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The exam schedule for next week June2-4, is sent out via email.

If you have not received it, then please contact me quickly! All the best!

Material in Leganto updated. Some specifications:

05: some small corrections

11: added as detailed extended on change of measures following 10

12: added as summary extended intro to help out on the next section on hedging, which has now new progressive numbering.

13-15: no changes, only updated numbering to keep the progression.

Last update is finally worked out. You find the notes and reference list in Leganto. Information on the exam in the Timetable, as well as here.

Also open office on Wednesday 22nd: 12:30-14:00

We shall have a PhD presentation in connection with MAT9735 on April 28, after the usual classes and in the same room (NHA 107). Topic is on the pricing of Asian options.

The exams dates are set in the period 2-4 of June. Possibly only in 2 days. The exams will be held in oral form. All details will be finalised and communicated in due time.

Here comes the assignment for this course. The deadline is April 10.

The delivery is in Canvas!

The course schedule is updated, you should now be able to read the material. Exercises are suggested in the Summary sheets.

Our representatives are

Fruna Alami: frunaa"at"uio.no

and

Morten T. Berg: mortet"at"uio.no

Please note that in Leganto you find the notes of the lectures together with the reference books. 

Her kan du delta til noe viktig! L?p og register!

https://www.mn.uio.no/math/studier/aktuelt/arrangementer/2025/jenter_i_matematikk.html

Welcome! 

We shall discuss classical and not so classical models in stock exchanges, bond markets, and electricity markets in continuous time. We connect prices with prices of financial derivatives, such as options within the principle of no-arbitrage. We shall discuss methods for pricing based on risk-neutral evaluation and see the differences between, e.g, a stock exchange market and a flow commodity market as electricity is. We will discover the role of volatility modelling and how spikes in prices can be treated. All this to be able to deal with financial risks!

To warm up on the complex affairs, you can take a look at the movie "Margin Call" (2011)! What does margin call mean?