Tampere University of Technology

TUTCRIS Research Portal

Juho Kanniainen

Organisations

Education/Academic qualification

Master of Science (Technology), Tampere University of Technology
Doctor of Science (Technology), Industrial Management, Tampere University of Technology

Title of docent at TUT

Matemaattinen rahoitus. Matematiikan laitos. 2009 - 2014.

Thesis supervision, examination and instruction at TUT (since 2008)

Sven Kestilä. 2018. Ownership Structure and Its Development: Case Study on Seven Listed Finnish Companies. (Examiner to master's thesis).
Mikko Salmijärvi. 2018. The Announcement Effect of Mergers and Acquisitions on Shareholders' Value: Event Study on Finnish Public Companies. (Examiner to master's thesis).
Mikko Virtanen. 2018. Jump Detection in Standard ; Poor's 500 -Index Using Model-Free Implied Volatility. (Examiner to master's thesis).
Perttu Bärholm. 2017. Implied Volatility Smile Dynamics in the Presence of Jumps. (Examiner to master's thesis).
Juha Matala-aho. 2017. Mathematical Model for Sawnwood Demand Forecasting. (Examiner to master's thesis).
Ymir Mäkinen. 2017. Neural Networks in Stock Price Jump Prediction. (Examiner to master's thesis).
Aleksi Naatula. 2017. Strategy Aligned Project Portfolio Management. (Examiner to master's thesis).
Juho Kurki. 2016. Blockchains and Distributed Ledgers in Financial World - Opportunity or Threat to Banks?. (Examiner to master's thesis).
Mikael Norri. 2016. The Effect of Acquisitions and Tender Offers in Shareholder Value: Cross-Sectional Analysis of Nordic Companies. (Examiner to master's thesis).
Riikka Saarenpää. 2016. Kuinka kotitaloussijoittajat käyttävät raja- ja markkinahintaisia tarjouksia?. (How Do Household Investors Use Limit and Market Orders?). (Examiner to master's thesis).
Jaakko Valli. 2016. Periodicity, Clustering and Price Impact of Limit Order Book Events: An Empirical Investigation of Helsinki Stock Exchange Equities. (Examiner to master's thesis).
Teemu Eskelinen. 2015. Order Flow Characteristics in Nordic Stock Exchanges. (Examiner to master's thesis).
Akseli Hiltunen. 2015. Trading of Individual Investors. (Examiner to master's thesis).
Jukka-Pekka Sirkiä. 2015. Embedded Interest Rate Collars in Household Loan Contracts. (Examiner to master's thesis).
Jesse Turkia. 2015. Potential of Wave Power: A Techno-Economic Feasibility Analysis of Gyration Based Wave Energy Technology. (Examiner to master's thesis).
Heidi Uimonen. 2015. Tarjousalueiden välisten pitkän aikavälin sähkönsiirto-oikeuksien vaikutukset Fingrid Oy:lle. (Effects of Long-term Electricity Transmission Rights Between Bidding Zones to Fingrid Oyj). (Examiner to master's thesis).
Tuure Visapää. 2015. Foreign Exchange Volatility and the Use of Currency Derivatives. (Examiner to master's thesis).
Jussi Kuusirinne. 2014. Optimizing Demand Planning Process - Seeking the Best Statistical Forecasting Method. (Examiner to master's thesis).
Henri Linnainmaa. 2014. Calibration and Implementation of Stochastic Volatility Models for Pricing Autocallable Structures. (Examiner to master's thesis).
Milla Siikanen. 2014. Liquidity Effects of Earnings Announcements in Stock Markets. (Examiner to master's thesis).
Matti Ala-Ilomäki. 2013. Pk-yrityksen arvonmääritys yrityskauppatilanteessa. (The Valuation of an SME in Mergers and Acquisitions). (Examiner to master's thesis).
Tomi Halme. 2012. Yleishyödyllisen vuokrataloyhteisön rahoitusriskien hallinta. (Financial Risk Management in Non-Profit Rental House Organisations). (Examiner to master's thesis).
Matti Helminen. 2012. The Role of Order Contracts in Shareholder Value Creation. (Examiner to master's thesis).
Anssi Suikkanen. 2012. Johdon optio-ohjelmien vaikutus osakkeen riskillisyyteen ja tuottoon. (The Effect of Executive Stock Options on the Riskiness and Return of a Stock). (Examiner to master's thesis).
Tero Halme. 2011. Pricing Exotic Options Using Calibrated GARCH Models. (Examiner to master's thesis).
Esa Vaarala. 2011. Value-at-Risk in Foreign Exchange Risk Management for Financial Structures. (Examiner to master's thesis).
Jyri Asell. 2010. Henkilöstöoptiot. (Employee Options). (Examiner to master's thesis).
Juha Kinnunen. 2010. Analyytikoiden ennusteiden tarkkuuden analysointi yhtiökohtaisten muuttujien perusteella - yhtiökohtaisten ennusteiden luotettavuusindeksin tekeminen. (Analyzing the Accuracy of Analysts' Forecasts Based on Companies Characteristics - Creating Credibility Index for Analysts' Future Forecasts). (Examiner to master's thesis).
Mauri Larikka. 2010. Stokastisen volatiliteetin option hinnoittelumallien kalibrointistrategiat. (Calibration Strategies of a Stochastic Volatility Option Pricing Models). (Examiner to master's thesis).
Kimmo Raunio. 2010. Rahoitussektorin kyky vastata kotimaisten yritysten jälleenrahoitustarpeisiin ja yritysten suhteellinen jälleenrahoitusasema. (The Financial Sector's Ability to Respond to the Refinancing Needs of Domestic Companies and the Relative Refinancing Position of the Companies). (Examiner to master's thesis).
Hanna Immonen. 2009. Luottoriskien hallinta metalliteollisuuden yrityksessä. (Credit Risk Management in a Metal Sector Company). (Examiner to master's thesis).
Antti Karppinen. 2009. Kasvuyrityksen arvonmääritys - havaintoja tuulienergiateollisuudesta. (Valuation of a High-growth Company - Empirical Evidence from the Wind Energy Industry). (Examiner to master's thesis).
Lauri Tamminen. 2008. Pricing of Constant Maturity Spread Options in the Deterministic Libor Market Model Framework. (Examiner to master's thesis).

Dissertation supervision and instruction at TUT (since 2008)

Milla Siikanen. 2018. Investors, Information Arrivals, and Market Liquidity: Empirical Evidence from Financial Markets. (Supervisor and instructor to doctoral dissertation).
Ye Yue. 2017. News Arrivals, Jumps and Variance in Stock Markets. (Supervisor and instructor to doctoral dissertation).
Jun Hu. 2016. Option Pricing with Expansion Methods: New Approaches to Advanced Stochastic Volatility Models and American Options. (Supervisor and instructor to doctoral dissertation).
Simon Hannus. 2015. Value Creation in Private Equity: A Case Study of Outperforming Buyouts in the Nordic Countries. (Supervisor and instructor to doctoral dissertation).
Hanxue Yang. 2015. Markov Chain Monte Carlo Estimation of Stochastic Volatility Models with Finite and Infinite Activity Levy Jumps: Evidence for Efficient Models and Algorithms. (Supervisor and instructor to doctoral dissertation).

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