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The course syllabus, or "pensum", is now completed, please see link for "pensum" to know what is expected for the exam.

Suggested answers to the compulsory exercises can be found "here":

Sindre Froyn solved last week's exercise, the one to find out how to pronounce "Scholes". Listen to this discussion At about 12.50 Myron Scholes talks, and reveals how he himself says "Scholes". The discussion is interesting in itself..

Many thanks go to Sindre for this!

IMPORTANT!!!! In exercise 3 for Friday 5, there are som typos, unfortunately: The option should pay max(S2(T)-S1(T),0), and S0(0) in the expression for P under a) and c) should read S2(0)! Apologies for these confusing errors.

The compulsory exercises are now corrected, and you did a great job! You can check your status on the web-site

Those who did not pass, have a new chance. Please solve exercise 3 in the exercises for November 5 (this Friday). Hand in your answer by Thursday 11 November, at 14.00.

I will give back your exercises on Friday, but you can also collect them at the institute office after that.

IMPORTANT, IMPORTANT!!!! Teaching on FRiday October 8 is also cancelled, so there will be no teaching before October 15. Use your time efficiently with the compulsory exercise.

Please note that on FRiday October 1, there will be no teaching or exercise class. You are free to work on the compulsory exercises...:-)

Compulsory exercise can be downloaded here

Please note that exercise 2, the last part on calibration to data, may be very difficult in practice. I still challenge you to try it, since this model in fact is used in real life, and the calibration procedure is the one commonly applied.

Student representatives are Karen Sødal (karen_sodal at hotmail.com) and Sindre Froyn (sindrf at student.matnat.uio.no).

Solutions of exercises from September 3 is now found under the detailed teaching plan, September 3.

Information on student representative and evaluation

Welcome to STK4510, Autumn 2010! We start teaching Friday, August 27.