Messages

In order to prepare for the exam:

• Check that you are studying from the last updates of lectures, exercises, etc...
• Have a look at examples of exams to have a good idea of what kind of questions to expect in the exam.
• I remind you that no calculator is allowed in the exam. You can write the answer to the problems, when needed, in terms of fractions, logarithms, roots, etc...
• Write the solutions with enough detail.  

Best luck to everyone!!! 

The lectures on Thursday are cancelled. (There is a course on Particle Filtering for Data Assimilation, by Dan Crisan (Imperial College London) that I co-organize at the same time of the lectures)

It is possible that the lectures on Monday, October 25 start later. If this is the case, I will announce it around noon. In any case, I will be teaching until 17:00 to compensate for the cancellation on Thursday.

Please find the suggested solution to the compulsory assignment here.

This Thursday, 7th of October, I will resume the in-person lectures at Auditorium 2.

You can find here the compulsory assignment. Please read carefully the instructions. The deadline to hand in the assignment is Thursday 14th of October at 14:30 in Canvas.

The videolecture corresponding to the continuation of 5. Single Period Financial Markets is uploaded. You can find it by going to the left menu, click on "Lectures", then "Videolectures", or by simply clicking here. You can also find the hand-written notes here.

This lecture corresponds to today's theoretical lecture and one hour from next Monday. On Monday instead, we will use both hours to solve exercises: finish list 2 (Basic Financial Derivatives).

Enjoy and have a good learning time!

Valeria Zhidkova (valeriiz "at" student.matnat.uio.no) and Amir Said (amiris "at" math.uio.no) are the student representatives for this course.

You can contact them regarding any feedback you may have about the course.

The videolecture corresponding to 5. Single Period Financial Markets is uploaded. You can find it by going to the left menu, click on "Lectures", then "Videolectures", or by simply clicking here. You can also find the hand-written notes here.

This lecture corresponds to today's theoretical lecture and one hour from next Monday. On Monday instead, we will use both hours to solve exercises: finish list 1 (Time Value of Money) and start list 2 (Basic Financial Derivatives).

Enjoy and have a good learning time!

We resume lectures tomorrow Monday 20th at 14:15. The lecturer for these weeks is David R. Banos.

The plan for the course until week 40 will be the following:

Tomorrow Monday: First hour: we will finish the part on linear algebra in connection with linear programming. Second hour: finish solving problems from the first list of exercises. If time permits, we will start the second list of exercises.

Then, each Thursday I will upload video theoretical lectures from Prof. Salvador Ortiz-Latorre corresponding to three hours.

Each Monday will be devoted to solving exercises.

If you have any questions, please contact ...

The lectures this Thursday 16th of September are cancelled due to a family emergency.

If the infection rate reaches a level where parts of society are forced to close down again during the autumn semester, written examination in this course may be conducted as a written home exam or as an oral examination.