Messages
The room for the oral exams on both days is NHA 720.
You can find here the schedule for the exam, which should take well into account all the wishes not to have any overlap with other exams of the semester. Please check out that your name is listed and it is the wished day. For any inconsistency, please take contact.
Some information about the exam development can be found here.
Finally, if interested, on Tuesday 29th at 9:30 a Q&A session can be organised in NHA room 1119. Important: please send your wished topics within November 27.
November 24 at 9:15, usual room for the course, there is a presentation on "Integral representations and the stochastic non-anticipating derivative" by the PhD students in our course. You are all welcome!
Related material is found in the side menu under "other course material 2022".
As announced during lectures, the exam is oral and will be held in two of the days December 5,6,7. To avoid collision with other exams, you are all welcome to write an email specifying if you have any other exam on one of those dates. This will help to finalise the calendar.
Details on the exam format, e.g. type of questions, will be provided in due time. The sensor for the exam is Prof. Mikael Signal (UiA).
A new updated text of the assignment with a modification on the last point of exercise 1 and some typos corrected is now available as the same link given before.
If someone would like to discuss the exercises in the assignment with other students from the course, it is possible to meet up in the lecture room on Thursday (20th of October) 10:00 to 12:00.
The student representatives for this course are
Bastien Scheunemann (bastien at uio.no)
Emily Qing Zang Moen (eqmoe at uio.no)
The Section of Risk and Stochastics at MI invites you to visit the Norges Bank Investment Fund. This is a rare occasion for students to see the location of one of the largest funds in the world!
The profession of a financial analyst is world-renowned, and it successfully competes in terms of recognition with a legal or political career. During the visit you will
1. Get to know the NBIM fund (NORGES BANK Investment Fund)
2. Learn about the principle of operation of the bank (Bank of Norway)
3. Learn graduate and internship opportunities.
We only have a limited number of places for this visit. To apply please fill in the form here. Deadline October 12.
It is now confirmed that the lectures will be held in NHA hus rom 126 both on Tuesdays and Thursdays.
There will be no lectures in week 36. A workshop on Stochastics and Risk is held at our institute.
Topics and presentations are quite advanced and oriented to a specialist audience. However, one needs to get started if interested in such a line and you are very welcome to poke into the Abel Utsikt and take a look.
The program and details are found here.
We start the course on Tuesday August 23 with an overview of the course, motivations and some review on Brownian motion and stochastic processes. We shall put focus on the stochastic and analytic properties of the processes we shall use. Welcome!