Dato | Undervises av | Sted | Tema | Kommentarer / ressurser |
25.08.2010 | Bernt Øksendal | Auditorium 4, Vilhelm Bjerknes hus | Section 1.1 and (if time) 1.2 | Welcome to MAT2700 Autumn 2010! We will begin this first lecture of the course with some general comments and examples from mathematical finance. This presentation is based on the paper B.Øksendal: "Mathematics and Finance: The Black-Scholes Option Pricing Formula and Beyond", in Matilde Nr. 37 (2009),pp. 9-14. The paper can be downloaded from http://www.math.uio.no/eprint/pure_math/2010/11-10.htmlThen we start Section 1.1 (Model specifications) from the textbook. If time permits we proceed to Section 1.2.Exercises for Friday 27 August: 1.1, 1.2 and 1.3 (a). |
27.08.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercises 1.1, 1.2 and 1.3(a).If time permits we continue with Sections 1.1 and 1.2 from the textbook. |
01.09.2010 | Bernt Øksendal | Auditorium 4 | Lectures | We continue Section 1.3 and (if time permits) proceed to Section 1.4 |
03.09.2010 | Bernt Øksendal | Auditorium 4 | Exercise session | Exercises 1.4, 1.5 and 1.8 |
08.09.2010 | Bernt Øksendal | Auditorium 4 | Lectures | We continue Section 1.4 and proceed to Section 1.5 |
10.09.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercises 1.9 and 1.14.Then we complete Section 1.5 |
15.09.2010 | Bernt Øksendal | Auditorium 4 | Lectures | Section 1.6 and Section 2.1 |
17.09.2010 | Bernt Øksendal | Auditorium 4 | Exercise session | Exercises 1.15 and 2.1.We start Section 2.2. |
22.09.2010 | Bernt Øksendal | Auditorium 4 | Lectures | We continue Section 2.2 and start Section 2.3. |
24.09.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercise 2.2, 2.3 and (if time) 2.4 |
29.09.2010 | An Thi Kieu Ta | Auditorium 4 | Lectures | Section 2.4 and Section 2.5 |
01.10.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercises 2.5, 2.6 and 2.7 |
06.10.2010 | Bernt Øksendal | Auditorium 4 | Lectures | We continue Section 2.5 |
08.10.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercises 2.8, 2.9 and 2.10.If time permits we continue with Section 2.5 from textbook.Exercises for Friday 15 October: 2.11 and 2.12 |
13.10.2010 | Bernt Øksendal | Auditorium 4 | Lectures | Section 2.6 |
15.10.2010 | Bernt Øksendal | Auditorium 4 | Exercise session | Exercises 2.11 and 2.12. If time permits, we start Section 2.7/Section 3.1. |
20.10.2010 | Bernt Øksendal | Auditorium 4 | Lectures | Section 3.1 |
22.10.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercises 3.1, 3.2 and 3.3. If time permits we continue Section 3.1/3.2. |
27.10.2010 | An Thi Kieu Ta | Auditorium 4 | Lectures | Section 3.3 and Section 3.4 |
29.10.2010 | An Thi Kieu Ta | Auditorium 4 | Exercises section | Exercise 3.7, 3.8 and 3.9.If time permits we continue Section 3.4 |
03.11.2010 | Bernt Øksendal | Auditorium 4 | Lectures | We first do a review of Chapter 3 and then start Chapter 4, Section 4.1 |
05.11.2010 | Bernt Øksendal/An Thi Kieu Ta | Auditorium 4 | Lecture/Exercise session | First Section 4.1, then Exercise 3.11 and Section 4.4 |
10.11.2010 | Bernt Øksendal | Auditorium 4 | Lectures | Section 5.1 |
12.11.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercise 4.1 a) and Exercise 4.13 (first part) |
17.11.2010 | Bernt Øksendal | Auditorium 4 | Lectures | Section 5.2 and completion of course |
19.11.2010 | An Thi Kieu Ta | Auditorium 4 | Exercise session | Exercise 5.1 and Exercise 5.5 |
24.11.2010 | An Thi Kieu Ta | Auditorium 4 | Review session | The course is reviewed by going through exam problems from earlier years. |
Undervisningsplan
Published June 3, 2010 12:38 PM
- Last modified Nov. 3, 2010 4:46 PM