Welcome to the course_亚博娱乐官网_亚博pt手机客户端登录

salvadoo
2021-01-08T13:01:36.691Z
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www.uio.no

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.