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Please find here the exam and here its suggested solution.
I will use the same link as for the course, see below. I will be available from 10:10 onwards.
Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.
Topic: MAT4750/9750 Online Lecture
Time: This is a recurring meeting Meet anytime
Join Zoom Meeting
https://uio.zoom.us/j/64367798798
Meeting ID: 643 6779 8798
Documentation on how to use Zoom can be found here:
/english/services/it/phone-chat-videoconf/zoom/
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+46844682488,,64367798798# Sweden
+46850500828,,64367798798# Sweden
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+46 8 4468 2488 Sweden
+46 8 5050 0828 Sweden
+45 32 70 12 06 Denmark
+45 32 71 31 57 Denmark
Meeting ID: 643 6779 8798
Find your local number: https://uio.zoom.us/u/cbMKtH2H7U
There will be a "tr?sterunde" using Zoom.
Around 10:00 hours, I will post a message with the zoom link for the meeting.
A waiting room will be on place.
You must wait until I will let you in.
I will attend all the people in the waiting room, one at a time, so expect to be waiting in the waiting room for some time.
Chapter 11 will NOT be part of the curriculum for the exam. Nevertheless, the last list of exercises (up to exercise 7, included) IS part of the curriculum for the exam.
There are changes (in blue) in pages 120, 125 and 133.
There are more small changes (in blue) in pages 92, 93.
You find here the 2019 exam and its solution.
In general, the following guidelines apply in courses at the Department of Mathematics:
- The examination lasts 4 hours. In addition, you will have an extra 30 minutes to scan and upload your PDF.
- All examination aids are allowed (e.g. books, online resources, scientific programming tools, etc.).
- It...
Next Thursday, May 6, at 11:00, I have a meeting of the master council, so I have to cancel the second hour.
Please find the suggested solutions here.
There is the possibility for a summer research project within the field of sustainable energy. More details can be found here.
The most interesting project for math finance/energy students is project 4: Wind power and emissions in Norway vs. Germany.
Next Friday 12 February at 11:00, Emil R. Framnes, Global Head of Trading Norges Bank Investment Management, will be giving a talk entitled Equity trading at NBIM in the seminar of our section.
You can find more information here.
I strongly recommend you to attend.
The students' representative for this course is Erik Martinez Jensen and you can contact him by email at "erimart at math.uio.no".
It is the same link as in the first lecture. I will always use the same link. I write it down again
Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.
Topic: MAT4750/9750 Online Lecture
Time: This is a recurring meeting Meet anytime
Join Zoom Meeting
https://uio.zoom.us/j/64367798798
Meeting ID: 643 6779 8798
Documentation on how to use Zoom can be found here:
/english/services/it/phone-chat-videoconf/zoom/
One tap mobile
+46844682488,,64367798798# Sweden
+46850500828,,64367798798# Sweden
Dial by your location
+46 8 4468 2488 Sweden
+46 8 5050 0828 Sweden
+45 32 70 12 06 Denmark
+45 32 71 31 57 Denmark
Meeting ID: 643 6779 8798
Find your local number: https://uio.zoom.us/u/cbMKtH2H7U
Until further notice, the lectures in this course will be given via Zoom. The lectures will NOT be recorded, but you will have available all the material used (lecture notes, exercises, etc...) in LEGANTO.
Below, I provide the zoom link for the first lecture Tuesday, January 26, from 14:15 to 16:00.
Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.
Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.
Topic: MAT4750/9750 Online Lecture
Time: This is a recurring meeting Meet anytime
Join Zoom Meeting
https://uio.zoom.us/j/64367798798
Meeting ID: 643 6779 8798
Documentation on how to use Zoom can be found here:
/english/services/it/phone-chat-videoconf/zoom/
One tap mobile
+46844682488,,64367798798# Sweden
+46850500828,,64367798798# Sweden
Dial by your location
...
Welcome to Mathematical Finance: Modelling and Risk Management!
This year I will use Leganto to provide all the material needed in order to follow the course.
At the moment, you will find a tentative syllabus for the course as well as some lecture notes reviewing measure theory, probability theory and stochastic processes. (Please let me know if you have any issues with Leganto)
The first two weeks of the course will be self-study. You have to read the notes mentioned above and try to do the exercises.
The first actual lecture will be the 26th of January in VB Auditorium 2. If the authorities extend the lockdown beyond the 26th, the lecture will be via zoom. I will publish a zoom link here.