First lecture is Thursday 6 November 2025 at 10 AM in room HA3.

Course PM

Course PM pdf-file.

Program for the financial applications part of course, 2025 version (pdf).

Handouts etc

Crash course in probability theory and useful facts from math 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 15 November 2023) pdf-file.

Financial lecture notes authored by Carl Lindberg:

StochasticControlOptimalStopping 20251103.pdf

Basic Portfolio Optimization and Optimal Stopping 20251114.pdf

Variance and Modelling 20251013.pdf

StochasticCalculus 20250930.pdf

TA Lecture.pdf

Digital lectures first part of course from previous course editions

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.

Questions about the lectures first part of course should be sent to Patrik Albin palbin@chalmers.se.

Exercises

Link to Exercises.

Digital exercise sessions first part of course from previous course editions

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

Questions about the exercises first part of course should be sent to Björn Gernot Müller bjornmul@chalmers.se.

Student representatives

Max Lundberg Maxlundberg02@hotmail.com.

Benjamin Monnier benjamin.monnier31@laposte.net.

Max Swegmark max.swegmark@gmail.com.

Albin Wegfors albin.wegfors@gmail.com.

Old Exams

Exam 6 December 2025 pdf-file.

Exam 19 August 2025 pdf-file.

Exam 14 April 2025 pdf-file.

Exam 7 December 2024 pdf-file.

Exam 20 August 2024 pdf-file.

Exam 3 April 2024 pdf-file.

Exam 2 December 2023 pdf-file.

Exam 22 August 2023 pdf-file.

Exam 3 April 2023 pdf-file.  

Exam 3 December 2022 pdf-file.

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.