Next lecture on the 9th of February
After giving an introduction to the course in the first lecture we continued in the last one with some basic concepts from probability theory.
In the next lecture we will finish the section on Markov processes and start the one on interest rate (If time permits).
As for the exercises, they are now posted and you can start working on the first 3 problems. The fourth problem is the most relevant for us and I will go through it when we finish the discussion on Markov processes.
Published Feb. 4, 2016 9:32 AM