Beskjeder

Publisert 25. nov. 2014 19:38

The problems will be presented in English, but you may answer in Norwegian if that is your first language. There is no advantage for the grading of  having used English.

Publisert 19. nov. 2014 14:05

Last day of teaching.

First: Review of financial risk and problems 4 and 5 from the exam 2010, problem 3 from exam 2011 and the two remaining problems from chapter 5.

Then: Problems 1 and 2 from exam 2011.

 

Publisert 17. nov. 2014 11:22

Wrong problems were submitted for exam 2011, the correct one now available. We'll jump over the exams for 2012 and 2013..

Publisert 11. nov. 2014 17:31

We'll got hrough  Exercises 5.30 and 5.35, the oblig, exam stk 2520 in 2010 and 2011. Exam 2520 in 2010 and 2011 can be downloaded from the home page. Though they are without the university heading, they do are English translations of the problems put to the students of stk2520 which is esentilally the same course as stk3505.

These exercises represent a summary of stk3505 and we discuss them from this angle with brief, general lectures on the main points of the course in between. It is then most convenient to divide  thematically into property insurance, financial risk and life insurance so that we take all property insurance problems first, then the financial ones and finally  those on life insurance.

Obligs back on November 18 with brief comments individually.

Publisert 11. nov. 2014 17:23

I  have through an error sent false messages to a number of people that their obligs have not been accepted (will be corrected tomorrow). I appologize and promise never again to have anything to do with the electronic system that handles such things!

Erik Bølviken

Publisert 11. nov. 2014 11:35

Oneof the three lectures will be used to comment on the first oblig

as there are many students with non-acceptable reports.

Publisert 4. nov. 2014 15:26

Lecture: Sections 6.2 and 6.3.

Execises: 5.15, 5.16,  5.26. 5.27, 5.30, 5.35

 

Publisert 28. okt. 2014 16:22

Last day of teaching: November 25

Remaining topics: Sections 6.2 and 6.3

November 11: Lectures Section 6.2 and 6.3, Exercises from Section 5.5  and 5.6.

November 18: Oblig, Exercises 6.2,  6.3, former exams.

November 25: Summary of the course, remaining exercises/exams.

 

Publisert 28. okt. 2014 16:11

Lecture: Section 5.6 (first lecture)

Exercises: 3.30, 3.31, 3.32, 3.33,  5.3, 5.4, 5.14, 5.15, 5.16 (second and third lecture).

The New York stock exchange data can be downloaded form the web page.

Publisert 21. okt. 2014 10:55

Lecture:  Section 5.5 (first lecture only)

Exercises: 3.25, 3.26, 3.27, 3.28, 3.29, 3.30, 3.31, 3.32, 3.33 (last two lectures)

Publisert 14. okt. 2014 12:10

Lecture: Sections 5.2 and 5.4

Exercises: 3.23, 3.24, 3.25, 3.26, 3.27, 3.28, 3.29

Publisert 7. okt. 2014 15:14

Lecture: Section 3.6 (will terminate Chapter 3).

Exercises: 3.13, 3.15, 3.17, 3.18, 3.19, 3.20, 3.21.

Publisert 30. sep. 2014 15:25

Lecture: Section 3.5

Exercises: 3.7, 3.8, 3.9, 3.10, 3.11, 3.12, 3.13

Publisert 23. sep. 2014 17:46

Lecture: Section 3.4 and start of Section 3.5.

Exercises: 3.4, 3.5, 3.6, 3.7, 3.8, 3.9, 3.10.

Publisert 23. sep. 2014 17:42

Oblig available, the second problem is based on Section 3.5 of the textbook which will be lectured on October 6.

Publisert 16. sep. 2014 15:36

Answers to the numerical chapter 2 exercises available on the web

Publisert 16. sep. 2014 15:35

Lectures: Section 3.3,  start om 3.4.

Exercises: 2.28, 2.29, 2.30, 3.1, 3.3, 3.4, 3.5

Publisert 9. sep. 2014 15:23

Lecture: Sections 3.2 and 3.3.

Exercises: No new ones, we'll  go through 2.18, 2.19, 2.20, 2.21, 2.22, 2.28, 2.29,2.30.

Half the time will be used for the exercises.

 

Publisert 2. sep. 2014 16:05

Lecture : Finish Section 2.5 (one hour).

Exercises (two hours) : 2.9, 2.10, 2.11, 2.12, 2.18, 2.19, 2.20, 2.21, 2.22, 2.25, 2.26, 2.28, 2.29 2.30.

Publisert 26. aug. 2014 15:25

Lecture: Sections 2.4, 2.5.

Exercises: 2.5, 2.6, 2.8, 2.9, 2.10,  2.11, 2.12

Publisert 19. aug. 2014 15:21

The course offers the use of R software to solve the exercises. They are equipped with simple R commands you can type in yourself.

You can also download R commands from the web page of the book which is www.cambridge.org/9780521830485. The software for chapter 2 is named 'ch2.R'.  You make the R functions there available by storing the file 'ch2.R'  in the catalogue R is called from and give the command 'source  "ch2.R" ' after having entered R.

 


 

Publisert 19. aug. 2014 15:11

Lecture (two hours). Chapter 2, 2.1,2.2,  2.3 (only 2.3.1 and 2.3.2). If time permits, we start on 2.4 as well.

Exercises: 2.1, 2.2,  2.4,  2.5, 2.6, 2.8, 2.9.

 

Publisert 4. aug. 2014 14:30

Første forelesning er tirsdag 19/8, klokken 12.15. Vi bruker neppe mer enn to timer.  Siste gang er trolig tirsdag 18/11 med 25/11 som reserve. Eksamen er 3/12.

En foreløpig pensumliste er lagt ut under "Pensum".