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We solve the trial exam next week, May 6 and 7, which will be the last lectures in this course.
The final syllabus for the course is now ready, see "Pensum/læringskrav".
DNV GL (Veritas) has contacted us and asked for students that are
interested in doing a master project with them. The project is called "Storage optimization in Power Grid", Please find information on DNV GL and the project here. You can contact
directly if you are interested.
Next week (April 1 and 2) and the week after (April 8 and 9), Kristina
Dahl will be your lecturer!
Here you can download the presentation of Christian Heggen.
If you wanmt to contact him, his email is christian.heggen@nordea.com
Professor Giacomo Scandolo will give an intensive course on risk measures Tuesday March 4 and Wednesday March 5. His lessons will not crash with STK4530 on Tuesday, when you all should attend the guest lecture by Christian Heggen from Nordea Markets. However, on Wednesday we cancel the STK4520 lecture, since many of you want to follow Scandolo's course.
Please email Giulia Di Nunno for more information on the course of Scandolo: giulian@math.uio.no
THere will be a WRITTEN exam in STK4530. After a voting following all democratic principles:-), there was a majority against a project as part of the exam. Hence, there will not be any project in STK4530 this semester, only a written exam.
On Tuesday, March 4, Christian Heggen from Nordea Markets will give the lectures. The title of the lecture is "Swap pricing after the Lehman collapse and continuous rate models".
You are all welcome to attend a lecture where you can hear about how the market is actually thinking and operating. It will be very motivating and relevant lecture for the course. Christian has a master in mathematical finance from the University of Oslo, so this is a chance to meet "one of our own", and to hear what you can become after your studies:-)
Lectures are based on the book by Brigo and Mercurio: Interest Rate Models (Springer Verlag). The lectures will focus on Chapters 1, 3, 5 and 6.
We start the course on Tuesday January 14 with a little introduction motivating the course.