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Here are the lecture notes of Marc: HJM, Black76 and trial exam.
UiO:Energy offers a summer internship to master students. The internship "Trading the weather" is closely related to what you learn in MAT4770. Please consider applying, if you are interested.
The mandatory assignment must be handed in Thursday March 14, at 14:30 in the Devilry system.
The data you need to do the mandatory assignment is found here:
Temperature: Excel, csv, numbers
To be eligible for the final written exam in the course, you must have passed the mandatory assignment.
Kenneth Ravn is student contact person. Please contact him (or me directly) if you have something you would like to discuss about the course, lectures etc...
The book for the course is available at Akademika. It is also available online at the Universitetsbiblioteket.
Welcome to MAT4770/9770! We start on Monday January 14 with the first lecture.