Messages

This years' curriculum is:

Chapter 2: 2.1-2.7

Chapter 3: 3.1, 3.2, 3.3.1

Chapter 4: all

Chapter 5: 5.1, 5.2, 5.3, 5.4.1, 5.4.2

Chapter 6: 6.1, 6.2, 6.3

Chapter 7: 7.1, 7.2, 7.3

Chapter 8: 8.1, 8.2

In addition, section 1 and 2 of the paper off SOFR rates by Skov and Skovmand. All exercises given and the mandatory assignment.

The oral exam will take place on Tuesday December 13. Time and place for the exam are communicated directly. 

There will be an oral exam this year. The date for the oral exam will be announced later.

Here is the compulsory assignment in STK4530 and STK9530. You  must pass this in order to be eligible for the exam.

Deadline is Thursday 27th October (please follow the precise information on the assignment).  

If you take STK9530, you must do an additional compulsory assignment. This assignment consists of presenting a scientific paper assigned by the lecturer. Please contact the lecturer by Monday October 10th at latest for receiving the paper, and for agreeing on a time for the presentation. If you want to take the exam in STK9530, you must have this assignment approved.

Due to too few registered students, STK4530/9530 will be turned into a reading course.

For those following the course, there will be weekly meetings on Thursday from 14.15-15.00 in office 1012 (office of lecturer). Please send an email to the lecturer to agree on such meetings.

We start lectures on Thursday August 25. There will be a gentle introduction to the course on interest rates.

Note that from this year there is a mandatory assignment in STK4530. The assignment will be announced later.