MAT2700 - Autumn 2010

Undervisningsplan

DatoUndervises avStedTemaKommentarer / ressurser
25.08.2010Bernt ?ksendal? Auditorium 4, Vilhelm Bjerknes hus? Section 1.1 and (if time) 1.2? Welcome to MAT2700 Autumn 2010!

We will begin this first lecture of the course with some general comments and examples from mathematical finance. This presentation is based on the paper B.?ksendal: "Mathematics and Finance: The Black-Scholes Option Pricing Formula and Beyond", in Matilde Nr. 37 (2009),pp. 9-14. The paper can be downloaded from http://www.math.uio.no/eprint/pure_math/2010/11-10.html

Then we start Section 1.1 (Model specifications) from the textbook. If time permits we proceed to Section 1.2.

Exercises for Friday 27 August: 1.1, 1.2 and 1.3 (a).?

27.08.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercises 1.1, 1.2 and 1.3(a).

If time permits we continue with Sections 1.1 and 1.2 from the textbook.?

01.09.2010Bernt ?ksendal? Auditorium 4? Lectures? We continue Section 1.3 and (if time permits) proceed to Section 1.4?
03.09.2010Bernt ?ksendal? Auditorium 4? Exercise session? Exercises 1.4, 1.5 and 1.8?
08.09.2010Bernt ?ksendal? Auditorium 4? Lectures? We continue Section 1.4 and proceed to Section 1.5?
10.09.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercises 1.9 and 1.14.

Then we complete Section 1.5?

15.09.2010Bernt ?ksendal? Auditorium 4? Lectures? Section 1.6 and Section 2.1?
17.09.2010Bernt ?ksendal? Auditorium 4? Exercise session? Exercises 1.15 and 2.1.

We start Section 2.2.?

22.09.2010Bernt ?ksendal? Auditorium 4? Lectures? We continue Section 2.2 and start Section 2.3.?
24.09.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercise 2.2, 2.3 and (if time) 2.4?
29.09.2010An Thi Kieu Ta? Auditorium 4? Lectures? Section 2.4 and Section 2.5?
01.10.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercises 2.5, 2.6 and 2.7?
06.10.2010Bernt ?ksendal? Auditorium 4? Lectures? We continue Section 2.5?
08.10.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercises 2.8, 2.9 and 2.10.

If time permits we continue with Section 2.5 from textbook.

Exercises for Friday 15 October: 2.11 and 2.12 ?

13.10.2010Bernt ?ksendal? Auditorium 4? Lectures? Section 2.6?
15.10.2010Bernt ?ksendal? Auditorium 4? Exercise session? Exercises 2.11 and 2.12.

If time permits, we start Section 2.7/Section 3.1.?

20.10.2010Bernt ?ksendal? Auditorium 4? Lectures? Section 3.1?
22.10.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercises 3.1, 3.2 and 3.3.

If time permits we continue Section 3.1/3.2.?

27.10.2010An Thi Kieu Ta? Auditorium 4? Lectures? Section 3.3 and Section 3.4?
29.10.2010An Thi Kieu Ta? Auditorium 4? Exercises section? Exercise 3.7, 3.8 and 3.9.

If time permits we continue Section 3.4?

03.11.2010Bernt ?ksendal? Auditorium 4? Lectures? We first do a review of Chapter 3 and then start Chapter 4, Section 4.1?
05.11.2010Bernt ?ksendal/An Thi Kieu Ta? Auditorium 4? Lecture/Exercise session? First Section 4.1, then Exercise 3.11 and Section 4.4?
10.11.2010Bernt ?ksendal? Auditorium 4? Lectures? Section 5.1?
12.11.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercise 4.1 a) and Exercise 4.13 (first part)?
17.11.2010Bernt ?ksendal? Auditorium 4? Lectures? Section 5.2 and completion of course?
19.11.2010An Thi Kieu Ta? Auditorium 4? Exercise session? Exercise 5.1 and Exercise 5.5?
24.11.2010An Thi Kieu Ta? Auditorium 4? Review session? The course is reviewed by going through exam problems from earlier years.?
Published June 3, 2010 12:38 PM - Last modified Nov. 3, 2010 4:46 PM
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