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Suggested solutions to exams are found here: 2017 and 2018

(På norsk!) Se vedlagt møte i Aktuarforeningen

Please read about LIBOR-rates and alternatives here.

BIS is the Bank of International Settlements, http://www.bis.org.

There will be a written exam in STK4530/9530. 

This one (youtube video....) is recommended for those of you who like to understand the financial crisis in 2007..... 

The student representative is Åsmund Hausken Sande (aahsande, with address gmail.com). 

Please see the invitation to a meeting at the Aktuarforening for young actuaries (in Norwegian).

During the next two weeks, I encourage you all to read about Norwegian Government bonds. Please click on "english" at the upper right hand corner of this page if you do not read Norwegian. Notice the difference between Treasury bills (veksler) and bonds (obligasjoner). In STK4530, we call treasury bills zero-coupon bonds. Go to the web-pages of Oslo Børs and check out bond prices. Also notice that there are many bonds, many more than just government bonds. If you google a bit, you can find prices for US bonds, UK bonds, Euro bonds etc... If you do this regularly over a few days, do you observe changes in the prices/yields? Read Sections 2.4 and 2.5 for more details on bonds and coupons and yields etc. 

Notice that I have posted a set of exercises. Also, some clases are cancelled in the coming two weeks, see schedule for more information.

Vi har fått følgende melding fra  Aktuarforeningen:

Hei!

Den Norske Aktuarforening ser svært gjerne at du deltar på medlemsmøtet 12. september kl. 16.30-22.00.

Vi har følgende foredrag på programmet:  «Data Scientists - hva er det, hva kan de brukes til - og tar de levebrødet fra aktuarene?»
Ved Morten Bunes Gustavsen, Kjersti Moss og Morten Skogly, DNB

Ta turen med en medstudent til DNBs hovedkontor, Dronning Eufemias gt. 30 den 12. september kl 16.30, så får du møte hyggelige aktuarer, og får en smak på hva det vil si å jobbe som aktuar. Det er gratis mat og drikke etter medlemsmøtet.

Påmelding: Send en mail til admin@aktfor.no innen 5. september.

Se også vedlagte møteinvitasjon.

 ...

Welcome to the first lecture in STK4530 on Tuesday 20 August!

The lectures will be based on the book by Damir Filipovic, Term Structure Models, Springer Verlag. The book is available for purchase at Akademika.