Messages

All exercises and material from lectures are part of the curriculum. 

From the lecture book, the following chapters are part of the curriculum:

Ch. 1 All

Ch. 3. All, except Section 3.4. I(t) is always understood as a compound Poisson process in MAT4770.

Ch. 4. All, except Section 4.2. Pages 111-114 and 117-118 as well as Prop. 4.13 and 4.15 are not part of the curriculum,

Ch. 6. Sections 6.1 and 6.2 and Section 6.3 until page 168, except the dynamics of df/f in Prop. 6.1, Prop. 6.2, Eq. 6.5, Prop. 6.3.

Ch. 9, everything until page 250.

Ch. 10 everything until page 309. 

If you practice on the regular exam from 2022, please note that the b-part of the very last Exercise 3 is not relevant for this year's version of the course.  Do 3a.

Please see the plan for remaining lectures. 

Here you find suggested solutions to parts of the mandatory assignment.

The lecture starts at 15.15 on Tuesday March 14. 

Here you find suggested solutions to exercise sheet II.

The exam in MAT4770 will be written. 

Student representative is Amir Ibrahim Said. He can be reached by "amiris" and then the usual 'math' and 'uio' and 'no' after the @

If you have any questions/remarks or concerns regarding the course and the lectures, please contact him. You are of course also welcome to discuss this directly with me.

Here you find solutions to the remaining exercises, 5-8.

Here you find solutions to the first 4 exercises from January 31. 

There will be no classes in the next two weeks, i.e., February 7 & 8, and February 14 & 15. The mandatory assignment has been posted, and you can work on this. Additionally, I will post some suggested solutions to the exercises in the week February 14 & 15.

The mandatory assignment is out. Download it here, but notice that it must be handed in in Canvas.

Here you find temperature data for the mandatory assignment: 

Excel, csv, Numbers

See the schedule for next Tuesday to find exercises. 

You are all welcome to the course on stochastic modeling of energy and commodities markets. We experience times with extreme and unprecedented power and gas prices. In the course we will look at stochastic models for explaining the risk in operating in these markets, and how to mitigate this risk with financial insurance products (forwards, futures and other derivatives). Also, the mechanisms behind the price fluctuations, the impact of weather variability, market structuring, transmission lines and transition to a carbon-free energy market will be discussed and analysed.

I am looking forward to seeing you in January in the lectures!