Exercises
Below you will find a preliminary plan for what will be done during the exercises. It will be updated as
time passes.
-
| Exercise session |
Solved during class |
Recommended to solve on your own |
| 1 |
4.10, 4.13, 1a. Exam 21/10/2005, 4.21 |
4.1, 4.6, 4.8, 4.14, 4.16 |
| 2 |
7.4, 7.7, 7.9, 9.2, 9.3,
4 Exam21/10/2005 |
7.3, 7.8, 7.1, 7.13, 7.14 |
| 3 |
11.1, 12.1, 12.2, 3Exam 12/01/2001, 2Exam 21/10/2001 |
11.2, 12.3 |
| 4 |
A.1, A.6, 16.1, 3bExam 16/01/2016, A.11 |
A.7, A.9 |
| 5 |
15.2, 5Repetition II, 2Exam 18/10/2002 |
15.2, 15.4, 15.6 |
| 6 |
17.2, 17.5, 5.12 (from "Arbitrage theory in continuous time" by Tomas Bjork) |
12.1, 18.1, 18.2, 18.3 |
Exercises beginning with an A are from Additional exercises,
To Mathematical Statistics
To Mathematical Statistics Courses
|
