There is a typo in exercise 2b in the trial exam: A(T) should be A(t), and
A(t):=ln S(t)-exp(-alpha)ln S(t-1)
(no 't' in the exp....)
So, two typos in the same line, sorry for that!
Section 4.8 is left as self-study
Here is a trial exam with exercises to prepare you for the final exam.
The exercises are an english translation of selected exercises from the years 2005 (Exercise 2), 2007 (Exercise 1 & 2) and 2008 (Exercise 1 & 2).
Those who did not collect their assignments at the lecture today can find theirs in the shelves at the 7th floor, Math Department.
Note that those who did not pass, has a deadline Tuesday October 25 at 9 to hand in their completed assignment, with the additional exercise done.
Department of Mathematics
Universitetet i Oslo
Boks 1072 Blindern
Ved brann, ulykker og alvorlige hendelser ring 22 85 66 66