Messages
The grading of the exam is now finished and the results have been turned in. They will probably appear on StudentWeb in a few hours.
Program for the last lectures: I shall solve as many as possible of these problems: Exam 2009 (we decided to drop problem 3 as it mainly consists of theory from the book), Exam 2005 Problem 3; Exam 2008 Problem 1, Exam 2010 Problem 2, Exam 2011 Problem 1.
Solution to the mandatory assignment in now available here .
I have updated the page on Syllabus/achievement requirements to make it reflect the material we have actually covered.
I have put links to what I have found of solutions to old exams and assignments here. The page has been updated with more solutions November 15th.
All mandatory assignments have now been graded and put in the return shelves on the 7th floor where you may pick them up. A solution will be published after the deadline for the second submission on November 15th.
The mandatory assignment is now available here The deadline is November 1, and be aware that there may be more work than it looks like!
I have written a brief note on the Mean-Variance Portfolio Analysis in Section 2.4, reflecting the way I treated the material in class.
On Friday, September 21st, I am away and have got An Ta Thi Kieu (who gave the course last year) to take the class. There will be no lecture, only problem solving.
Student representatives for MAT2700 are
Kjersti Nygaard (nygaard.kjersti"at"gmail.com)
Daniel Aubert (daniel.andreas.aubert"at"gmail.com)
Meng Li (mengli31"at"gmail.com)
We hope to have a first meeting toward the end of the month.
As promised I have uploaded a solution of Exercise 1.10 .
I have written a brief note on Pricing of Unattainable Claims . It proves (1.28) in the book in a spirit closer to the notes on linear programming. I shall follow the note when I present the proof in class tomorrow. (Added at 9.10 PM: I have just uploaded a new version of the note — in the original, stars (for discounting) seemed to have been sprinkled randomly over the manuscript!)
I have created a page with (very brief!) reports from the lectures.
I have uploaded some brief notes on linear programming by Geir and Kristina Rognlien Dahl, and will base the linear programming applications in the course on these notes and not on the Appendix in the textbook. The first lecture will cover as much as possible of sections 1-5 of the notes.
Under "Teaching - Time and place" you will find a tentative schedule for the lectures. As this is the first time I am teaching from the current textbook, the schedule must be taken with more than one grain of salt — if I find that we need more time for some topics, I will not hesitate to deviate from the plan.
As you will see from the schedule, the plan is to lecture three hours per week (two on Mondays and one on Fridays) and spend the last hour on exercises.