Some information

English was chosen as the teaching language for this semester. The deadline for the assignment was chosen to be: 26th of April, 2021 at 2:00 pm (the assignment will be uploaded "soon" and it must be delivered in Canvas, click here to access Canvas). Canvas will only be used for handing in the assignment.

I have uploaded the lecture blackboard from today, the "official" lecture notes I followed today, the first list of exercises and the R-code I used in the lecture.

Recommended homework for next week: read the lecture notes and solve some of the posed exercises there, or from Exercise List 1. Program Euler's method and keep this code for later use.

Extra exercise (if time): For the case of two states: alive/dead. Solve Kolmogorov equation explicitly to find the two transition probabilities by using the following mortality rate proposed by Finanstilsynet (The Financial Supervisory Authority of Norway) in their official document from 2013 found here (page 4). I will solve this in the lectures, so don't worry if you don't have time.