Filip Säterbrink
Quantitative Analyst at Limina Financial Systems- Claim this Profile
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Svenska Native or bilingual proficiency
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Polska Native or bilingual proficiency
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Engelska Full professional proficiency
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Tyska Limited working proficiency
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Ryska Elementary proficiency
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Bio
Experience
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Quantitative Analyst
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Sep 2014 - Present
Implementation of pricing models for, mainly, Fixed Income and Equity products. Implementation of pricing models for, mainly, Fixed Income and Equity products.
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Valuegard
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Netherlands
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Think Tanks
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Master Thesis: Hedonic House Price Index
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Dec 2012 - May 2013
Low fee condominiums could be more popular because of the low monthly cost, high fee condominiums tend to sell for a lower price due to the high monthly cost. As the price of a condominium rises the importance of the monthly fee decreases. Because of this the monthly fee might affect the regression that produces the index, Nasdaq OMX Valueguard-KTH Housing Index (HOX). Furthermore, housing cooperatives are usually indebted. These loans are paid off by the monthly fee which can be considered to finance a debt that few are aware of. This issue has been investigated by iteratively estimating the importance of the level of debt in order to find a model that better takes into account the possible impact of the monthly fee. Show less
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Education
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Kungliga tekniska högskolan / KTH Royal Institute of Technology
Master of Science (M.Sc), Mathematical Statistics and Financial Mathematics -
Kungliga Tekniska Högskolan / KTH Royal Institute of Technology
Bachelor of Science (B.Sc), Vehicle Engineering -
Stockholms universitet / Stockholm University
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Runby skola
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Vilunda gymnasium
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