TMS088 / MSA410 Financial time series

Welcome!

Exam 1 (2024)

Solutions Exam 1 (2024)

 

A detailed schedule for the course can be found here.

The aim and intended learning outcomes of the course can be found here.

Examiner and course organizer: Michael Björklund (micbjo@chalmers.se).

Teaching assistant: Mattias Byléhn (bylehn@chalmers.se)

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Course structure:

Lectures (Föreläsningar)

Exercise sessions (Lektioner)

Old exams

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The exam:

The regular exam (ordinarie tentamen) will take place on May 31, 14.00-18.00.

The re-exam (omtentamen) is scheduled for August 26, 08.30-12.30

For the exam you are allowed to bring four pages (two sheets) of your own handwritten notes and a simple calculator.

Note: This year's exams will differ significantly from previous years. Model exams (for the new exam format) will be published here after the Easter break.

1. New grade scales (New total: 50 points - previous total: 60 points)

GU: G (23-37 points), VG (38-50 points).

Chalmers: 3 (23-34 points), 4 (35-43 points), 5 (44-50 points).

2. No bonus points (there will be no projects/laborations this year)

3. Different focus Other aspects of time series will be emphasised this year (more about this under lectures). 

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Course literature:

Lecture notes (continually updated, please check the date tag at the bottom of the first page to make sure that you have the latest version). 

Additional learning material can be found here.