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As a result of the infection situation and changes in national and regional advice and rules, the University Director has decided to temporarily allow self-declaration in the event of absence from examinations with physical attendance. The decision applies from 03.12.2021 to 01.02.2022. For exams that require physical attendance at UiO, it will not be necessary to submit documentation of the absence. This applies to all school exams in Silurveien, as well as oral and written exams that require physical attendance on campus. You must apply for valid absence in the usual way using the online form, but for exams with physical attendance, you do not need to attach documentation. See UiO's website "Illness at exams/postponed exams" for more information: ...
Here you find solutions to exam H19 that we worked through in today's class.
is cancelled! Please work on the exam exercises as announced, and we catch up on Tuesday 16th.
All material from lectures and exercise classes are part of the syllabus for the written exam. This includes the lectures on SOFR-rates, crash-course on arbitrage pricing (Chapter 4) and the following sections/chapters in the Filipovic-book:
Chapter 2: Sections 2.1, 2.2, 2.3, 2.6.1, 2.6.2 and 2.6.3.
Chapter 3: Section 3.3.3
Chapter 5: Sections 5.1, 5.2, 5.3, 5.4.1 and 5.4.2
Chapter 6: Sections 6.1, 6.2, 6.3, 6.4 and 6.5 (only Fubini's Theorem 6.2 without proof)
Chapter 7: Section 7.1
Chapter 8: Sections 8.1 and 8.2 (until and including Eq. (8.1) on page 118)
Chapter 11: Sections 11.1 11.2, 11.3 and 11.4
You are all welcome to participate on the online-course on particle filtering and data assimilation: see
Sorry, but this goes in Norwegian as it is an invitation to a seminar in Norwegian from the Society of Actuaries....
Alle akturarstudenter er invitert til Aktuarforeningens medlemsm?te torsdag 14. oktober:
http://www.aktfor.no/arrangementer/medlemsmoete-141021/
Anbefales!
The student representative in STK4530/9530 is Andreas Krakereid Sl?ttelid. Pleased contact him if you have questions/issues to discuss regarding the course and teaching. You are of course also welcome to contact the lecturer directly as well.
NBIM (Oljefondet) has a video on their history of fixed income investments (i.e. bonds). Please visit http://nbim.no/publications and watch the video "25 years of investing in fixed income".
Watch the movie Big Short (Netflix), or even better, read the book written by Michael Lewis. This gives you the exciting story behind the financial crisis in 2007. Michael Lewis has also written the classic "Liar's Poker".
Another interesting story on hedge funds and bonds and financial crisis is found in the book by Nicolas Dunbar "Inventing Money". Here you can read about LTCM and Russian bonds.
Those registered for the STK9530-version of the course (PhD-students) must do a mandatory exercise. If you have not talked with me already, please contact me about this.
We start the lectures on Tuesday August 24 with a gentle introduction to this semester's version of the course on interest rate theory.
If the infection rate reaches a level where parts of society are forced to close down again during the autumn semester, written examination in this course may be conducted as a written home exam or as an oral examination.