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Published May 7, 2020 8:47 PM

Please check the solutions to the exercises at the end of the chapters here.

Published May 7, 2020 8:33 PM

Please find here the suggested solutions to the compulsory assignment.

Published May 4, 2020 9:58 AM

I have uploaded chapters 9, 10, and 11 of the lecture notes as well as an appendix.

These last three chapters will be left as self-study material. Please go through them and contact me to arrange a zoom meeting if you have any questions.

The appendix is supplementary material that will not be subject to examination. 

 

Published Apr. 28, 2020 12:59 PM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture
Time: Apr 29, 2020 10:15 AM Oslo

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Published Apr. 27, 2020 9:18 AM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture
Time: Apr 27, 2020 10:15 AM Oslo

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Meeting ID: 699 7588 5862

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Published Apr. 22, 2020 8:51 AM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture
Time: Apr 22, 2020 10:15 AM Oslo

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Meeting ID: 652 4094 5389

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Published Apr. 19, 2020 9:17 PM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture 
Time: Apr 20, 2020 10:15 AM Oslo

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Meeting ID: 674 6764 4006

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Published Apr. 14, 2020 11:41 PM

Please find the midterm assignment here. 

Read carefully the instructions and remember that you have to submit the paper using canvas. Deadline: Thursday, 30th April, 14:30.

Published Apr. 14, 2020 10:42 PM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture
Time: Apr 15, 2020 10:15 AM Oslo

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Meeting ID: 657 3920 7635

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Published Apr. 3, 2020 2:00 PM

The Faculty of Mathematics and Natural Sciences has finally decided that there will be NO written ordinary exams in Spring 2020. 

The exam in this course will be a 7-day individual home exam with all aids allowed. The tasks will be similar to a mandatory task. Collaboration will not be considered cheating, but you must have formulated and written the answer that is submitted, and it should reflect your understanding of the syllabus. The grade will be pass/fail, and the limit for passing will be 40% (like E at the regular exam). The exam is published in Inspera at the original examination date and must be submitted as one PDF file in Inspera within the same time 7 days later. The faculty works on solutions for students who may not have access to a computer/network.

Please find more information here

 

Published Mar. 31, 2020 9:50 AM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture
Time: Apr 1, 2020 10:15 AM Oslo

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Published Mar. 29, 2020 9:13 PM

Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.

Topic: MAT4750/9750 Lecture
Time: Mar 30, 2020 10:15 AM Oslo

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Published Mar. 22, 2020 8:52 PM

Monday 23th of March, I will resume the lectures via Zoom.

I have sent you an email using "canvas" where you can find the virtual room where the lecture will take place.

This is the first time I use this system so be ready to have some laughs... :-) I hope that, eventually, we all will get used to it.

Finally, note that I have uploaded some material on the lectures and exercises folders.   

 

Published Mar. 3, 2020 5:51 PM

Unfortunately, I am forced to cancel the lectures this week.

We will resume normally next Monday, the 9th of March.

I plan to recover the lectures cancelled this week, possibly starting earlier some of the future lectures. We will discuss that next Monday.

Published Feb. 26, 2020 9:12 AM

I got a cold and I am forced to cancel today's lectures.

I will recover these 2 hours of lectures during the next weeks. 

Published Feb. 19, 2020 1:20 PM

The students' representative for this course is:

Ingebj?rg HS

ingebjhs "at" math.uio.no

Please contact her if you have any feedback regarding the course.

Published Jan. 8, 2020 10:31 PM

Welcome to Mathematical Finance: Modelling and Risk Management!

The first lecture will be  Monday, the 20th of January.

The lectures will be:

Mondays: 10:15-12:00.  Classroom 1120 in N.H.A. Hus.

Wednesdays: 10:15-12:00. Classroom 723 in N.H.A. Hus.

Please find here a tentative syllabus for the course and some general information.