Syllabus/achievement requirements

Syllabus MAT4770, spring 2018. 

Chapter 1: all

Chapter 3: all

Chapter 4: 4.1, 4.3, 4.4

Chapter 6: 6.1, 6.2, 6.3

Chapter 9: Section 9.1 (except page 251, example with NIG and CGMY)

Chapter 10: Sections 10.1, 10.2, 10.3, 10.4.1, 10.4.2 (until end of page 308), 10.4.4

In addition, all exercises and the mandatory assignment are considered part of the syllabus.

It is to be noted that in the book results are stated for independent increment processes. We consider ONLY the special case of compound Poisson processes in this course!