More info and 10th lecture

Summary of further teaching:

Digital lectures: Mondays 12:15-15:00 in Zoom.

Physical lectures: Fridays 14:15-16:00 in Auditorium 4, Vilhelm Bjerknes' building (VB). The building next to the Department of Mathematics.

Theory and examples will be given in the (official) digital lecture, while problems (either suggested by you or by me) will be solved in the physical lectures. Send e-mail with suggestions or comments.

Update: I have uploaded the lecture notes from today, and added a new part with so-called Unit-linked insurance policies. I have uploaded solutions to Exercise list 7 and 8.

Next lecture (10th): We will finish the second fundamental theorem of asset pricing and the theory on pricing of finantial options. We will look at an example or two. If time permits, we will introduce Unit-linked insurances.

Homework: Read the lecture notes, what we did today and the rest of Section 8. Read the solutions of List 7 and 8 carefully. Join us on Friday and keep good distance to other people in the auditorium.