This course is replaced by STK-MAT3700.


Published Dec. 13, 2017 4:08 PM

Please visit this page to provide your opinion:

Published Nov. 28, 2017 1:20 PM

Old exams to practice can be found here

Moreover, here are the exams 2015, its solutions, 2016, its solutions.

Published Nov. 17, 2017 11:15 PM

On Tuesday 28th November, in Auditorium 1 VB at the usual time, there will be a final meeting, little revision and questions

Published Nov. 17, 2017 11:14 PM

Here you find the summary of the last part of the course.

Please note that the 4 summary together provide the updated syllabus for the course.

Published Nov. 13, 2017 1:07 PM

Here is the summary-list of concepts introduced during the PART III of the course.

Published Nov. 13, 2017 10:44 AM

The feedback on the assignment is now available at Devilry.

Here you find the solutions.

Published Oct. 10, 2017 11:40 PM

Here is the summary-list of concepts introduced during the PART II of the course.

Published Oct. 10, 2017 11:21 PM

Here are the results on the Quiz (Kahoot) held on 10.10 on Part II

Published Oct. 2, 2017 6:10 PM

Here is are the results on the quiz (Kahoot) on Part I held on 26.9 in class

Published Sep. 29, 2017 9:19 PM

Here is the assignment. The deadline for submission is on Thursday October 19th.

From the course description page: 

One compulsory assignments needs to be passed within given deadlines to be allowed to take the final exam. Final mark based on written examination at the end of the semester.

Rules for compulsory assignments at the Department of Mathematics

The submission of the assignment is electronic. See dedicated message about procedures.

Published Sep. 27, 2017 9:37 AM

The student representative is Jan Aleksander Olsen Bakke (jabakke [at] Please, contact him for comments or suggestions regarding the course.

Published Sep. 25, 2017 5:46 PM

Here is the summary-list of concepts introduced during the PART I of the course.

Published Sep. 21, 2017 2:22 PM

Important about mandatory assignments

From autumn 2017 all mandatory assignment must be uploaded to Devilry. 

  • The assignment must be submitted as a single PDF file. 
  • Scanned pages must be clearly legible. If these two requirements are not met, the assignment will not be assessed, but a new attempt may be given.
  • The submission must contain your name, course and assignment number. 

Read the information about assignment carefully.

Published Aug. 30, 2017 2:35 PM

After questions, I am pasting the link of the publishing house where you can find the electronic version of the book: M.V. Tretyakov: Introductory Course in Financial Mathematics 2013.  See here

Published Aug. 18, 2017 2:06 PM

Welcome to the course!

We shall start by an overview of the course, spilling out some of the issues we are going to deal with. We will also start introducing the first concepts.

The major references for this course are:

M.V. Tretyakov: Introductory Course on Financial Mathematics, Imperial College Press, 2013.

S.R. Pliska: Introduction to Mathematical Finance, Discrete Time Models, Blackwell Publishers, 1997.

See you all on Monday!