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Solutions for exercises 1-3, exam December 1, 2010 is found here
I wish all of you the best of lucks with the coming exam! Thanks for now!
English version of exam, 2010
The last teaching will take place on MOnday NOvember 26. We continue going through the Exam from 2009, and go through some parts of the exam from 2010.
For the classes on Monday NOvember 19, you can find the exam of 2009 here
The teaching and tutorial class on Monday, Nov. 5, is cancelled.
The compulsory/mandatory assignments are now corrected. You can find the results on https://devilry.ifi.uio.no
Those of you that did not pass, must do the indicated corrections by Monday, November 5. Please deliver by 09.00 in the morning.
No lectures or exercise class on Monday, October 29.
Exercises for October 22 can be downloaded here
On Monday, WEdnesday and Thursday next week professor Ruediger Kiesel from University of Essen-Duisburg will give a series of lectures on energy derivatives. Please see the full announcement of the seminars here
Kiesel has given similar courses the last 4 years, and these have been used by master students as a part of a special curriculum in the masters. The level will be suitable for all of you following STK4510. I encourage you to attend these lectures, to get a nice application of the pricing theory to an important area, namely energy...including the carbon emission market!
Exercises for October 15 can be downloaded here
Exercises for October 8 can be downloaded here
Download the compulsory exercise here
The dealine for handing in your compulsory exercise is October 22, at 14.00, to the department office.
Exercises for October 1 can be downloaded here
Student representatives are Kristina Haarr Vinvand (krishaar 'at' student.matnat.uio.no) and Erik Hove Karlsen (erikhk 'at' student.matnat.uio.no).
THere is no teaching or exercise class on Monday September 17!
Exercises for September 24 can be found here
Next week professor Claudia Kluppelberg from Technical University of Munich will come on visit and give a two-day intensive course on stochastic modelling for weather and energy markets. See the announcement and description of the course here
You are all welcome to participate. Note that it will be slightly demanding, as it requires knowledge of stochastic analysis.
Exercises for Monday September 3 can be downloaded here
Solutions of this Monday's exercises are here
Exercises for the exercise class on Monday August 27.
The book "The Big Short" by Michael Lewis (Penguin Economcs) is recommended "bedtime-literature" for this course! Learn about derviatives, subprimes, crdit and the financial crisis.
Welcome to the first lecture on Monday August 20! We begin the semester with three hours of lectures, introducing the basic concepts of stochastic analysis and mathematical finance. Please see the lecture plan for a detailed information.