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The oral exam will take place on Thursday Jun 9. Exact time and location will be notified to you later

Here is is the compulsory assignment. Everyone who wants to do the final exam must pass the compulsory assignment. The answers to the assignment can be handled in to the lecturer or to the reception of the Mathematics Institute. The deadline is at 10.15, Thursday April 28, 2016. 

Please note that there is no lecture on Monday April 11. We meet on Thursday as usual, where we will start going through announced exercises on infinite-dimensional modelling of forward/futures prices (see "Schedule" for exercise sheet). 

As earlier announced, there will be an oral exam. Could please all of your  who wants to do the exam send me an email, including information on when you have other exams in May-June.

Some of you have done so, and you do not need to send another message.

The student representative is Fabian Harang (fabianah 'at' student.matnat.uio.no). 

There will be an oral examination for those registered for the exam.

There are no lectures on Monday 22 and Thursday 25 of February.

Please note that there is no lecture on Monday January 25. 

Exercises for the first two lectures. Exercise 7 is for lectures to come

Welcome to MAT4760! Lectures start on Monday January 18th. 

We base parts of the lectures on the book "Applied Stochastics Control of Jump Processes" by ?ksendal and Sulem (Springer Verlag). In the Schedule, we refer to this book by ?S.