Messages

Published Nov. 25, 2015 7:30 PM

I've uploaded all the material from the course. Including the lecture notes, slides and solutions to exercises.

Please, study from the latest version of the lecture notes and slides as there are important corrections on some of the material given in class.

I wish you the best for the exam.

 

Published Nov. 6, 2015 4:16 PM

I've just uploaded the lectures on the It? integral and stochastic calculus.

Next Monday, 9th of November, I will start the lectures at 9:15.

Published Nov. 2, 2015 4:17 PM

I've just uploaded the Compulsory Exercise. The deadline to hand in is the 17th of November, before 14:00.

I've also uploaded the slides on the statistical analysis of the stock market.

Published Oct. 31, 2015 5:59 PM

Next Monday 2nd November I will start the lectures at 9:15

I will also collect exercises 20 and 32. These exercises are not compulsory and won't mark them. However, I will return them to you corrected. Hence, it's an opportunity for you to get more feedback.

Please check the new lectures that I've uploaded to the webpage.

Published Oct. 25, 2015 2:05 PM

Tomorrow, Monday 26th October, I will start the lectures at 9:15.

Published Oct. 17, 2015 7:53 PM

Next Monday 19th October I will start the lectures at 9:15.

Published Oct. 17, 2015 7:51 PM

I have uploaded the solutions and some hints for the exercises in List 1.

I've also updated Lecture 1, Lecture 2, Lecture 3 and Exercises List 1. 

From now on I will add/update the teaching material on the webpage without notice. So please keep an eye on the webpage and check if you have the latest versions of the lecture notes/exercise lists.  

Published Oct. 17, 2015 7:35 PM

The students representative for this course is:

Daniel Piacek

daniepi"at"student.matnat.uio.no

Please contact him if you have any comments/suggestions about the course.

Published Oct. 11, 2015 6:50 PM

Tomorrow 12th of October I will start the lectures at 9:15

Please, have a look at the lectures an exercises that I have uploaded to the webpage

Published Sep. 26, 2015 11:42 AM

Next Monday 28 September we will start the lectures at the usual time 10:15. 

Published Sep. 20, 2015 5:27 PM

As I announced during the last class, next Monday 21 September the lectures will start at 9:15.

Published Sep. 5, 2015 7:26 PM

As I told you last Monday, the next class (7th of September) is cancelled.

My intention is to recuperate these three hours during the course. I will let you know, in advance, when.

Published Aug. 13, 2015 9:39 AM

The lectures for this course will be in English and we will mainly follow the book:

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

by Fred Espen Benth

Universitext, Springer

Published Aug. 13, 2015 9:35 AM

Please note that the first lecture of this course will take place the 24th of August.