Messages

Publisert 30. apr. 2014 10:04

We solve the trial exam next week, May 6 and 7, which will be the last lectures in this course.

Publisert 25. apr. 2014 14:57

The final syllabus for the course is now ready, see "Pensum/l?ringskrav".

Publisert 15. apr. 2014 14:24

DNV GL (Veritas) has contacted us and asked for students that are

interested in doing a master project with them. The project is called "Storage optimization in Power Grid",  Please find information on DNV GL and the project here. You can contact

mailto:Yongtao.Yang@dnvgl.com

directly if you are interested.

Publisert 25. mars 2014 13:13

Next week (April 1 and 2) and the week after (April 8 and 9), Kristina

Dahl will be your lecturer!

Publisert 5. mars 2014 09:20

Here you can download the presentation of Christian Heggen.

 

If you wanmt to contact him, his email is christian.heggen@nordea.com

Publisert 25. feb. 2014 18:30

Professor Giacomo Scandolo will give an intensive course on risk measures Tuesday March 4 and Wednesday March 5. His lessons will not crash with STK4530 on Tuesday, when you all should attend the guest lecture by Christian Heggen from Nordea Markets. However, on Wednesday we cancel the STK4520 lecture, since many of you want to follow Scandolo's course.

 

Please email Giulia Di Nunno for more information on the course of Scandolo: giulian@math.uio.no

Publisert 12. feb. 2014 14:42

THere will be a WRITTEN exam in STK4530. After a voting following all democratic principles:-), there was a majority against a project as part of the exam. Hence, there will not be any project in STK4530 this semester, only a written exam.

Publisert 5. feb. 2014 14:08

On Tuesday, March 4, Christian Heggen from Nordea Markets will give the lectures. The title of the lecture is "Swap pricing after the Lehman collapse and continuous rate models".

 

You are all welcome to attend a lecture where you can hear about how the market is actually thinking and operating. It will be very motivating and relevant lecture for the course. Christian has a master in mathematical finance from the University of Oslo, so this is a chance to meet "one of our own", and to hear what you can become after your studies:-) 

Publisert 15. jan. 2014 08:46

Lectures are based on the book by Brigo and Mercurio: Interest Rate Models (Springer Verlag). The lectures will focus on Chapters 1, 3, 5 and 6.

 

Publisert 10. jan. 2014 14:50

We start the course on Tuesday January 14 with a little introduction motivating the course.