First lecture is Wednesday 3 November at 3.15 PM in room KA.
Course PM pdf.
Program for the financial applications part of course (pdf).
Crash course in probability theory and useful facts from math intended for self-study pdf.
Basically, MVE172-students do not need the first 2 1/2 pages of this crash course (that is intended more for MSG800- and MVE170-students) but can start at the section "Axioms of Probability Theory" on page 3.
List of Errata for Hsu's book (version 14 November 2020) pdf.
Financial lecture notes authored by Simone Calogero (pdf)
IMP: Sections 0.1, 0.2, 0.5 in the financial lectures notes are part of the pre-requisites for this course and will not be discussed in the class. Students should read these sections by themselves before the beginning of the financial applications module of the course.
Suggested template to write the report on the project (in LaTex) zip
Digital lectures first part of course from last years course
Link to Exercises.
Digital exercise sessions first part of course from last years course
Problems for own work Exercise Session 2
Problems for own work Exercise Session 3
Problems for own work Exercise Session 4
Ibrahim Chit email@example.com.
Lucas Ekmark Fallqvist firstname.lastname@example.org.
Carl Friberg email@example.com.
Karl Wennerström firstname.lastname@example.org.
Exam 11 April 2022 pdf-file.
Link to Older Exams.
The schedule of the course is in TimeEdit.
Additional information about the course can be found at Chalmers Student Portal.
The syllabus page shows a table-oriented view of course schedule and basics of course grading. You can add any other comments, notes or thoughts you have about the course structure, course policies or anything else.
To add some comments, click the 'Edit' link at the top.