I've uploaded all the material from the course. Including the lecture notes, slides and solutions to exercises.
Please, study from the latest version of the lecture notes and slides as there are important corrections on some of the material given in class.
I wish you the best for the exam.
I've just uploaded the lectures on the Itô integral and stochastic calculus.
Next Monday, 9th of November, I will start the lectures at 9:15.
I've just uploaded the Compulsory Exercise. The deadline to hand in is the 17th of November, before 14:00.
I've also uploaded the slides on the statistical analysis of the stock market.
Next Monday 2nd November I will start the lectures at 9:15
I will also collect exercises 20 and 32. These exercises are not compulsory and won't mark them. However, I will return them to you corrected. Hence, it's an opportunity for you to get more feedback.
Please check the new lectures that I've uploaded to the webpage.
Department of Mathematics
University of Oslo
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