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Here after you can find the detailed summary of the material covered during this course: File.
All the best for your future studies in risk and stochastics matters!
As you know the exam is written. It will be based on both exercises and theoretical questions. A summary of the pensum will be provided after the course is completed in preparation to the exam.
Also, there is chance to have an open session for questions on December 4th at 10:15. Room 723 NHA.
If you are interested in such a possibility, then you should notify this to the lecturer within November 20th.
Friday October 25th there will be two short presentations (about 30 minutes) related to some topics of this course. The schedule is here below:
10:30 Christian Agrell on “Martingale random fields”
11:15 Joakim Misund on “Young integrals” (CANCELLED due to illness)
Room 720 NHA's hus. Welcome!
The delivery of the assignment has to be done via Canvas. To upload your work follow the link you find here.
I you experience any trouble, please let me know.
As announced in class, the lecture on Wednesday will start about 20 minutes later. There will be only a very short break.
For those interested, we signal the upcoming series of lectures about the Information content of option prices, held by Prof. Carlo Sala at ESADE, Sant Cugat, Spain. More details can be found here
Please see the invitation to a meeting at the Aktuarforening for young actuaries (in Norwegian).
Here are the names and email contacts of our student representatives:
Christian Agrell : chrisagr [at] math.uio.no
Charlotte Kappler: charlkap [at] student.matnat.uio.no
We shall have our first classes on Monday August 19th!
You can follow the Schedule updates to follow previews of the topics to come, reference for the past lectures, and suggested exercises to tackle.
The Syllabus page gives you an overview of the references mostly used during the course.
Welcome!