Course syllabus

First lecture is Wednesday 3 November at 3.15 PM in room KA.

 

Course PM

Course PM pdf.

Program for the financial applications part of course (pdf).

Handouts etc

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

Crash course pdf and movie part 1 (not needed for MVE172 students), movie part 2.

Sections 5.1-5.4 in Hsu pdf and movie.

Section 5.5 in Hsu pdf and movie.

Sections 5.6-5.7 in Hsu pdf and movie.

Section 5.8 in Hsu pdf and movie.

Sections 6.1-6.3B in Hsu pdf and movie.

Chapter 9 in Hsu pdf and movie.

Exercises

Link to Exercises.

Digital exercise sessions first part of course from last years course

Problems for own work Exercise Session 1

Problems for own work Exercise Session 2

Problems for own work Exercise Session 3

Problems for own work Exercise Session 4

Student representatives

Ibrahim Chit ibrahimchit10@hotmail.com.

Lucas Ekmark Fallqvist flucas@student.chalmers.se.

Carl Friberg carfrib@student.chalmers.se.

Karl Wennerström karlwen@student.chalmers.se.

Old Exams

Exam 11 April 2022 pdf-file.

Link to Older Exams.

Program

The schedule of the course is in TimeEdit.

Additional information about the course can be found at Chalmers Student Portal.

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Course summary:

Date Details Due