Course syllabus

Eastern reexam

Eastern home reexam Monday 6 April 8.30 AM pdf-file.

Students shall submit their solutions to the exam via Canvas "Assignement" before due time 12.00. If there are technical problems with Canvas (which has happened) email the solutions to the examiner Patrik Albin before due time and submit them via Canvas later.

Course PM

Course PM pdf-file.

Programme for financial applications part of course pdf-file.

Handouts etc

The first two lectures consist of the following crash course in probability theory and useful facts from math pdf-file.
Basically, MVE171-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 13 December 2012) pdf-file.

Financial lecture notes authored by Simone Calogero pdf-file.


Link to Exercises.

Old Exams

Link to Old Exams.


The schedule of the course is in TimeEdit.

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



Course summary:

Date Details Due