Beskjeder
Som følge av smittesituasjonen og endringer i nasjonale og regionale råd og regler har Universitetsdirektøren besluttet å midlertidig tillate egenmelding ved fravær fra eksamen med fysisk oppmøte. Beslutningen gjelder fra 03.12.2021 til 01.02.2022. For eksamener som krever fysisk oppmøte ved UiO vil det ikke være nødvendig å legge ved dokumentasjon på fraværet. Dette gjelder alle skoleeksamener i Silurveien, samt muntlige og skriftlige eksamener som krever fysisk frammøte på campus. Du skal søke om gyldig fravær på vanlig måte ved bruk av nettskjema, men for eksamener med fysisk oppmøte, trenger du altså ikke legge ved dokumentasjon. Se UiOs nettside "Sjuk på eksamen / utsett eksamen for mer informasjon: https://www.uio.no/studier/eksamen/sykdom-utsatt/
Erik Bølviken (2014): Computation and Modelling in Insurance and Finance. Cambridge University Press.
Chapter 1: sections 1 - 5, except 4.5 - 4.7
Chapter 2: sections 1 - 5
Chapter 3: sections 1 - 7, life tables, hedging, greeks
Chapter 5: sections 1 - 6, 8.1, 8.2
Chapter 6: sections 1 - 3, 5, 6
Chapter 7: section 3
We finish off the rest of previous exams
We'll start solving previous exams starting with last year and going backwards.
Summary of the course
Exercises: 6.23 - 33, 7.8 - 15
Wednesday, November 3: exercises 6.9 - 6.13. Continue lectures for chapter 6
Thursday, November 4: chapter 6
Obligatory assignments results are now available.
For students that did not pass in the first attempt the new deadline is on Thursday, November 4th at 11:00.
Wednesday, October 27: exercises 5.28 - 36, 6.1 - 6.8
Thursday, October 28: continue chapter 6
Wednesday, October 20: exercises 5.14 - 27
Thursday, October 21: continue chapter 5, section 6
Wednesday, October 13: exercises 5.5b - 13
Thursday, October 14: continue chapter 5, section 4
The assignment is now available here. Please remember to include the relevant code. Students taking STK4505 course should type their solutions in Latex.
The deadline for submission is October 21st, 10:00. Please remember that you are responsible for submitting the solution within deadline, don't wait until the last second.
Good luck!
https://www.uio.no/studier/emner/matnat/math/STK3505/h21/oblig2021.pdf
Wednesday, October 6: exercises 3.28c - 3.36, 5.1 - 5.6, possibly continue chapter 5 starting in section 3
Thursday, October 7: continue chapter 5
Wednesday, September 29: exercises 3.15 - 24, 28, 29
Thursday, September 30: continue chapter 3 from section 6
Wednesday, September 22: Exercises 3.1 - 3.13, possibly continue chapter 3 lecture
Thursday, September 23: continue chapter 3
Wednesday, September 15: exercises 2.18 - 31, 32a, 33a
Thursday, September 16: continue chapter 2, start chapter 3
Wednesday, September 8: Exercises 2.1 - 2.12
Thursday, September 9: continue chapter 2
September 1: no class
September 2: continue chapter 1, start chapter 2
The lectures will be on Thursdays and the exercises - on Wednesdays. Each week, after the Thursday lecture, I will publish numbers of exercises that will be solved on the following Wednesday. I encourage students to try and solve the exercises themselves beforehand. I will also update the course schedule with material covered on each day.
The student representative for the course is Thomas Bødkergaard Balser (thomas.balser at hotmail.com)
The first lecture is scheduled to be on Wednesday, August 25th, 10:15 - 12:00 in NHA room 819.
The written material for the course is from the book:
Erik Bølviken (2014): Computation and Modelling in Insurance and Finance. Cambridge University Press.
We will go through chapters 1, 2, 3, 5, 6 and 7 if time permits.
This is a preliminary curriculum, there will be changes in the final curriculum.
Dersom smittesituasjonen får et omfang som gjør at deler av samfunnet må stenge igjen utover høsten, så kan det bli aktuelt å erstatte skriftlig skoleeksamen med skriftlig hjemmeeksamen eller muntlig eksamen i dette emnet.