About Juho Häppölä Juho Häppölä Ph.D., Applied Mathematics and Computational Science Mathematical Finance Juho Häppölä obtained a Ph.D. degree in Applied Mathematics and Computational Sciences under the supervision of Professor Raul F. Tempone at Stochastic Numerics Research Group (STOCHNUM) at King Abdullah University of Science and Technology (KAUST). Research Interests Juho's research interests included SDEs, Mathematical finance, and Commodities. Selected Publications Universality and robustness of revivals in the transverse field XY model, with Gabor Halasz and Alioscia Hamma, Phys. Rev. A 85, 032114 (2012) F. Crocce, J. Happola, J. Kiessling, R. Tempone, Error analysis in Fourier Articles Related News August 2017 Juho Häppölä successfully defended his PhD thesis 2 min read · Fri, Aug 25 2017 News Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE. August 2016 Dr. Chengcheng Tang, former KAUST student and now postdoctoral fellow at Stanford, met with Prof. Raul Tempone and Juho Happola 1 min read · Fri, Aug 19 2016 News Dr. Chengcheng Tang, former KAUST student and now a postdoctoral fellow at Stanford met with Prof. Raul Tempone and Juho Happola at the MCQMC'16 conference. Stanford - the USA, Aug 14th to Aug 19th, 2016. Prof. Mike Giles, Prof. Raul Tempone and Dr. Abdul Lateef Haji Ali are organizing a minisymposium on Multilevel Monte Carlo methods at the MCQMC - Stanford 1 min read · Sun, Aug 14 2016 News Prof. Mike Giles, Prof. Raul Tempone, and Dr. Abdul Lateef Haji Ali are organizing a mini-symposium on Multilevel Monte Carlo methods at the MCQMC - Stanford - the USA, Aug 14th to Aug 19th, 2016. May 2016 On May 29th, 2016, PhD Candidate Juho Häppölä presented his Proposal Thesis Defense entitled "Efficient computational methods for Stochastic Differential Equations" 1 min read · Sun, May 29 2016 News We present past results and future prospects inefficient evaluation of payoff functionals on randomly evolving dynamic quantities. In the presentation, we go through recent results in Fourier methods for exponential levy processes and derive an adaptive multi-level time stepper for simulating SDEs. We also discuss on-going research on optimal stopping for stochastic differential equations. December 2015 Visiting student Alessandro Iania successfully defended his MS thesis. Politecnico di Torino, Italy - Dec. 2015 1 min read · Wed, Dec 16 2015 News Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce, and Juho Häppölä (Stochastic Numerics group). The role of applied mathematics in finance 4 min read · Thu, Dec 3 2015 News applied mathematics Finance “Sometimes there’s a strange dichotomy between applied mathematics and pure mathematics,” said Professor Raul Tempone, a founding KAUST faculty member and principal investigator of the University's Stochastic Numerics Research Group. “People think that applied math is simply the application of theory.” The argument is that applied math is just classified by its ends in the sense that one is trying to solve a real problem. Tempone argues that this doesn’t mean that new theories don’t need to be created. It also does not mean that the kinds of problems are less challenging than the ones faced in November 2015 Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland 1 min read · Thu, Nov 5 2015 News Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland, on Nov. 5, 2015. March 2014 SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014 1 min read · Sun, Mar 9 2014 News SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014. Irene Fonseca's research program is at the interface between pure and applied analysis and is motivated by applications in the physical sciences and engineering.
Juho Häppölä successfully defended his PhD thesis 2 min read · Fri, Aug 25 2017 News Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.
Dr. Chengcheng Tang, former KAUST student and now postdoctoral fellow at Stanford, met with Prof. Raul Tempone and Juho Happola 1 min read · Fri, Aug 19 2016 News Dr. Chengcheng Tang, former KAUST student and now a postdoctoral fellow at Stanford met with Prof. Raul Tempone and Juho Happola at the MCQMC'16 conference. Stanford - the USA, Aug 14th to Aug 19th, 2016.
Prof. Mike Giles, Prof. Raul Tempone and Dr. Abdul Lateef Haji Ali are organizing a minisymposium on Multilevel Monte Carlo methods at the MCQMC - Stanford 1 min read · Sun, Aug 14 2016 News Prof. Mike Giles, Prof. Raul Tempone, and Dr. Abdul Lateef Haji Ali are organizing a mini-symposium on Multilevel Monte Carlo methods at the MCQMC - Stanford - the USA, Aug 14th to Aug 19th, 2016.
On May 29th, 2016, PhD Candidate Juho Häppölä presented his Proposal Thesis Defense entitled "Efficient computational methods for Stochastic Differential Equations" 1 min read · Sun, May 29 2016 News We present past results and future prospects inefficient evaluation of payoff functionals on randomly evolving dynamic quantities. In the presentation, we go through recent results in Fourier methods for exponential levy processes and derive an adaptive multi-level time stepper for simulating SDEs. We also discuss on-going research on optimal stopping for stochastic differential equations.
Visiting student Alessandro Iania successfully defended his MS thesis. Politecnico di Torino, Italy - Dec. 2015 1 min read · Wed, Dec 16 2015 News Alessandro Iania successfully defended his Master thesis "Basket option pricing for processes with jumps using sparse grids and Fourier transforms" at Politecnico of Torino. He wrote his thesis at KAUST in the period May - Dec 2015 oriented by Raul Tempone, Fabian Crocce, and Juho Häppölä (Stochastic Numerics group).
The role of applied mathematics in finance 4 min read · Thu, Dec 3 2015 News applied mathematics Finance “Sometimes there’s a strange dichotomy between applied mathematics and pure mathematics,” said Professor Raul Tempone, a founding KAUST faculty member and principal investigator of the University's Stochastic Numerics Research Group. “People think that applied math is simply the application of theory.” The argument is that applied math is just classified by its ends in the sense that one is trying to solve a real problem. Tempone argues that this doesn’t mean that new theories don’t need to be created. It also does not mean that the kinds of problems are less challenging than the ones faced in
Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland 1 min read · Thu, Nov 5 2015 News Prof. Raul Tempone and Juho Happola gave a recruiting talk at Aalto University, Finland, on Nov. 5, 2015.
SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014 1 min read · Sun, Mar 9 2014 News SIAM President, Professor Irene Fonseca (Department of Mathematics, Carnegie-Mellon University), visited the Strategic Research Initiative on Uncertainty Quantification on March 9th, 2014. Irene Fonseca's research program is at the interface between pure and applied analysis and is motivated by applications in the physical sciences and engineering.
Related Sites Stochastic Numerics Research Group (STOCHNUM) Applied Mathematics and Computational Science (AMCS) Related Content Articles 8 Related Links Juho Häppölä - Management Consultant at Bain & Company, Helsinki Personal Website
