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In the formula at the very end of page 2 on the exam, there is a typo. The formula
P=E_{tilde Q}[max(exp(....)-1,0)]
contains both time "t" and "T". The two occurrences of "t" should read "T"! Hence the expression in the argument of exp(...) is
(a+1/2sigma_2^2) T + sigma_1 W_1(T)-sigma_2W_2(T)+I(T)
On the home exam June 15, there will be a digital lecturer's round between 10.00 and 10.30 on zoom. Zoom link is below. If there is a queue, you will be placed in the waiting room until it is your time.
Best of lucks on the exam!
Fred Espen Benth is inviting you to a scheduled Zoom meeting.
Topic: Digital lecturer's round MAT4770
Time: Jun 15, 2022 10:00 AM Oslo
Join Zoom Meeting
https://uio.zoom.us/j/62452952310?pwd=N3MwdElQeEVXdkQrWnFUM1NZT2JUQT09
Meeting ID: 624 5295 2310
Passcode: 663187
In general, the following guidelines apply in courses at the Department of Mathematics:
- The examination lasts 4 hours. In addition, you will have an extra 30 minutes to scan and upload your PDF.
- All examination aids are allowed (e.g. books, online resources, scientific programming tools, etc.).
- It is not allowed to collaborate or communicate with others during the exam about the assignments.
- You can be picked out for a meeting to check that you understand the content of your examination attempt. The meeting will not affect your grade, but it can result in a formal investigation into possible cheating. Read more about what is considered cheating on the UiO web pages:?/english/studies/examinations/cheating/index.html
- The general guid...
This Tuesday (5.4.2022), there will be no lecture!
There were typos in the first version of the mandatory assignment:
- Ex 1: line 9 (displayed formula): rho in the denominator was exchanged by rho^2
- Ex 2: b): There was a T in T_1(T), which should be a small t (i.e. T_1(t)) in the displayed formula.
These typos are now corrected.
There are several summer internships offered at UiO:Energy. In particular, the one entitled "GANs for simulation of energy and weather variables (Natural science)" is related to machine learning and stochastic processes in energy and climate. Please consider this opportunity!
The student representative for this course is:
Andreas Sl?ttelid: andreksl@math.uio.no
Dennis Schroers will give lectures from next week on, starting Monday February 14.
The lectures will take place in the class room (i.i.e NOT virtual). Please keep 1 meter social distance in the lecture room and use a face mask at all time. This is according to rules by the faculty.
Welcome to the first lecture on Monday January 17.
Welcome to MAT4770 Spring 2022! We start the lectures on Monday 17th of January.