Semester page for MAT4730 - Autumn 2012

SYLLABUS 2012:

Referring to the textbook of Karatzas and Shreve (see message of 13.8.2012) the detailed syllabus for MAT4730 autumn 2012 is as follows:

Chapter 3: Sections 3.1 - 3.8 and the summary in the handout (Lecture Notes),

Chapter 4: All,

Chapter 5: Sections 5.1 - 5.7 (Section 5.7 without proof),

Chapter 6: Sections 6.1 - 6.3

Student representatives for the course have been elected. They are

Anders Engan <andeen@math.uio.no>

and

Audun Sviland Sætherø <audunss@student.matnat.uio.no>

Welcome to MAT4730!

The first lecture will be on Wednesday 22 August 2012. All the lectures this semester will be in NHA 935 (Seminar room B91).

The textbook of the course this semester is I. Karatzas and S. Shreve: Methods of Mathematical Finance. Springer 1998.

In the course we will cover parts of all the chapters 1 - 6. A detailed syllabus will be given later.

Best regards, An and Bernt