Messages

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.

Tomorrow, Monday 26th October, I will start the lectures at 9:15.

Next Monday 19th October I will start the lectures at 9:15.

I have uploaded the solutions and some hints for the exercises in List 1.

I've also updated Lecture 1, Lecture 2, Lecture 3 and Exercises List 1. 

From now on I will add/update the teaching material on the webpage without notice. So please keep an eye on the webpage and check if you have the latest versions of the lecture notes/exercise lists.  

The students representative for this course is:

Daniel Piacek

daniepi"at"student.matnat.uio.no

Please contact him if you have any comments/suggestions about the course.

Tomorrow 12th of October I will start the lectures at 9:15

Please, have a look at the lectures an exercises that I have uploaded to the webpage

Next Monday 28 September we will start the lectures at the usual time 10:15. 

As I announced during the last class, next Monday 21 September the lectures will start at 9:15.

As I told you last Monday, the next class (7th of September) is cancelled.

My intention is to recuperate these three hours during the course. I will let you know, in advance, when.

The lectures for this course will be in English and we will mainly follow the book:

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

by Fred Espen Benth

Universitext, Springer

Please note that the first lecture of this course will take place the 24th of August.