First lecture Wednesday August 20th, 2014

Welcome to first lecture in STK 4540 on Wednesday August 20th, 2014! Material from Erik Bølviken's book "Computation and Modelling in Insurance and Finance" will be treated, as well as a powerpoint presentation and an R programme. The material from Erik Bølviken's book are the chapters 1.2, 2.3.1, 2.3.2, 3.2, 3.3. Normally the programme for the lecture will be announced and the presentation will be published on the web site. The first lecture will be 2 x 45 minutes. The lectures after the first lectures will be 3 x 45 minutes, 2 sessions lecture and 1 session exercise.