11th lecture

Summary of further teaching:

Next digital lecture: Monday 22nd of March, 12:15-15:00 in Zoom.

Next physical lecture: Friday 19th of March, 14:15-16:00 in Auditorium 4, Vilhelm Bjerknes' building (VB). The building next to the Department of Mathematics.

Update: I have updated the lecture notes. I have uploaded the digital blackboard from today in "digital lectures". NB: it is no longer in alphabetic order. I have uploaded a new list of exercises, List 9. You can still not do Exercise 3, wait for that one.

Next lecture (11th): We will start with one of the core parts of the course: Unit-linked policies (policies that invest in risky assets like those we have seen in mathematical finance). In order to price such policies we need the 1st fundamental theorem of asset pricing.

Homework: Read the lecture notes, what we did today and the rest of Section 8. If you want, you can start reading Section 9. Try to solve Exercise 1 and 2 from List 9. Join us on Friday and keep good distance to other people in the auditorium.