Semesterside for STK3505 - H?st 2025
Fagl?rere
-
Salvador Ortiz-Latorre Universitetet i Oslo
Canvas
Dette emnet bruker Canvas i undervisningen. Se tips og veiledninger for Canvas.
Logg p? CanvasLectures
- Introduction
- Lecture 1. Time value of money
- Lecture 2. Variable interest/returns
- Lecture 3. Monte Carlo simulation
- Lecture 4. General insurance
- Lecture 5. More on general insurance
- Lecture 6. Life insurance
- Lecture 7. More on life insurance
- Lecture 8. Basic financial derivatives
- Lecture 8. Proofs_ Basic financial derivatives
- Lecture 9. The Black-Scholes model
Data for the exercises
Compulsory assignment
Exams from previous years
- Exam 2016
- Solution Exam 2016
- Exam 2017
- Solution Exam 2017
- Exam 2019
- Solution Exam 2019
- Exam 2020
- Solution Exam 2020
- Exam 2021
- Solution Exam 2021
- Exam 2022
- Solution Exam 2022
- Exam 2023
- Solution Exam 2023
- Exam & Solution 2024
Exercises
- Exercises 1. Time value of money
- Solutions-Exercises 1. Time value of money
- Exercises 2. Monte Carlo + Distributions
- Exercises 3. Monte Carlo + Estimation
- Exercises 4. Non life insurance: compound Poisson, reinsurance
- Exercises 5. Life insurance: 2 states
- Exercises 6. Life insurance: multi state
- Exercises Section 2.3
- Exercises Section 2.4
- Exercises Section 2.5
- Exercises Section 3.5
- Exercises Section 7.3