Messages

Published May 31, 2016 12:03 PM

The home exam topics are now available. Note that you are allowed to bring notes related to your presentation and home exam, but not notes from class, or the book.

Published May 29, 2016 7:42 PM

Information about the exam is now to be found under the link "Information about the exam". Home exam numbers with matching names are given under "List of home exams and names" and the times schedule for the oral exam is given under "Time slots for the oral exam".

Published May 20, 2016 2:16 PM

The plan is to go through the rest of Section 15.5 and Section 15.6, as well as exercises 15.30-15.31,15.33-15.34,15.42,15.44,15.46. In addition, you will get info on the exam.

Published May 13, 2016 9:31 AM

Oblig 7 will be presented. The plan is to go through Section 15.5, as well as exercises 15.30-15.31,15.33-15.34.

Published May 5, 2016 1:11 PM

Oblig 8 will be presented. The plan is to go through Sections 15.3 and 15.4, as well as exercises 15.7-15.8,15.12-15.15.

Published Apr. 29, 2016 2:11 PM

Oblig 6 and 7 will be presented. The plan is to finish exercises 6.42-6.44. Then, we will start on the last part of the curriculum, Chapter 15, covering Sections 15.1 and 15.2, as well as exercises 15.8.

Published Apr. 21, 2016 9:28 AM

Oblig 3 and 5 will be presented. The plan is to cover simulation and choice of copulas, as well as Exercises 3 and 4 in the copula note, and 6.38, 6.39, 6.41-6.44 in the book.

Published Apr. 15, 2016 3:12 PM

Oblig 1 and 2 will be presented. The plan is to cover estimation and simulation of copulas, as well as Exercises 1, 2 and 3 in the copula note.

Published Apr. 11, 2016 9:04 AM

The topics for the home exams will be given on May 31st at 15:00. The oral exam will be on June 3.

Published Apr. 11, 2016 9:02 AM

The plan is to go trough the sections on copula types, dependence mearures and estimation from the copula note, as well as exercises 1 and 2 from the note.

Published Apr. 1, 2016 11:58 AM

The time schedule for the presentations is as follows:

- Oblig 1: April 18, 10:15-11:00

- Oblig 2: April 20, 12:15-13:00

- Oblig 3: April 25, 10:15-11:00

- Oblig 5: April 27, 12:15-13:00

- Oblig 6: May 2, 10:15-11:00

- Oblig 7: May 4, 12:15-13:00

- Oblig 8: May 9, 10:15-11:00

Published Apr. 1, 2016 11:41 AM

The plan is to go through the rest of Section 13.5, as well as exercises 13.21-13.22 and 13.26-13.27, and start on copulas (Section 6.7 and supplementary note on copulas).

Published Mar. 18, 2016 7:45 PM

The plan is to go through Section 13.5, some of the exrecises you solved by yourselves and 13.17-13.20.

Published Mar. 11, 2016 1:11 PM

Monday: bring your own laptops, as the two hours are devoted to solving exercises by yourselves (with my assistance). Exrecises: 13.9- 13.15 + 13.6-13.8

Wednesday: go trough 13.4, start on 13.5, and go through the exercises you did not have tim eto solve on Monday.

Published Mar. 4, 2016 9:11 AM

The plan is to go through the rest of Sections 13.2 and 13.2, and exercises 13.2-13.3, 13.9-13.15.

Published Feb. 29, 2016 2:15 PM

The student representative for STK4520 this semester is:

Tankmo, Joël Fomete (joelfomete (/a) gmail . com) .

Published Feb. 26, 2016 11:16 AM

The plan is to go through the rest of Sections 11.5 and 11.6, and start on 13.1 and 13.2, and exercises 13.1-13.3.

Published Feb. 18, 2016 2:17 PM

The plan is to go through Sections 11.5 and 11.6, and exercises 11.21-11.23+11.25-11.27.

Published Feb. 18, 2016 2:15 PM

Topics for the oblig will be given on next Monday (February 22).

Published Feb. 12, 2016 3:35 PM

The plan is to go through Sections 11.1 and 11.4, and exercises 7.36+11.16-11.23.

Published Feb. 9, 2016 8:55 AM

The plan is to go through the rest of 7.5 as well as 7.6 and exercises 7.28-7.31  + 7.35-7.36.

Published Jan. 31, 2016 1:00 PM

The plan is to cover Sections 7.4 and 7.5, and go through exercices 7.18-7.23+7.

Published Jan. 27, 2016 1:14 PM

There is a seminar on risk assessment that is open for students on Wednesday February 3, 8:30-16:00, on the 12th floor of NHA. If you want to attend to lunch, you must register on the web site:

https://www.tekna.no/kurs/fremtidens-metoder-for-risikostyring-32213/?token=1DCB0AD9-5DC9-E411-80D4-005056A366DE#om-kurset

Published Jan. 22, 2016 8:59 AM

The plan is to cover Sections 7.3 and 7.4, and go through exercices 7.4-7.7 + 7.9,7.10,7.12,7.15.

 
Published Jan. 22, 2016 8:56 AM

There will be no lecture on February 2, as stated in the last message. The lecture will be held on February 4 instead. Time and place: 10:15-12:00, room 735.