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To all candidates taking the exam. The topics or the presentation in the first part of the exam have been randomly assigned during classes today April 28th. Individual emails with the topics have been sent. If you have not received it, please take contact with the lecturer.
The oral exam is organised in 2 parts. In the first 15 minutes the candidate will present a prepared topic assigned individually. The presentation should be detailed of the necessary definitions, proofs (at least one), and example (particularly when mentioned). The second part is about 30 minutes and consisted of questions on the program. In this part both theory and exercises can be asked. The whole program is material for examination. In the section schedule of this course page, you find details of the material covered during lectures and exercise sessions. No notes are admitted at the exam.
The exam is held according to the guidelines provided by the Institute. It will be digital (zoom) when possible. If candidates envisage technical difficulties, then an exam on campus can be organised. For this, contact the lecturer no later than May 11th.
On April 27th classes will start at 11:00. I'm attending a meeting administered by the faculty before.
As announced the evaluation in this course is with an oral examination. The exams will be held on Wednesday May 19th.
As students you have been already informed, but now I also have received confirmation that teaching is fully digital from Tuesday 16th. The campus is closed to students from Tuesday 16th at 12:00.
As for our course we progress, as usual on zoom.
After the email survey completed yesterday, I can resume that the result is mixed.
On the one side a large number of students are happy with the digital format both because of the presentations (I 'm of course happy you appreciate the effort!) and because it is a trouble to travel with public transport for long distances (not to mention the general health safely). On the other side, there is a need for some students to have more interaction. A small group is open to all solutions.
The care for health is of a priority in this period. So be reassured that we keep the course in digital format in what concerns lectures and material.
In addition, I open some exercise classes at Blindern. The material discussed and the solutions will be posted on the net anyway. This option is for everyone and it is particularly organised for all those who most feel the need for interaction and exchange. The exercise classes at Blindern will ...
In this course, the teaching of week 9 is kept digital.
An inquiry about teaching format and possibilities for the future is sent to all registered students by email. Please check your inboxes. A reply is needed with tomorrow March 2nd at 15:00.
The student representatives for this course are:
Moritz Ahl - moritza [at ] student.matnat.uio.no
Aleksander Grochowicz - aleksgro [at ] math.uio.no
You can contact them for matters related to the course or directly contact the lecturer.
UiO:Energy is opening positions for summer internship. A good way to work and learn. Click here, you will find project descriptions and mentors. Several projects all over UiO are available, also at MI. Deadline for application: March 1st, 2021
The upcoming seminar in the STAR series is held by Emil Framn?s, Global Head of Trading Norges Bank Investment Management. Emil is an Alumni of our Master in Finance, Insurance and Risk. He is holding a presentation on equity trading open to all Master students and he will present some initiatives of NBIM.
For details on the event and how to receive the zoom link, please click here.
Following the guidelines, we continue our course in digital format. Links for the meeting are sent out to the mailing list of registered participants. Please follow the schedule page for updates on topics.
According to guidelines, this week the course runs on zoom.
The link is sent to the registered students by email. If anyone is interested in attending classes, please send me an email to be added to the mailing list.
Welcome to Stochastic Modelling in Energy and Commodity Markets!
In this course we shall explore the specifications of these markets, environmental risks, modelling, and market portfolios and products.
The course is based on the book Stochastic modelling of electricity and related markets. See the page Schedule to follow up on the program and other details.
The first class is on Tuesday 19th.