| Dato | Undervises av | Sted | Tema | Kommentarer / ressurser |
| 21.01.2004 | Giulia diNunno? | Auditorium 3 Vilhelm Bjerknes hus? | Introduction to the Course? | The first part of the course is mutuated form MAT4700. See web-page ? |
| 14.04.2004 | G. dN.? | Sem. rom B71 N.H.Abels hus ? | Girsanov's theorem? | Description:Exercises: [?] 4.4, 4.11, 8.12, Example 8.6.7? |
| 20.04.2004 | G. dN.? | Sem. rom B71 N.H.Abels hus ? | Optimal stopping problems? | Description:Exercises: [?] 10.1, 10.2, 10.13, 10.14; Examples: 10.1.14, 10.2.1, 10.2.2, 10.4.2? |
| 04.05.2004 | G. dN.? | Sem. rom B71 N.H.Abels hus ? | Introduction to stochastic control? | Description:Exercises: [?] 11.7, 11.12? |
| 11.05.2004 | G. dN.? | Sem. rom B71 N.H.Abels hus ? | Introduction to mathematical finance? | Description:Exercises: [?] 12.1(a), 12.2, 12.6, 12.7, 12.12, 12.14, 12.16? |
| 27.05.2004 | G. dN.? | Sem. rom B71 N.H.Abels hus ? | Closing lecture? | Conclusion of the course and revision of the exam program.? |
Undervisningsplan
Publisert 27. okt. 2003 16:33
- Sist endret 27. mai 2004 11:50