27 Spring II MATS3280 Rahoitusteorian jatkokurssi (web course) MATS262 Probability Theory 2 MATA271 Stochastic Models
   Eija Laukkarinen Hannah Geiss Stefan Geiss


Lecture Notes


Recent and ongoing master theses within the probability group

  1. An Existence and Uniqueness Theorem for Mean-Field Backward Stochastic Equations with Jumps 2026
  2. Option Pricing and Hedging in Models with Jumps 2025
  3. On Exact Simulations of First Hitting Times of the Solutions of SDEs 2024
  4. The Cox-Ross-Rubinstein model as an approximation of the Black-Scholes model 2024
  5. Chaotic Decompositions of the Lévy-Itô space 2024
  6. Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme 2023
  7. Backward Stochastic Differential Equations in Dynamics of Life Insurance Solvency Risk 2022
  8. Markov chain backward stochastic differential equations in modeling insurance policy 2022
  9. About Mean-variance Hedging with Basis Risk, 2021
  10. Dynamics of solvency risk in life insurance liabilities, 2021
  11. Nonlinear reserving in life insurance: Aggregation and mean-field approximation, 2021
  12. Weak solutions of McKean-Vlasv SDEs, 2021

Events

    35th Jyväskylä Summer School, Jyväskylä, August 3-14, 2026
03.08. -- 06.08. 2025:
MA1: Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts Prof. Michael Roeckner (University of Bielefeld, Germany)
    FDNSS 44rd Finnish Summer School on Probability and Statistics, May 25-29 2026 Lammi

    32st Jyväskylä Summer School 2023
    Course: Optimal Stopping and Free-Boundary Problem,     Goran Peskir (University of Manchester)
    Compact Course SDEs 2024, Laboratoire de Mathématiques, Université Savoie Mont-Blanc, June 10-12, 2024




Department of Mathematics and Statistics, P.O.Box 35 (MaD) FI-40014 University of Jyväskylä, Finland, Phone: +358 408053422