Beskjeder
These are the final messages regarding the exam:
- To get a full score on a sub problem, it is not enough to have the correct solution. There must also be an explanation in words of how you obtained the solution, i.e. which method you have used, assumptions you have made, and so on.
- Remember that it is impossible to get a negative score. If you are not able to solve one of the sub problems, but you have some intuition about it or have something relevant to say about it, you risk absolutely nothing by writing it down, and you may collect a point or two.
- Sketches of programs can be written either in pseudo code (as in the book) or in R-commands.
- You don't have to remeber all formulas that we have gone through during the course. The earlier exam sets will give you a good indication of which you are expected to know, and which are provided in the exam set.
- I will unfortunately not be able to make the round on the day of the exam. But don't w...
I have put the final material on the web page:
- the final curriculum
- a presentation with a summary of the course
- solutions to the three exam sets.
-Note that this is the last lecture.
- I will make a summary of the curriculum. If there are particule subjects that you would like me to spend more time on, send me an email about it.
- We will go through the rest of the 2010 exam, as well as the 2014 exam.
- The earlier exams made available on this page are the ones that are considered relevant and representative this year.
- For the 2011 exam, there is a Nowegian and an Engilsh version. There is a Figure that is missing in the English version.
-The obligs that were resubmitted are now corrected and available on the 7th floor.
- The solution to the oblig is available on the web page.
In addition to the exercises in the previous message, we will go through:
- Exercises 6.12, 6.13, 6.24, 6.25.
- Exercises 5.29-5.31, 5.35-5.36, 6.5-6.8.
- Exam from 2010.
The correct date for resubmission of oblig reports for those of you who have failed is of course Monday November 14, 12:00, and not October as I wrote in the previous message.
The oblig reports are now corrected, and you may collect them in the shelves on the 7th floor of NHA.
Note that those of you who did not pass, have until Monday October 14, 12:00 to submit an improved report.
A solution to the oblig will be made available on the website after the above deadline.
- Sections 6.3 and 6.5.
- Exercises 5.29-5.31, 5.35-5.36, 6.5-6.8.
- Go through the oblig.
The Norwegian interest rate data are now to be found under "Data sets".
- Sections 6.1 and 6.2.
- Exercises 5.16-5.18, 5.22-5.26, 5.28-5.31, 5.35-5.36.
Unfortunately, I had forgotten to make the New York Stock Exchange data needed in some of the exercises available to you. You may now find them under "Data sets".
Note that the first hour of the lectures (12:15 to 13:00) is cancelled, and there will be lectures from 13:15 to 15:00.
- Remains of Section 5.5 and Section 5.6.
- Exercises 5.7-5.8, 5.15-5.18.
On Monday October 24, the first hour of lectures from 12:15 to 13:00 is cancelled, and there will be lectures from 13:15 to 15:00.
- Sections 5.3, 5.4 and 5.5.
- No exercises this time, but hopefully some interesting examples.
- Sections 3.6 and 5.3.
- Exercises 3.23,3.24,3.28,3.29,3.30-3.34,3.36.
-In Part I a), the idea is to plot the true Gamma pdf for each of the three sets (alpha,xi) of parameters. This pdf is obtained with the command
xi*dgamma(z/xi,alpha,alpha)
for different values of z. An alternative is to use Monte Carlo methods to estimate the pdfs.
- In Part I b), you should use Monte Carlo methods to compute the reserve, though this is not directly stated.
- The remains of section 3.4 and section 3.5.
- Exercises 3.15,3.17-3.21, 3.23,3.24,3.28,3.29.
The contact students for STK 3505/4505 this semester are:
- Camilla Restrup Strand (camilrs@student.matnat.uio.no)
- Eirik L?d?en Halsteinslid (eiriklha@student.matnat.uio.no)
The oblig is now available on the web site. The deadline is October 31. Further instruction are to be found in the assignment.
- The remains of section 3.3 and section 3.4.
- Exercises 3.6-3.13, 3.15, 3.17-3.21.
- The remains of section 2.5 and sections 3.2 and 3.3.
- Exercises 2.25-2.26,2.28-29,3.1,3.3-3.5.
- The remains of section 2.4 and section 2.5.
- Exercises 2.18-2.22,2.25-2.26,2.28-2.29.
Several of you have asked about the difference between STK3505 and STK4505, and it is only the fact that the ones of you who are registered on STK4505 must write your report on the obligatory assignment in latex.